Exchange rates and fundamentals : a new look at the evidence on long-horizon predictability
Year of publication: |
2015
|
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Authors: | Austin, Adrian ; Dutt, Swarna D. |
Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 43.2015, 1, p. 147-159
|
Subject: | Exchange rate prediction | Overlapping observations | Correlation persistence | Bonferroni inequality | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Korrelation | Correlation | Großbritannien | United Kingdom |
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