EXCHANGE RATE FUNDAMENTALS, FORECASTING, AND SPECULATION: BAYESIAN MODELS IN BLACK MARKETS
Author:
Affiliation:
1. Booth School of Business; University of Chicago; IL USA
2. School of Management; University of the Andes; Bogotá Colombia
3. IESA; Caracas Venezuela
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2314/fullpdf
Reference47 articles.
1. Exchange rates and fundamentals: evidence on the economic value of predictability;Abhyankar;Journal of International Economics,2005
2. Monetary/asset models of exchange rate determination: how well have they performed in the 1980's?;Alexander;International Journal of Forecasting,1987
3. A trading approach to testing for predictability;Anatolyev;Journal of Business and Economic Statistics,2005
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