Banking on currency forecasts: How predictable is change in money?

1995/02/01 by Menzie D. Chinn, Menzie Chinn, Richard A. Meese +1 · 2 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Market Dynamics and Volatility #Financial Risk and Volatility Modeling

paper · doi:10.1016/0022-1996(94)01334-o

Citations

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Expectations and Exchange Rate Dynamics

Cited by

• Why is it so difficult to beat the random walk forecast of exchange rates?
• Out-of-sample exchange rate predictability with Taylor rule fundamentals