Model Uncertainty and Exchange Rate Forecasting

© 2017 Michael G. Foster School of Business, University of Washington. Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of funda...

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Bibliographic Details
Main Authors: Roy Kouwenberg, Agnieszka Markiewicz, Ralph Verhoeks, Remco C.J. Zwinkels
Other Authors: Mahidol University
Format: Review
Published: 2018
Subjects:
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/42139
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Institution: Mahidol University