Evaluating the predictability of exchange rates using long-horizon regressions: Mind your p's and q's!

Journal of Money, Credit and Banking

Volumn 37, Issue 3, 2005, Pages 472-494

  Mccracken, Michael W ^a   Sapp, Stephen G ^b  

^a UNIVERSITY OF MISSOURI   (United States)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Exchange rates; Forecast evaluation; Long horizon regression

Indexed keywords

EID: 22544462209     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2005.0032     Document Type: Review

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