ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
Author:
Affiliation:
1. Heriot-Watt University; U.K.
2. University of Essex; U.K.
3. University of Glasgow; U.K.
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/iere.12271/fullpdf
Reference51 articles.
1. A Scapegoat Model of Exchange-Rate Fluctuations;Bacchetta;American Economic Review,2004
2. On the Unstable Relationship Between Exchange Rates and Macroeconomic Fundamentals;Bacchetta;Journal of International Economics,2013
3. Forecasting Exchange Rates under Parameter and Model Uncertainty;Beckmann;Journal of International Money and Finance,2015
4. Forecasting Disconnected Exchange Rates;Berge;Journal of Applied Econometrics,2013
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