Empirical exchange rate models of the nineties: Are any fit to survive?

We re-assess exchange rate prediction using a wider set of models that have been proposed in the last decade: interest rate parity, productivity based models, and a composite specification. The performance of these models is compared against two reference specifications – purchasing power parity and...

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Bibliographic details
Volume: 24
Main Author: Cheung, Yin-Wong
Chinn, Menzie D
Pascual, Antonio Garcia
Format: Journal Article
Language: English
Zielgruppe: Professional
Academic
Place of publication: OXFORD Elsevier Ltd 2005
ELSEVIER SCI LTD
Elsevier
Elsevier B.V
published in: Journal of international money and finance Vol. 24; no. 7; pp. 1150 - 1175
Data of publication: 2005
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
F31
F47
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2005
Web of Knowledge
Web of Science
RePEc
RePEc IDEAS
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Academic OneFile (A&I only)
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