Exchange rate forecasts by the means of econometric models

This paper focuses on the reliable and effective methods of exchange rate forecasting using econometric approach and statistical and economic methods of evaluating the out-of-sample exchange rate predictability. The method tested in this paper is the efficient kitchen sink model, which basically is...

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Bibliographic Details
Main Author: Orlova, Tamara
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/46311/