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subject:"United Kingdom"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Exchange rate"
~subject:"Volatility"
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International journal of finance & economics : IJFE
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
2
A new approach to exchange rate forecast : the role of global financial cycle and time-varying parameters
Raheem, Ibrahim Dolapo
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2836-2848
Persistent link: https://www.econbiz.de/10013329833
Saved in:
3
Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.
;
Grossmann, Axel
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
Saved in:
4
Conventional and unconventional approaches to exchange rate modelling and assessment
Alquist, Ron
;
Chinn, Menzie David
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 2-13
Persistent link: https://www.econbiz.de/10003705325
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