The out-of-sample success of term structure models as exchange rate predictors
Subtitle: a step beyond
By: Richard H. Clarida ... [et al.].
Contributors: Clarida, Richard H.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8601; Working paper series (National Bureau of Economic Research) -- working paper no. 8601.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 38
Subjects: Foreign exchange rates -- Forecasting -- Econometric models.
Genres: Econometric models.
Notes: "November 2001."

Includes bibliographical references (p. 24-29).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.