Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model
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Volume (Year): 35 (2011)
Issue (Month): 4 (October)
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- Ronald MacDonald & Ian W. Marsh, 1997. "On Fundamentals And Exchange Rates: A Casselian Perspective," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 655-664, November.
- Nucci, Francesco, 2003. "Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 183-200, February.
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