2001

Clarida, Richard H., Sarno, Lucio, Taylor, Mark P. and Valente, Giorgio (2001) The out-of-sample success of term structure models as exchange rate predictors : a step beyond. In: Conference on Empirical Exchange Rate Models, Madison, Wisconsin, US, 28-29 Sep 2001. Published in: Journal of International Economics, 60 (1). pp. 61-83. ISSN 0022-1996. doi:10.1016/S0022-1996(02)00059-4