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

Richard Clarida, Lucio Sarno, Mark Taylor and Giorgio Valente ()

Journal of International Economics, 2003, vol. 60, issue 1, 61-83

Date: 2003
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Working Paper: The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond (2002)
Working Paper: The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond (2001)
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