Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Year of publication: |
2010
|
---|---|
Authors: | Grossmann, Axel ; McMillan, David G. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 20.2010, 4, p. 436-450
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
-
Forecasting exchange rates of major currencies with long maturity forward rates
Darvas, Zsolt M., (2020)
-
Do the Markov switching-based hybrid models perform better in forecasting exchange rates?
Du, Jiangze, (2019)
-
Forecasting the Taylor rule exchange rate model using directional change tests
Wang, Rudan, (2018)
- More ...
-
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
Grossmann, Axel, (2010)
-
Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
Grossmann, Axel, (2010)
-
Economic policy uncertainty and ADR mispricing
Grossmann, Axel, (2020)
- More ...