The out-of-sample success of term structure models as exchange rate predictors: a step beyond
| Year of publication: |
2003
|
|---|---|
| Authors: | Clarida, Richard H. ; Sarno, Lucio ; Taylor, Mark P. ; Valente, Giorgio |
| Published in: |
Journal of International Economics. - Elsevier, ISSN 0022-1996. - Vol. 60.2003, 1, p. 61-83
|
| Publisher: |
Elsevier |