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Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case.. (2016). Marçal, Emerson ; Junior, Eli Hadad ; Maral, Emerson Fernandes ; FernandesMaral, Emerson .
In: Brazilian Review of Finance.
RePEc:brf:journl:v:14:y:2016:i:1:p:65-88.

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  1. Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case.. (2016). Marçal, Emerson ; Junior, Eli Hadad ; Maral, Emerson Fernandes ; FernandesMaral, Emerson .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:14:y:2016:i:1:p:65-88.

    Full description at Econpapers || Download paper

  2. Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates. (2003). Bask, Mikael.
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  3. Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate?. (2002). Nilsson, Kristian.
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  5. The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach. (2001). Ogaki, Masao ; Jang, Kyungho .
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  6. PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data. (2001). Driver, Rebecca ; Chortareas, Georgios.
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  7. Exchange Rate Effects on the Volume and Variability of Trade Flows. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
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  9. Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy. (2000). Sánchez-Fung, José ; Sanchez-Fung, Jose R.
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  10. A Century of Purchasing-Power Parity. (2000). Taylor, Alan.
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  11. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (2000). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie.
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  12. Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices. (2000). Cheung, Yin-Wong ; Lai, Kon S. ; Bergman, Michael .
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  14. Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias. (2000). Warnock, Francis.
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  15. Vertical International Trade as a Monetary Transmission Mechanism in an Open Economy. (2000). Liu, Zheng ; Huang, Kevin.
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  16. A small structural empirical model of the UK monetary transmission mechanism. (2000). Thomas, Ryland ; Pain, Darren ; Dhar, Shamik.
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  17. Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin.
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  18. The Exchange Rate and the Term Structure of Interest Rates in Mexico. (1999). Ogaki, Masao ; Santaella, Julio .
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  19. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1999). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
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  20. Order Flow and Exchange Rate Dynamics. (1999). Lyons, Richard ; Evans, Martin.
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  21. Alternative Measures of the Swedish Real Effective Exchange Rate. (1999). Nilsson, Kristian.
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  22. Caution and gradualism in monetary policy under uncertainty. (1999). Martin, Ben .
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  23. Commodity Price Volatility Across Exchange Rate Regimes. (1998). Cuddington, John ; Liang, Hong.
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  24. Price Level Convergence Among United States Cities: Lessons for the European Central Bank. (1998). Sonora, Robert ; Mark, Nelson ; Cecchetti, Stephen.
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  28. Monetary and Fiscal Policies in Dynamic Models of the Open Economy. (1998). Bajo-Rubio, Oscar.
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  33. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94. (1998). Garratt, Anthony ; Astley, Mark S.
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  45. Integration, cointegration and the forecast consistency of structural exchange rate models.. (1995). Cheung, Yin-Wong ; Chinn, Menzie.
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