Dynamic Forecasting of Monetary Exchange Rate Models: Evidence from Cointegration.(Statistical Data Included): An article from: International Advances in Economic Research Buy on Amazon

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Dynamic Forecasting of Monetary Exchange Rate Models: Evidence from Cointegration.(Statistical Data Included): An article from: International Advances in Economic Research

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ISBN / ASINB0008HM7U6
ISBN-13978B0008HM7U1
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This digital document is an article from International Advances in Economic Research, published by Atlantic Economic Society on February 1, 2001. The length of the article is 5996 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Dynamic Forecasting of Monetary Exchange Rate Models: Evidence from Cointegration.(Statistical Data Included)
Author: Jae-kwang Hwang
Publication:International Advances in Economic Research (Refereed)
Date: February 1, 2001
Publisher: Atlantic Economic Society
Volume: 7 Issue: 1 Page: 51

Article Type: Statistical Data Included

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