Walking down the exchange rates predictability lane

A short essay on why the subject of exchange rate predictability reemerged and what its future may hold.

Bibliographic Details
Author: Costa, Alexis Petri Magalhães
Format: article
Status:Published version
Publication Date:2018
Country:Brasil
Institution:Fundação Getulio Vargas (FGV)
Repository:Repositório Institucional do FGV (FGV Repositório Digital)
Language:English
OAI Identifier:oai:repositorio.fgv.br:10438/34849
Online Access:https://hdl.handle.net/10438/34849
Access Level:Open access
Keyword:Exchange rate
Predictibility
Random walk
Taylor rule
Economia
Taxas de câmbio
Passeio aleatório (Matemática)
Taylor, Regra de
Description
Summary:A short essay on why the subject of exchange rate predictability reemerged and what its future may hold.