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Can Markov switching models predict excess foreign exchange returns?

✍ Scribed by Michael Dueker; Christopher J. Neely

Book ID: 116614788
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 230 KB
Volume: 31
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2006.03.002

No coin nor oath required. For personal study only.

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