Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates

Author:

Darvas Zsolt,Schepp Zoltán

Publisher

Elsevier BV

Reference18 articles.

1. The Purchasing-Power Parity Doctrine: A Reappraisal;Bela Balassa;Journal of Political Economy,1964

2. Triennial Central Bank Survey -Foreign Exchange and Derivatives Market Activity in;Bank for International Settlements,2004

3. Long-Horizon Exchange Rate Predictability?;Jeremy Berkowitz;Review of Economics and Statistics,2001

4. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly

5. Empirical Exchange Rate Models of the Nineties: Are Any Tit to Survive;Yin-Wong Cheung;Journal of International Money and Finance,2005

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Exchange rates and fundamentals: Forecasting with long maturity forward rates;Journal of International Money and Finance;2024-05

2. Forecasting exchange rate dynamics in developing countries;Corporate and Business Strategy Review;2023

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