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Why is the Foreward Exchange Rate Forecast Based? A Survey of Recent Evidence

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Author Info
Engel, C.

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Abstract

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Publisher Info
Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number 95-08.

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Length: 113 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:washer:95-08

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Related research
Keywords: exchange rate ; central banks;

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  1. Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. Hodrick, Robert J & Vassalou, Maria, 2001. "Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?," CEPR Discussion Papers 3056, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
  4. Roberto Guimaraes & Cem Karacadag, 2005. "The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey," Money Macro and Finance (MMF) Research Group Conference 2005 68, Money Macro and Finance Research Group. [Downloadable!]
  5. Roberto Pereira Guimarães & Cem Karacadag, 2004. "The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey," IMF Working Papers 04/123, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-11-20.

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