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Exchange Rates in South America's Emerging Markets

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In Stock (189)

£ 21.60

Description

Compares structural and Bayesian models to the random walk benchmark in forecasting exchange rates between South American currencies and the US Dollar, and between the Paraguayan Guarani, Brazilian Real and Argentinian Peso. Forecasts are evaluated using the criteria of Root Mean Square Error, Direction of Change, and the Diebold-Mariano statistic.

Book Details
EAN:
9781108810135
Binding:
Paperback / softback
Dimensions(mm):
152 x 228 x 8
Publication Date:
2020-07-16
Publication Country:
United Kingdom