مرکز منطقه ای اطلاع رساني علوم و فناوري - The out-of-sample success of term structure models as exchange rate predictors: a step beyond

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 :

From page :

To page :

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 :