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An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso

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  • Mehran, Jamshid
  • Shahrokhi, Manuchehr

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  • Mehran, Jamshid & Shahrokhi, Manuchehr, 1997. "An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso," Global Finance Journal, Elsevier, vol. 8(2), pages 211-220.
    • Handle: RePEc:eee:glofin:v:8:y:1997:i:2:p:211-220
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    References listed on IDEAS

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    1. Longworth, David, 1981. "Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium," Journal of Finance, American Finance Association, vol. 36(1), pages 43-49, March.
    2. Wolff, Christian C. P., 1988. "Exchange rates, innovations and forecasting," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 49-61, March.
    3. Noorbakhsh, Abbas & Shahrokhi, Manuchehr, 1993. "The official and black (parallel) foreign exchange markets: Causal relationships: Empirical evidence," Global Finance Journal, Elsevier, vol. 4(1), pages 65-76.
    4. Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc.
    5. Gupta, Sanjeev, 1981. "A Note on the Efficiency of Black Markets in Foreign Currencies," Journal of Finance, American Finance Association, vol. 36(3), pages 705-710, June.
    6. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    7. Kaminsky, Graciela & Peruga, Rodrigo, 1991. "Credibility crises: the dollar in the early 1980s," Journal of International Money and Finance, Elsevier, vol. 10(2), pages 170-192, June.
    8. Somanath, V. S., 1986. "Efficient exchange rate forecasts: Lagged models better than the random walk," Journal of International Money and Finance, Elsevier, vol. 5(2), pages 195-220, June.
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