Do macroeconomic variables drive exchange rates independently?
Year of publication: |
2023
|
---|---|
Authors: | Biswas, Rita ; Li, Xiao ; Piccotti, Louis R. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-7
|
Subject: | Elastic net | Exchange rate determination | Machine learning regression | Macro fundamental models |
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