Unpredictable After All? A short note on exchange rate predictability
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More about this item
Keywords
econometrics; economic variables; exchange rates; forecasting; regime-switching model;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G3 - Financial Economics - - Corporate Finance and Governance
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
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