Work

Efficient exchange rate forecasts: Lagged models better than the random walk

Year: 1986

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/0261-5606(86)90042-2

Author: V.S. Somanath

Institution: Binghamton University

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2072834981

FWCI: 4.667

Cites: 11

Cited by: 67

Related to: 10