"Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies etc. offer some hope. While we are still unable to beat a driftl…
"Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies etc. offer some hope. While we are still unable to beat a driftl…
"Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies etc. offer some hope. While we are still unable to beat a driftl…
"Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies etc. offer some hope. While we are still unable to beat a driftl…
"Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies etc. offer some hope. While we are still unable to beat a driftl…
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in tradin…
An overview of the causes and consequences of speculative attacks on domestic currency and international financial turmoil. It provides a comprehensive treatment of the existing theories of exchange rate crises and of financial market runs.