Effects of an exogenous currency appreciation: a Bayesian approach to the forex market
Pellegrino, Filippo (A.A. 2014/2015) Effects of an exogenous currency appreciation: a Bayesian approach to the forex market. Tesi di Laurea in Serie storiche ed econometria finanziaria, LUISS Guido Carli, relatore Domenico Giannone, pp. 95. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Methodology. Bayesian vector autoregressive model. Results. Forecasting accuracy. Appendix. Forecasting accuracy: RMSFE.
References
Bibliografia: pp. 94-95.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Serie storiche ed econometria finanziaria |
| Thesis Supervisor: | Giannone, Domenico |
| Thesis Co-Supervisor: | Franchi, Massimo |
| Academic Year: | 2014/2015 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 Apr 2016 09:47 |
| Last Modified: | 07 Apr 2016 12:39 |
| URI: | https://tesi.luiss.it/id/eprint/15921 |
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