The multiscale causal dynamics of foreign exchange markets

Journal of International Money and Finance

Volumn 33, Issue , 2013, Pages 282-305

  Bekiros, Stelios ^a   Marcellino, Massimiliano ^a,b,c  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b BOCCONI UNIVERSITY   (Italy)

^c CEPR   (United Kingdom)

Author keywords

Causality; Entropy; Exchange rates; Forecasting; Neural networks; Wavelets

Indexed keywords

EID: 84872194109     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2012.11.016     Document Type: Article

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