Predicting exchange rate returns
Year of publication: |
2020
|
---|---|
Authors: | Narayan, Paresh Kumar ; Sharma, Susan Sunila ; Dinh Hoang Bach Phan ; Liu, Guangqiang |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 42.2020, p. 1-16
|
Subject: | Predictability | Endogeneity | Exchange rate | Forward premium | Heteroskedasticity | Persistency | Wechselkurs | Prognoseverfahren | Forecasting model | Theorie | Theory | Währungsderivat | Currency derivative | Schätzung | Estimation | Risikoprämie | Risk premium | Großbritannien | United Kingdom |
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