On The Sources Of Uncertainty In Exchange Rate Predictability
Work
Year: 2017
Type: article
Abstract: In a unified framework, we examine four sources of uncertainty in exchange rate forecasting models: (i) random variations in the data, (ii) estimation uncertainty, (iii) uncertainty about the degree ... more
Source: International Economic Review
Institutions University of Essex, University of Glasgow
Cites: 75
Cited by: 57
Related to: 10
FWCI: 15.26
Citation percentile (by year/subfield): 97.69
Domain: Social Sciences
Open Access status: bronze