This thesis consists of four chapters that examine different policy relevant economic processes related to exchange rates, interest rates and commodity prices. In the first chapter we empirically analyze the relationship between carry trade positions and some key financial as well as...

Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...