Are exchange rates really random walks? Some evidence robust to parameter instability

Macroeconomic Dynamics

Volumn 10, Issue 1, 2006, Pages 20-38

  Rossi, Barbara ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Exchange Rates; Forecasting; Parameter Instability; Random Walks

Indexed keywords

EID: 33645748074     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/S1365100506050085     Document Type: Review

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