Can the Random Walk be beat on the Forex Market?

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Can the Random Walk be beat on the Forex Market?

The purpose of this paper is to propose to challenge the Random Walk as predictor of the variations of spot rates. The Random walk will be tested again the following models: UIP, PPP, MF, Asymmetric Taylor Rule, Symmetric Taylor Rule. Using an out-sample methodology; it will be applied rolling and r...

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Bibliographic Details
Main Author:	Richard de Vesvrotte, Hubert
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/29767/

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