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Forecasting the exchange rate: A monetary or random walk phenomenon?

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  • Finn, Mary G.
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    File URL: http://www.sciencedirect.com/science/article/B6V9S-45CWXVV-3H/2/6af7ec90977320f6cbf3b1622289c7fc
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of International Money and Finance.

    Volume (Year): 5 (1986)
    Issue (Month): 2 (June)
    Pages: 181-193

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    Handle: RePEc:eee:jimfin:v:5:y:1986:i:2:p:181-193

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    Web page: http://www.elsevier.com/locate/inca/30443

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    Cited by:
    1. Jason Barr, 2010. "Skyscrapers and the Skyline: Manhattan, 1895-2004," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(3), pages 567-597.
    2. Garry J. Schinasi & P.A.V.B. Swamy, 1987. "The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change," Special Studies Papers 212, Board of Governors of the Federal Reserve System (U.S.).
    3. Kim, Benjamin J. C. & Mo, Soowon, 1995. "Cointegration and the long-run forecast of exchange rates," Economics Letters, Elsevier, vol. 48(3-4), pages 353-359, June.
    4. Christian Zimmermann, 1994. "International Business Cycles and Exchange Rates," Cahiers de recherche CREFE / CREFE Working Papers 33, CREFE, Université du Québec à Montréal, revised Jul 1997.
    5. Roberts, Mark A., 1995. "Imperfect information: Some implications for modelling the exchange rate," Journal of International Economics, Elsevier, vol. 38(3-4), pages 375-383, May.

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