Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions
This article provides a comprehensive review of the economic models and benchmarks Random work model for out of sample exchange rate forecast. Meanwhile, the assessments of the predictability build upon both economic and statistical methods. By statistical criterion, fundamental economic models prov...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2019
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| Online Access: | https://eprints.nottingham.ac.uk/58816/ |