Covered Interest Arbitrage in Exchange Rate Forecasting Markets

DOI10.1007/978-3-642-02270-8_11zbMath1248.91079OpenAlexW89101500MaRDI QIDQ5321699

Cheng Yang, Feng Wang, Yuan-Xiang Li

Publication date: 14 July 2009

Published in: Frontiers in Algorithmics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02270-8_11

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• A case study on using neural networks to perform technical forecasting of forex
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