Browsing UTS Student Works by Author "O'Toole, David V"

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Browsing UTS Student Works by Author "O'Toole, David V"

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  • Exchange rate forecasts and stochastic trend breaks 
    O'Toole, David V (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 ...