Open AccessCan Exchange Rate Predictability be Achieved Without Monetary Convergence? Evidence from the EMS
Author(s) -
Kenneth Rogoff
Publication year - 1984
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1984.245
Subject(s) - predictability , exchange rate , econometrics , random walk , autoregressive model , assertion , estimation , economics , rate of convergence , volatility (finance) , convergence (economics) , order (exchange) , computer science , statistics , mathematics , monetary economics , macroeconomics , finance , key (lock) , management , computer security , programming language
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