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choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over …
Persistent link: https://www.econbiz.de/10013121687
This paper investigates whether oil prices have a reliable and stable out-of-sample relationship with the Canadian/U.S. dollar nominal exchange rate. Despite state-of-the-art methodologies, the authors find little systematic relation between oil prices and the exchange rate at the monthly and...
Persistent link: https://www.econbiz.de/10014178173
Persistent link: https://www.econbiz.de/10002706532