The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Year of publication: |
2002
|
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Authors: | Clarida, Richard H. ; Sarno, Lucio ; Taylor, Mark P. ; Valente, Giorgio |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Währung | Derivat <Wertpapier> |
Extent: | 35 S. |
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Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 3281 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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Clarida, Richard H., (1993)
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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
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