The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/REST_a_00157
Reference34 articles.
1. Exchange rates and fundamentals: evidence on the economic value of predictability
2. Arbitrage in the foreign exchange market: Turning on the microscope
3. Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility *
4. Conventional and unconventional approaches to exchange rate modelling and assessment
5. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
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