Nonlinear prediction of exchange rates with monetary fundamentals

Author： Qi M.   Wu Y.  

Publisher： Elsevier

ISSN： 0927-5398

Source： Journal of Empirical Finance, Vol.10, Iss.5, 2003-12, pp. : 623-640

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Nonlinear dynamics in foreign exchange rates - a note

By Mahajan A.   Wagner A.J.  

Global Finance Journal, Vol. 10, Iss. 1, 1999-03 ,pp. : 1-23

Elsevier

Access to resources Recommend Favorite

Testing for the relationship between nominal exchange rates and economic fundamentals

By Kholdy S.   Sohrabian A.  

Global Finance Journal, Vol. 6, Iss. 2, 1995-09 ,pp. : 121-134

Elsevier

Access to resources Recommend Favorite

An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory

By Gilmore C.G.  

Global Finance Journal, Vol. 12, Iss. 1, 2001-03 ,pp. : 139-151

Elsevier

Access to resources Recommend Favorite

In search of overshooting and bandwagons in exchange rates

By Pippenger J.  

Journal of International Financial Markets, Institutions & Money, Vol. 14, Iss. 1, 2004-02 ,pp. : 87-98

Elsevier

Access to resources Recommend Favorite

Monetary policy implications of comovements among long-term interest rates

By Laopodis N.T.  

Journal of International Financial Markets, Institutions & Money, Vol. 14, Iss. 2, 2004-04 ,pp. : 135-164

Elsevier

Access to resources Recommend Favorite