Exchange rate prediction redux: New models, new data, new currencies
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference43 articles.
1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
2. On the unstable relationship between exchange rates and macroeconomic fundamentals;Bacchetta;J. Int. Econ.,2013
3. Exchange rate dynamics under alternative optimal interest rate rules;Binici;Pacific Basin Finance J.,2012
4. Real exchange rate forecasting and PPP: this time the random walk loses;Ca’Zorzi;Open Econ. Rev.,2016
5. What does the yield curve tell us about exchange rate predictability;Chen;Rev. Econ. Stat.,2013
Cited by 66 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. Analysis of the Rupiah Exchange Rate’s Response to Interest Rates, Inflation, and Foreign Debt;Proceedings of the International Conference on Economics and Business Studies (ICOEBS-22-2);2023-10-04
2. “Watch your tone!”: Forecasting mining industry commodity prices with financial report tone;Resources Policy;2023-10
3. Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model;Research in International Business and Finance;2023-10
4. Are Blockchain-based assets connected to classical markets? Volatility spillover and wavelet analysis;2023-07-12
5. Economic growth and deviations from the equilibrium exchange rate;International Review of Economics & Finance;2023-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3