Nominal exchange-rate prediction : evidence from a nonlinear approach
Year of publication: |
2001
|
---|---|
Authors: | Wu, Jyh-lin ; Chen, Show-lin |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 4, p. 521-532
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Kointegration | Cointegration |
-
Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh, (2024)
-
Rauscher, Folke Axel, (2001)
-
Intertemporal causality and on the prediction of future spot rates from forwarded currency rates
Ghosh, Asim K., (1998)
- More ...
-
Wu, Jyh-Lin, (1999)
-
Are real exchange rates non-stationary? The Pacific Basin perspective
Wu, Jyh-Lin, (2004)
-
Nominal exchange-rate prediction: evidence from a nonlinear approach
Wu, Jyh-Lin, (2001)
- More ...