Skip Nav Destination
Article navigation
August 2004
August 01 2004
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models
Yongmiao Hong
Tae-Hwy Lee
Online ISSN: 1530-9142
Print ISSN: 0034-6535
© 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology
2004
The Review of Economics and Statistics (2004) 86 (3): 840.
Citation
Yongmiao Hong, Tae-Hwy Lee; Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models. The Review of Economics and Statistics 2004; 86 (3): 840. doi: https://doi.org/10.1162/0034653041811716
Download citation file:
Sign in
Don't already have an account? Register
Client Account
You could not be signed in. Please check your email address / username and password and try again.
Could not validate captcha. Please try again.
Sign in via your Institution
Sign in via your InstitutionEmail alerts
17
Views
Advertisement
Cited By
Related Articles
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models
The Review of Economics and Statistics (November,2003)
Exchange Rates and Firm Exports: The Role of Foreign Ownership and Foreign Subsidiaries
Asian Economic Papers (June,2020)
The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
The Review of Economics and Statistics (November,2004)
Long-Horizon Exchange Rate Predictability?
The Review of Economics and Statistics (February,2001)
Related Book Chapters
Foreign Exchange
Comparative Political Economy: A Retrospective
Exchange Rate Consequences of Exchange Rate Regimes
Exchange Rate Regimes in the Modern Era
The Role of Exchange Rates
Global Interdependence, Decoupling, and Recoupling
The Exchange Rate and All That
Emerging Capital Markets in Turmoil: Bad Luck or Bad Policy?