Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.435/fullpdf
Reference39 articles.
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2. Empirical exchange rate models of the nineties: are any fit to survive?;Cheung;Journal of International Money and Finance,2005
3. Exchange rate forecasting: the errors we've really made;Faust;Journal of International Economics,2003
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