Forecasting exchange rates using principal components
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference24 articles.
1. On the unstable relationship between exchange rates and macroeconomic fundamentals;Bacchetta;J. Int. Econ.,2013
2. Multifractality and value-at-risk forecasting of exchange rates;Batten;Physica A,2014
3. Predicting excess stock returns out of sample: can anything beat the historical average?;Campbell;Rev. Financ. Stud.,2007
4. Forecasting exchange rates with a large bayesian var;Carriero;Int. J. Forecast.,2009
5. Commodity currencies;Chen;J. Int. Econ.,2003
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2. Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model;Research in International Business and Finance;2023-10
3. Exchange Rate Forecasting Based on Combined Fuzzification Strategy and Advanced Optimization Algorithm;Processes;2021-12-07
4. Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate;Risks;2020-12-22
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