Statistical and Economic Methods for Evaluating Exchange Rate Predictability

Handbook of Exchange Rates

Volumn , Issue , 2012, Pages 221-263

  Della Corte, Pasquale ^a   Tsiakas, Ilias ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF GUELPH   (Canada)

Author keywords

Data on exchange rates and economic fundamentals; Models for exchange rate predictability; Statistical evaluation of exchange rate, dynamic FX strategy; Statistical economic methods for exchange rate predictability; The bootstrap algorithm

Indexed keywords

EID: 84886342046     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118445785.ch8     Document Type: Chapter

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