Research on RMB exchange rate forecast based on the neural network model and the Nelson

Research on RMB exchange rate forecast based on the neural network model and the Nelson–Siegel model

Published:2020-07-13 Issue:3 Volume:22 Page:219-237
ISSN:1460-3799
Container-title:Risk Management
language:en
Short-container-title:Risk Manag

Author:

Hua Rui,Hu Wenzhe,Zhao Xiuju

Publisher

Springer Science and Business Media LLC

Subject

Strategy and Management,Economics and Econometrics,Finance,Business and International Management

Link

https://link.springer.com/content/pdf/10.1057/s41283-020-00062-3.pdf

Reference19 articles.

1. Alquist, R., and M.D. Chinn. 2018. Conventional and unconventional approaches to exchange rate modelling and assessment. International Journal of Finance and Economics 68 (1): 213–236.

2. Barguellil, Achouak, Ousama Ben-Salha, and Mourad Zmami. 2018. Exchange rate volatility and economic growth. Journal of Economic Integration 23 (2): 1302–1336.

3. Beckmann, J., and R. Schüssler. 2016. Forecasting exchange rates under parameter and model uncertainty. Journal of International Money and Finance 60 (2): 267–288.

4. Bui, A.T., and L.A. Fisher. 2016. The relative term structure and the Australian-US exchange rate. Studies in Economics and Finance 33 (3): 417–436.

5. Chen, Y., and K.P. Tsang. 2013. What does the yield curve tell us about exchange rate predictability? Review of Economics and Statistics 95 (1): 185–205.

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. Forecasting exchange rate: A bibliometric and content analysis;International Review of Economics & Finance;2023-01

2. The Analysis of Global RMB Exchange Rate Forecasting and Risk Early Warning Using ARIMA and CNN Model;Journal of Organizational and End User Computing;2022-04-27