A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
Year of publication: |
2010
|
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Authors: | Kumar, Manish |
Published in: |
International Journal of Business and Economic Sciences Applied Research (IJBESAR). - Department of Business Administration, ISSN 2408-0101. - Vol. 3.2010, 2, p. 21-39
|
Publisher: |
Department of Business Administration |
Subject: | Stock Prices | Exchange Rates | Bivariate Causality | Forecasting |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Language: | English |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; G10 - General Financial Markets. General |
Source: |
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