Exchange rates and fundamentals : forecasting with long maturity forward rates
Zsolt Darvas, Zoltán Schepp
| Year of publication: |
2024
|
|---|---|
| Authors: | Darvas, Zsolt M. ; Schepp, Zoltán |
| Subject: | Error correction | Exchange rates | Forecasting performance | Monetary model | Out-of-sample | Random walk | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Theorie | Theory | Erwartungsbildung | Expectation formation | Kointegration | Cointegration | Volatilität | Volatility | Prognose | Forecast | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551354