Is it possible to beat the random walk model in exchange rate forecasting? : more evidence for Brazilian case
Emerson Fernandes Marçal, Eli Hadad Junior
| Alternative title: | É possível bater o passeio aleatório na previsão da taxa de Câmbio? Mais evidência para o caso brasileiro |
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| Year of publication: |
March 2016
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| Authors: | Marçal, Emerson Fernandes ; Hadad Junior, Eli |
| Subject: | Meese-Rogoff puzzle | forecasting | exchange rate | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Brasilien | Brazil | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011586095