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The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations

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  • Wang, Jian-Xin
  • Wong, Hoi-In

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  • Wang, Jian-Xin & Wong, Hoi-In, 1997. "The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 231-252, October.
  • Handle: RePEc:eee:mulfin:v:7:y:1997:i:3:p:231-252
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    27. Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September.
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    2. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany.

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