Work

Can Markov Switching Models Predict Excess Foreign Exchange Returns?

Year: 2006

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2006.03.002

Authors: Michael Dueker, Christopher J. Neely

Institutions: Federal Reserve, Federal Reserve Bank of St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Saint Louis University

OpenAlex ID: W2006209738

FWCI: 18.72

Cites: 33

Cited by: 118

Related to: 10