Long-Horizon Exchange Rate Predictability?
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/003465301750160054
Reference24 articles.
1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
2. Stock Prices, Earnings, and Expected Dividends
3. Yield Spreads and Interest Rate Movements: A Bird's Eye View
4. Alternative Long-horizon Exchange-rate Predictors
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