The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations-Reference-Cited by-同舟云学术

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The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations

Published:1997-10 Issue:3 Volume:7 Page:231-252
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Wang Jian-Xin,Wong Hoi-In

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

1. Monetary/asset models of exchange rate determination: how well have they performed in the 1980s?;Alexander;International Journal of Forecasting,1987

2. Emerging Asian Fixed Income Markets;Banks,1994

3. The Foreign Exchange Market: Theory and Econometric Evidence;Baillie,1989

4. Rational expectations and the exchange rate;Bilson,1976

5. ARCH modeling in finance;Bollerslev;Journal of Econometrics,1992

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