Exchange rate predictability and a monetary model with time-varying cointegration coefficients
Year of publication: |
2013
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Authors: | Park, Cheolbeom ; Park, Sookyung |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 37.2013, p. 394-410
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Subject: | Exchange rate | Monetary model | Predictability | Time-varying cointegration | Theorie | Theory | Wechselkurs | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Schätzung | Estimation |
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