Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model

Citations

Cited by:

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9. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
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