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Exchange rate prediction redux

Cheung, Yin-Wong, Chinn, Menzie , Pascual, Antonio Garcia, Zhang, Yi, (2017), “Exchange rate prediction redux”, Vox Eu, 27 Απριλίου

Over the past decade, advanced economy exchange rates have exhibited substantial variability, even as conventional empirical determinants – such as interest rates and inflation – have remained fairly stable. At the same, the Global Crisis was associated with unprecedented levels of risk and illiquidity, with obvious effects on financial markets. These developments call for a systematic assessment of exchange rate models.

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