مرکز منطقه ای اطلاع رساني علوم و فناوري - Empirical exchange rate models and currency risk: some evidence from density forecasts

Title of article :

Empirical exchange rate models and currency risk: some evidence from density forecasts

Author/Authors :

Lucio Sarno، نويسنده , , Giorgio Valente، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

363

To page :

385

Keywords :

Density forecast , Nonlinearity , Foreign exchange , forecasting , Term structure

Journal title :

Journal of International Money and Finance

Serial Year :

2005

Journal title :

Journal of International Money and Finance

Record number :

191455

Link To Document :