Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?

Axel Grossmann, Marc W. Simpson

Research output: Contribution to conference › Presentation

Abstract

This presentation was given during the Financial Management Association Annual Meeting.

Original language	American English
State	Published - Oct 2004
Event	Financial Management Association Annual Meeting (FMA) - Reno, NV Duration: Oct 1 2009 → …

Conference	Financial Management Association Annual Meeting (FMA)
Period	10/1/09 → …

@conference{c8daeb5a212c4258a2da01c66ba9b41c,

title = "Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?",

abstract = " This presentation was given during the Financial Management Association Annual Meeting.",

keywords = "Relative Purchasing Power Parity-Based Model, Short-Term Exchange Rates",

author = "Axel Grossmann and Simpson, {Marc W.}",

year = "2004",

month = oct,

language = "American English",

note = "Financial Management Association Annual Meeting (FMA) ; Conference date: 01-10-2009",