Guo, Hui (contributor); Savickas, Robert (contributor) - 2005
, and Japan. Moreover, the U.S. default premium provides additional information about future exchange rates. Given that …, Germany, and Japan. Moreover, among a
number of commonly used financial variables, only idiosyncratic volatility forecasts …
the future U.S. dollar price of its currency—in France, Germany, and Japan. Moreover, among a
number of commonly used …