Forecasting foreign exchange rates in developing economies
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DOI: 10.1080/000368497327399
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Citations
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Cited by:
- Takao FUKUCHI & Suminori TOKUNAGA, 1999. "Simulation Analysis Of Exchange Rate Dynamics: The Case Of Indonesia," The Developing Economies, Institute of Developing Economies, vol. 37(1), pages 35-58, March.
- McCrae, Michael, et al, 2002. "Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(5), pages 355-380, August.
- Madura, Jeff & Martin, A. D. & Wiley, Marilyn, 1999. "Forecast bias and accuracy of exchange rates in emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 9(1), pages 27-43, January.
- Winston T. Lin & Hong-Jen Lin & Yueh H. Chen, 2002. "The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(3-4), pages 167-195, September.
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