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Exchange rates and fundamentals: evidence on the economic value of predictability
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Abhyankar, Abhay, 1951-, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| Item Type: | Working or Discussion Paper (Working Paper) |
|---|---|
| Subjects: | H Social Sciences > HG Finance H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
| Library of Congress Subject Headings (LCSH): | Foreign exchange rates, Assets (Accounting), Economic forecasting, Prediction theory |
| Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) |
| Publisher: | Warwick Business School, Financial Econometrics Research Centre |
| Place of Publication: | Coventry |
| Date: | September 2004 |
| Number: | No.04- |
| Number of Pages: | 37 |
| Status: | Not Peer Reviewed |
| Access rights to Published version: | Open Access |
| Description: | First version, September 2003; second revised version September 2004 |
| Funder: | Economic and Social Research Council (Great Britain) (ESRC) |
| Grant number: | RES-000-22-0404 (ESRC) |
| URI: | http://wrap.warwick.ac.uk/id/eprint/1797 |
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