Liquidity yield and exchange rate predictability
Year of publication: |
2023
|
---|---|
Authors: | Chen, Shiu-sheng ; Chou, Yu-Hsi |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 137.2023, p. 1-34
|
Subject: | Exchange Rate Forecasting | Liquidity Yield | Meese–Rogoff Puzzle | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Liquidität | Liquidity | Theorie | Theory | Prognose | Forecast |
-
Exchange rate predictability in a changing world
Byrne, Joseph P., (2014)
-
Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele, (2015)
-
Mandel, Martin, (2021)
- More ...
-
Exchange rates and fundamentals : evidence from long-horizon regression tests
Chen, Shiu-sheng, (2010)
-
Predicting US recessions with stock market illiquidity
Chen, Shiu-sheng, (2016)
-
Rational expectations, changing monetary policy rules, and real exchange rate dynamics
Chen, Shiu-sheng, (2012)
- More ...