The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Pasquale Della Corte, Lucio Sarno, and Giulia Sestieri
Year of publication: |
2012
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Authors: | Della Corte, Pasquale ; Sarno, Lucio ; Sestieri, Giulia |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 94.2012, 1, p. 100-115
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Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Außenwirtschaftliches Gleichgewicht | External balance | Random Walk | Random walk | US-Dollar | US dollar | Kanada | Canada | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1952-2004 |
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