The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Pasquale Della Corte, Lucio Sarno and Giulia Sestieri
Year of publication: |
2010
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Authors: | Della Corte, Pasquale ; Sarno, Lucio ; Sestieri, Giulia |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Außenwirtschaftliches Gleichgewicht | External balance | Random Walk | Random walk | US-Dollar | US dollar | Kanada | Canada | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1952-2004 |
Saved in:
Online Resource
Extent: | 52 S. graph. Darst. |
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Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 8045 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Parallel als Online-Ausg. erschienen |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008747149