Work

Empirical exchange rate models and currency risk: some evidence from density forecasts

Year: 2005

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2004.12.011

Authors: Lucio Sarno, Giorgio Valente

Institutions: University of Warwick, Centre for Economic Policy Research

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2120744642

FWCI: 15.36

Cites: 76

Cited by: 76

Related to: 10