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The out-of-sample failure of empirical exchange rate models : sampling error or misspecification? / by Richard Meese and Kenneth Rogoff.

U.S. Government Documents Available online

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Format:
Book
Government document
Author/Creator:
Meese, Richard
Contributor:
Rogoff, Kenneth S.
Board of Governors of the Federal Reserve System (U.S.)
Series:
International finance discussion papers ; 204.
International finance discussion papers ; 204
Language:
English
Subjects (All):
Foreign exchange--Mathematical models.
Foreign exchange.
Physical Description:
1 online resource (53 pages).
Place of Publication:
[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1982]
Notes:
Title from title screen (viewed on Aug. 13, 2012).
"March 1982."
Includes bibliographical references (pages 29-33).
Other Format:
Print version: Meese, Richard. Out-of-sample failure of empirical exchange rate models
OCLC:
696341857

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