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Empirical exchange rate models and currency risk: some evidence from density forecasts

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  • Sarno, Lucio
  • Valente, Giorgio

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  • Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
    • Handle: RePEc:eee:jimfin:v:24:y:2005:i:2:p:363-385
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