Title of article
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Author/Authors
Richard H. Clarida، نويسنده , , Lucio Sarno، نويسنده , , Mark P. Taylor، نويسنده , , Giorgio Valente، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
23
From page
61
To page
83
Keywords
forecasting , Term structure , Foreign exchange , Markov switching , Nonlinearity
Journal title
Journal of International Economics
Serial Year
2003
Journal title
Journal of International Economics
Record number
135810
Link To Document