Predicting exchange rates using taylor rule fundamentals: evidence from a portfolio optimisation framework

Thesis submitted in fulfillment of the requirements of the degree of Master of Management in Finance and Investment at Wits Business School (WBS) Faculty of Commerce, Law and Management University of the Witwatersrand Johannesburg 2017 === The paper studies exchange rate predictability using...

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Bibliographic Details
Main Author: Jobo, Mathe Naleli
Format: Others
Language:en
Published: 2018
Online Access:https://hdl.handle.net/10539/26200