• 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
    23
  • 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