Exchange Rates in South America's Emerging Markets

Author : Caio Vigo Pereira,Luis Molinas Sosa

Paperback

Published : Thursday 16 July 2020

ISBN : 9781108810135

Price : €19.89

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.

You may also like ...

Exchange Rates in South America's Emerg...

by Caio Vigo Pereira,Luis Molinas Sosa

Paperback

16 Jul 2020

Monetary economics

€19.89

Extended stock – Dispatch 5-7 days

Pre-Order

Regional Drift

by Caio Simoes de Araujo,Pamila Gupta

Hardback

01 Oct 2024

Regional / International studies

€157.95

Pre-Order

New

Octopus Biology and Ecology

by Graham (IIM CSIC), Vigo, Spain) Pierce,Rui Rosa

Paperback

10 May 2024

Marine biology

€183.69

Extended stock – Dispatch 5-7 days

Food Packaging Materials

by Caio Otoni

Hardback

21 Feb 2024

Food and beverage technology

€210.59

Extended stock – Dispatch 5-7 days

Reviews