Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability

Giorgio Valente (), Lucio Sarno () and Abhay Abhayankar

Working Papers from Warwick Business School, Financial Econometrics Research Centre

Date: 2004

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Related works:
Working Paper: Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability (2004)
Journal Article: Exchange rates and fundamentals: evidence on the economic value of predictability (2005)
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