Can Taylor rule fundamentals predict exchange rates?
Recent research suggests that there are many favourable features of the asset- pricing model of exchange rates incorporating Taylor rules. Against this back- ground, this thesis focuses on the relationship between the exchange rate and Taylor rule fundamentals. The introductory chapter provides a sh...
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University of East Anglia
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572089 |