Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
Year of publication: |
September 2018
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Authors: | Ishii, Hokuto |
Subject: | predictability | exchange rate | uncovered interest rate parity | yield curve model | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs6030068 [DOI] hdl:10419/195729 [Handle] |
Classification: | E47 - Forecasting and Simulation ; F31 - Foreign Exchange ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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