Work

The out-of-sample success of term structure models as exchange rate predictors: a step beyond

Year: 2003

Type: article

Source: Journal of International Economics

DOI: 10.1016/s0022-1996(02)00059-4

Authors: Richard H. Clarida, Lucio Sarno, Mark P. Taylor, Giorgio Valente

Institutions: National Bureau of Economic Research, Columbia University, 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: closed

OpenAlex ID: W2889604377

FWCI: 34.74

Cites: 68

Cited by: 255

Related to: 10