An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso
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Bibliographic InfoArticle provided by Elsevier in its journal Global Finance Journal.
Volume (Year): 8 (1997)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/inca/620162
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Exchange Rates, Innovations and Forecasting,"
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- Gupta, Sanjeev, 1981. "A Note on the Efficiency of Black Markets in Foreign Currencies," Journal of Finance, American Finance Association, vol. 36(3), pages 705-10, June.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
- Kaminsky, Graciela & Peruga, Rodrigo, 1991. "Credibility crises: the dollar in the early 1980s," Journal of International Money and Finance, Elsevier, vol. 10(2), pages 170-192, June.
- Somanath, V. S., 1986. "Efficient exchange rate forecasts: Lagged models better than the random walk," Journal of International Money and Finance, Elsevier, vol. 5(2), pages 195-220, June.
- Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc.
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