The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Richard H Clarida ...
| Year of publication: |
2003
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|---|---|
| Authors: | Clarida, Richard H. ; Sarno, Lucio ; Taylor, Mark P. ; Valente, Giorgio |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 60.2003, 1, p. 61-83
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| Subject: | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory |
| 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/10001754209