Skip to main content
profile image
Selected Works of Axel Grossmann
Presentation
Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?
Financial Management Association Annual Meeting (FMA) (2004)
  • Axel Grossmann, Georgia Southern University
  • Marc W. Simpson, Northern Illinois University
Abstract
This presentation was given during the Financial Management Association Annual Meeting.
Keywords
  • Relative Purchasing Power Parity-Based Model,
  • Short-Term Exchange Rates
Disciplines
Publication Date
October, 2004
Location
New Orleans, LA
Citation Information
Axel Grossmann and Marc W. Simpson. "Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?" Financial Management Association Annual Meeting (FMA) (2004)
Available at: http://works.bepress.com/axel-grossmann/45/