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On the short-term predictability of exchange rates: A BVAR time-varying parameters approach

  • Sarantis, Nicholas
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    File URL: http://www.sciencedirect.com/science/article/pii/S0378-4266(05)00213-X
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 30 (2006)
    Issue (Month): 8 (August)
    Pages: 2257-2279

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    Handle: RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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