Forecasting exchange rates using principal components
Year of publication: |
2019
|
---|---|
Authors: | Ponomareva, Natalia ; Sheen, Jeffrey R. ; Wang, Ben Zhe |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-12
|
Subject: | Bilateral exchange rates | Forecasting | Principal component analysis | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Hauptkomponentenanalyse | Theorie | Theory |
-
Exchange rate forecasting using ensemble modeling for better policy implications
Tripathi, Manas, (2021)
-
Selective attention in exchange rate forecasting
Kapounek, Svatopluk, (2021)
-
Selective attention in exchange rate forecasting
Kapounek, Svatopluk, (2020)
- More ...
-
The common component of bilateral US exchange rates : to what is it related?
Ponomareva, Natalia, (2019)
-
Metal and energy price uncertainties and the global economy
Ponomareva, Natalia, (2024)
-
Does Monetary Policy Respond to Uncertainty? Evidence from Australia
Ponomareva, Natalia, (2019)
- More ...