Browsing UTS Digital Theses Collection by Subject "Foreign exchange rates."

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Browsing UTS Digital Theses Collection by Subject "Foreign exchange rates."

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  • O'Toole, David Victor (2009)
    This thesis examines the forecastability of exchange rates in the presence of trend breaks. In particular, its focus is the predictive power of the interest rate differential for the exchange rate. Chapter 1 is the ...