Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan-Reference-Cited by-同舟云学术

Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan

Published:2016-12 Issue:4 Volume:55 Page:409-433
ISSN:0004-900X
Container-title:Australian Economic Papers
language:en
Short-container-title:Australian Economic Papers

Author:

Matsuki Takashi¹^ORCID,Chang Ming-Jen²

Affiliation:

1. Osaka Gakuin University

2. University of Liverpool

Publisher

Wiley

Subject

General Economics, Econometrics and Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-8454.12088/fullpdf

Reference46 articles.

1. On the Unstable Relationship Between Exchange Rates and Macroeconomic Fundamental;Bacchetta;Journal of International Economics,2013

2. Exchange-Rate Risk and Japanese-Thai Industry Trade;Bahmani-Oskooee;Australian Economic Papers,2015

3. Asymmetry Effects of Exchange Rate Changes on Domestic Production: Evidence from Nonlinear ARDL Approach;Bahmani-Oskooee;Australian Economic Papers,2016

4. Nonlinear Mean-Reversion in Stock Prices;Bali;Journal of Banking & Finance,2008

5. Cappiello , L. Santis , R.A.D. 2005 Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition European Central Bank Working Paper Series

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