Guo, Hui (contributor); Savickas, Robert (contributor) - 2005
Idiosyncratic Volatility, Economic Fundamentals, and
Foreign Exchange Rates
Hui Guo
and
Robert Savickas
Working … material) should be
cleared with the author or authors.
Idiosyncratic Volatility, Economic Fundamentals, and
Foreign … rates and economic fundamentals.
Keywords: exchange rate predictability, average idiosyncratic volatility, monetary model …