How to beat the random walk
- 1 November 1990
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 29 (3-4) , 311-332
- https://doi.org/10.1016/0022-1996(90)90036-l
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Recent estimates of time-variation in the conditional variance and in the exchange risk premiumJournal of International Money and Finance, 1988
- An empirical investigation of the long-run behavior of real exchange ratesCarnegie-Rochester Conference Series on Public Policy, 1987
- A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United KingdomJournal of Applied Econometrics, 1987
- Tests of the performance of reduced-form exchange rate modelsJournal of International Economics, 1987
- The dollar and real interest ratesCarnegie-Rochester Conference Series on Public Policy, 1987
- The determination of the real exchange rate: The productivity approachJournal of International Economics, 1982
- Fluctuations in the dollar: A model of nominal and real exchange rate determinationJournal of International Money and Finance, 1982
- Exchange rates, money, and relative prices: The dollar-pound in the 1920sJournal of International Economics, 1980
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976
- The Purchasing-Power Parity Doctrine: A ReappraisalJournal of Political Economy, 1964