MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*

DOI10.1111/J.1468-2354.2012.00702.XzbMath1420.91339OpenAlexW2103560332MaRDI QIDQ4620015

Agnieszka Markiewicz

Publication date: 7 February 2019

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-2354.2012.00702.x

zbMATH Keywords

model learningvolatility of exchange-rate returns

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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