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Nonlinear prediction of exchange rates with monetary fundamentals

โœ Scribed by Min Qi; Yangru Wu


Book ID
117628186
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
164 KB
Volume
10
Category
Article
ISSN
0927-5398

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The use of a new bootstrap method for small-sample inference in long-horizon regressions is illustrated by analysing the long-horizon predictability of four major exchange rates, and the ยฎndings are reconciled with those of an earlier study by . While there is some evidence of exchange rate predicta