Can affine term structure models help us predict exchange rates?
By: by Antonio Diez de los Rios.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2006-27; Working paper (Bank of Canada) -- 2006-27.
Publisher: Bank of Canada
Published: 2006
Place of publication: [Ottawa]
Language: eng
Number of pages: 43
Subjects: Foreign exchange rates -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.