Efficient exchange rate forecasts: Lagged models better than the random walk
- 1 June 1986
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 5 (2) , 195-220
- https://doi.org/10.1016/0261-5606(86)90042-2
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rateJournal of International Economics, 1985
- Empirical exchange rate models of the seventiesJournal of International Economics, 1983
- The Mystery of the Multiplying Marks: A Modification of the Monetary ModelThe Review of Economics and Statistics, 1982
- Fluctuations in the dollar: A model of nominal and real exchange rate determinationJournal of International Money and Finance, 1982
- Exchange rates in the short runEuropean Economic Review, 1977
- A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical EvidenceThe Scandinavian Journal of Economics, 1976