On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Nicholas Sarantis
| Year of publication: |
2006
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|---|---|
| Authors: | Sarantis, Nicholas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 8, p. 2257-2279
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| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | USA | United States | 1991-2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003355791