Selective Attention in Exchange Rate Forecasting
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Keywordsexchange rate; selective attention; news; dynamic model averaging;
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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