Predictability and 'Good Deals' in Currency Markets
收藏NBER2008-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14597
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资源简介：
This paper studies predictability of currency returns over the period 1971-2006. To assess the economic significance of currency predictability, we construct an upper bound on the explanatory power of predictive regressions. The upper bound is motivated by "no good-deal" restrictions that rule out
提供机构：
美国国家经济研究局
创建时间：
2008-12-01
