Exchange rates and fundamentals : forecasting with long maturity forward rates
Zsolt Darvas, Zoltán Schepp
| Year of publication: |
2024
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|---|---|
| Authors: | Darvas, Zsolt M. ; Schepp, Zoltán |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103067, p. 1-24
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| 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