Can Markov switching models predict excess foreign exchange returns?

Michael Dueker and Christopher Neely

Journal of Banking & Finance, 2007, vol. 31, issue 2, 279-296

Date: 2007
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Citations: View citations in EconPapers (41)

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Working Paper: Can Markov switching models predict excess foreign exchange returns? (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:31:y:2007:i:2:p:279-296

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