๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The unbeatable random walk in exchange rate forecasting: Reality or myth?

โœ Scribed by Moosa, Imad; Burns, Kelly


Book ID
121666349
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
364 KB
Volume
40
Category
Article
ISSN
0164-0704

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Can a relative purchasing power parity-b
โœ Marc W. Simpson; Axel Grossmann ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 225 KB

This study uses a relative purchasing power parity (ppp) model-one that is an alternative to the 'real exchange rate'to construct a time-varying equilibrium exchange rate of six US Dollar exchange rates. A linear forecasting technique is then used to determine the horizon over which a relative ppp-b