Forecasting Foreign Exchange Rates: When Does a Relative Purchasing Power Parity Model Outperform a Random Walk?

Axel Grossmann, Marc W. Simpson

Research output: Contribution to conference › Presentation

Abstract

This presentation was given during the Academy of Economics and Finance Annual Meeting.

Original language	American English
State	Published - Feb 2004
Event	Academy of Economics and Finance Annual Meeting (AEF) - Biloxi, MS Duration: Feb 1 2004 → …

Conference	Academy of Economics and Finance Annual Meeting (AEF)
Period	02/1/04 → …

@conference{2aff08bb08174a25a2cb942f7e2b4112,

title = "Forecasting Foreign Exchange Rates: When Does a Relative Purchasing Power Parity Model Outperform a Random Walk?",

abstract = " This presentation was given during the Academy of Economics and Finance Annual Meeting.",

keywords = "Forecasting Foreign Exchange Rates",

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

year = "2004",

month = feb,

language = "American English",

note = "Academy of Economics and Finance Annual Meeting (AEF) ; Conference date: 01-02-2004",