Nominal exchange-rate prediction: Evidence from a nonlinear approach

Journal of International Money and Finance

Volumn 20, Issue 4, 2001, Pages 521-532

  Wu, Jyh Lin ^a   Chen, Show Lin ^b  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b FU JEN CATHOLIC UNIVERSITY   (Taiwan)

Author keywords

Exchange rates; F31; Nonlinear error correction model; Out of sample forecasts; Random walks; Time varying parameters

Indexed keywords

EID: 0041819786     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00010-9     Document Type: Article

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