Add to ORKGThree alternative monetary models of exchange rate are tested using data on the Italian lira-US dollar exchange rate. It is shown that up to the early 1990s these economic models perform better than the random walk model in out-of-sample forecasts
Gandolfo et al. [Journal of Banking and Finance 14 (1990) 965-992] have shown that their continuous ...
This paper examines both the in-sample and out-of-sample performance of three monetary fundamental ...
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models...
Three alternative monetary models of exchange rate are tested using data on the Italian lira-US doll...
Three alternative monetary models of exchange rate are tested using data on the Italian lira - US do...
This paper presents new empirical evidence on the Italian Lira – US $ exchange rate over the recent ...
This paper presents new empirical evidence on the Italian Lira - US $ exchange rate over the recent ...
It is demonstrated that the monetary model of exchange rates is better than the random walk in out-o...
This paper examines both the in-sample and out-of-sample performance of three monetary fundamental m...
A well known characteristic of flexible exchange rates is their volatility, with result that their m...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
The monetary model is re-examined for the sterling—dollar exchange rate. First, it is demonstrated, ...
Many authors have documented that it is challenging to explain exchange rate fluctuations with macro...
Abstract. Many authors have documented that it is challenging to explain exchange rate fluctuations ...
Gandolfo et al. [Journal of Banking and Finance 14 (1990) 965-992] have shown that their continuous ...
This paper examines both the in-sample and out-of-sample performance of three monetary fundamental ...
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models...
Three alternative monetary models of exchange rate are tested using data on the Italian lira-US doll...
Three alternative monetary models of exchange rate are tested using data on the Italian lira - US do...
This paper presents new empirical evidence on the Italian Lira – US $ exchange rate over the recent ...
This paper presents new empirical evidence on the Italian Lira - US $ exchange rate over the recent ...
It is demonstrated that the monetary model of exchange rates is better than the random walk in out-o...
This paper examines both the in-sample and out-of-sample performance of three monetary fundamental m...
A well known characteristic of flexible exchange rates is their volatility, with result that their m...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
The monetary model is re-examined for the sterling—dollar exchange rate. First, it is demonstrated, ...
Many authors have documented that it is challenging to explain exchange rate fluctuations with macro...
Abstract. Many authors have documented that it is challenging to explain exchange rate fluctuations ...
Gandolfo et al. [Journal of Banking and Finance 14 (1990) 965-992] have shown that their continuous ...
This paper examines both the in-sample and out-of-sample performance of three monetary fundamental ...
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models...