Nonlinear exchange rate predictability

Journal of International Money and Finance

Volumn 30, Issue 5, 2011, Pages 877-895

  López Suárez, Carlos Felipe ^a   Rodríguez López, José Antonio ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Exchange rates; Nonlinearities; Predictability; Purchasing power parity

Indexed keywords

EID: 79959455555     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2011.04.002     Document Type: Article

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