Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates
Year of publication: |
2007-05-18
|
---|---|
Authors: | Darvas, Zsolt ; Schepp, Zoltán |
Institutions: | Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar |
Subject: | bootstrap | forecasting performance | out of sample | random walk | VECM |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0705 47 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; F31 - Foreign Exchange ; F47 - Forecasting and Simulation |
Source: |
-
Conventional and unconventional approaches to exchange rate modeling and assessment
Alquist, Ron, (2006)
-
Forecasting exchange rates of major currencies with long maturity forward rates
Darvas, Zsolt M., (2020)
-
Exchange rate prediction redux: new models, new data, new currencies
Cheung, Yin-Wong, (2017)
- More ...
-
Long maturity forward rates of major currencies are stationary
Darvas, Zsolt, (2006)
-
Fiscal and Monetary Institutions in Central, Eastern and South-Eastern European Countries
Darvas, Zsolt, (2011)
-
A Tale of Three Countries: Recovery after Banking Crises
Darvas, Zsolt, (2011)
- More ...