Exchange Rate Modelling photograph

Exchange Rate Modelling

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Originally published November 30, 1999
Authors Ronald MacDonald
Ian Marsh
Editors Ian Marsh
Ronald MacDonald
Date of Reg.
Date of Upd.
ID2076742
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About Exchange Rate Modelling


Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? . . .

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