readme.hmw.txt
Creators:
Weike Hai
;
Nelson C. Mark
;
Yangru Wu
From the dataset abstract
Using the Kalman filter, we obtain maximum likelihood estimates of a permanent-transitory components model for log spot and forward dollar prices of the pound, the franc, and the yen....
Source: Understanding spot and forward exchange rate regressions (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7ea1d380-5ba4-4d3f-8838-9195f182907b/resource/f98c3272-f786-430d-9f01-d84e08a6dd73/download/readme.hmw.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
