//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"National Bureau of Economic Research"
~subject:"Exchange rate"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Aggregate Trading Behaviour of...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Forecasting model
Welt
2,423
World
2,422
Estimation
2,341
Schätzung
2,341
Theorie
1,361
Theory
1,359
Capital income
592
Kapitaleinkommen
592
Wechselkurs
555
Volatility
498
Volatilität
498
Impact assessment
369
Wirkungsanalyse
369
Börsenkurs
358
Share price
357
Anlageverhalten
354
Behavioural finance
354
Economic growth
339
Wirtschaftswachstum
339
USA
321
United States
318
Geldpolitik
292
Monetary policy
292
Financial crisis
290
Finanzkrise
290
Business cycle
259
Konjunktur
259
Portfolio selection
229
Portfolio-Management
229
Schock
199
Shock
199
International financial market
195
Internationaler Finanzmarkt
195
Capital mobility
188
Kapitalmobilität
188
Aktienmarkt
181
Stock market
181
CAPM
180
Globalisierung
176
more ...
less ...
Online availability
All
Free
602
Undetermined
35
Type of publication
All
Book / Working Paper
643
Type of publication (narrower categories)
All
Arbeitspapier
49
Working Paper
49
Graue Literatur
48
Non-commercial literature
48
Konferenzschrift
5
Collection of articles of several authors
4
Conference proceedings
4
Sammelwerk
4
Aufsatzsammlung
1
more ...
less ...
Language
All
English
643
Author
All
Obstfeld, Maurice
24
Edwards, Sebastian
22
Ito, Takatoshi
22
Engel, Charles
21
Chinn, Menzie D.
16
Frenkel, Jacob A.
14
Frankel, Jeffrey A.
13
Diebold, Francis X.
12
Dornbusch, Rudiger
12
Svensson, Lars E.O.
12
Aizenman, Joshua
11
Branson, William H.
10
Cheung, Yin-Wong
10
Froot, Kenneth A.
10
Rose, Andrew K.
9
West, Kenneth D.
9
Bacchetta, Philippe
8
Goldberg, Linda S.
8
Itskhoki, Oleg
8
Rogoff, Kenneth
8
Bollerslev, Tim
7
Corsetti, Giancarlo
7
Devereux, Michael B.
7
Flood, Robert P.
7
Marston, Richard C.
7
Stockman, Alan C.
7
Andersen, Torben G.
6
Bekaert, Geert
6
Buiter, Willem H.
6
Eichengreen, Barry
6
Feldstein, Martin
6
Gourinchas, Pierre-Olivier
6
Knetter, Michael M.
6
Lyons, Richard K.
6
Wei, Shang-Jin
6
van Wincoop, Eric
6
Chernov, Mikhail
5
Hashimoto, Yuko
5
Hodrick, Robert J.
5
Jiang, Zhengyang
5
more ...
less ...
Institution
All
National Bureau of Economic Research
International Monetary Fund
38
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
37
Internationaler Währungsfonds / Research Department
24
Institut für Weltwirtschaft
21
Internationaler Währungsfonds
17
European University Institute / Department of Economics
16
Federal Reserve Bank of St. Louis
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Centre d'études prospectives et d'informations internationales (CEPII)
12
Ekonomiska forskningsinstitutet <Stockholm>
12
Federal Reserve System / Board of Governors
12
EconWPA
11
Centre for Economic Policy Research
9
Federal Reserve Bank of New York
9
American Enterprise Institute for Public Policy Research
8
Brookings Institution
8
Federal Reserve Bank of San Francisco
7
Federal Reserve System / Division of Research and Statistics
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Rodney L. White Center for Financial Research
7
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
7
Türkiye Cumhuriyet Merkez Bankası
7
William Davidson Institute <Ann Arbor, Mich.>
7
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
6
Centre for Quantitative Economics & Computing
6
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
6
HAL
6
Harvard Institute for International Development
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Exeter / Department of Economics
6
Bank of Canada
5
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Erasmus Research Institute of Management
5
European University Institute / Department of Law
5
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
5
Instituto Valenciano de Investigaciones Económicas
5
Robert Schuman Centre for Advanced Studies
5
more ...
less ...
Published in...
All
NBER working paper series
629
NBER technical working paper series
8
A National Bureau of Economic Research conference report
1
A National Bureau of Economic Research project report
1
A conference report / National Bureau of Economic Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
643
Showing
1
-
10
of
643
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Answering the Critics : Yes, ARCH Models Do Provide Good
Volatility
Forecasts
Andersen, Torben G.
-
1997
Volatility
permeates modern financial theories and decision making processes. As such, accurate measures and good … forecasts of future
volatility
are critical for the implementation and evaluation of asset pricing theories. In response to this …, a voluminous literature has emerged for modeling the temporal dependencies in financial market
volatility
at the daily …
Persistent link: https://www.econbiz.de/10012472795
Saved in:
2
The Predictive Ability of Several Models of Exchange Rate
Volatility
West, Kenneth D.
-
1994
We compare the out-of-sample forecasting performance of univariate homoskedastic, GARCH, autoregressive and nonparametric models for conditional variances, using five bilateral weekly exchange rates for the dollar, 1973-1989. For a one week horizon, GARCH models tend to make slightly more...
Persistent link: https://www.econbiz.de/10012474328
Saved in:
3
Heterogeneous Expectations and Tests of Efficiency in the
Yen
/Dollar Forward Foreign Exchange Rate Market
Elliott, Graham
-
1995
This paper examines the efficiency of the forward
yen
/dollar market using micro survey data. We first argue that the …
Persistent link: https://www.econbiz.de/10012473491
Saved in:
4
The Global Dollar Cycle
Obstfeld, Maurice
;
Zhou, Haonan
-
National Bureau of Economic Research
-
2023
cyclical pattern. Over that cycle,
world
asset prices, leverage, and capital flows move in concert with global growth …
Persistent link: https://www.econbiz.de/10014247924
Saved in:
5
Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days
Engel, Charles
;
Wu, Steve P. Y.
-
National Bureau of Economic Research
-
2024
Exchange-rate models fit very well for the U.S. dollar in the 21st century. A "standard" model that includes real interest rates and a measure of expected inflation for the U.S. and the foreign country, the U.S. comprehensive trade balance, and measures of global risk and liquidity demand is...
Persistent link: https://www.econbiz.de/10015056131
Saved in:
6
Understanding the Strength of the Dollar
Jiang, Zhengyang
;
Richmond, Robert J.
;
Zhang, Tony
-
National Bureau of Economic Research
-
2022
relative to the rest of the
world
, and shifts in investor demand for U.S. financial assets contributed approximately equally to …
Persistent link: https://www.econbiz.de/10013435120
Saved in:
7
Exchange Rate Returns Standardized by Realized
Volatility
are (Nearly) Gaussian
Andersen, Torben G.
-
2000
It is well known that high-frequency asset returns are fat-tailed relative to the Gaussian distribution tails are typically reduced but not eliminated when returns are standardized by volatilities estimated from popular models such as GARCH. We consider two major dollar exchange rates, and we...
Persistent link: https://www.econbiz.de/10012471288
Saved in:
8
Effects of Japanese Macroeconomic Announcements on the Dollar/
Yen
Exchange Rate : High-Resolution Picture
Hashimoto, Yuko
-
2009
Market impacts of Japanese macroeconomic announcements within minutes on the dollar/
yen
foreign exchange are analyzed … components have return impacts also have impacts on deals and
volatility
. The announcement itself, in addition to the magnitude … of surprise, is found to increase the deals and price
volatility
in the immediately after the announcement. In addition …
Persistent link: https://www.econbiz.de/10012463629
Saved in:
9
Intraday
Yen
/Dollar Exchange Rate Movements : News or Noise?
Ito, Takatoshi
-
1988
Intraday movements in the
yen
/dollar rate are examined over the 1980-86 period using opening and closing quotes in the … and U.S. stock prices suggests that intraday
yen
/dollar rate movements do contain at least some relevant information …
Persistent link: https://www.econbiz.de/10012476358
Saved in:
10
Forward and Spot Exchange Rates in a Multi-currency
World
Hassan, Tarek A.
-
2014
Separate literatures study violations of uncovered interest parity using regression-based and portfolio-based methods. We propose a decomposition of these violations into a cross-currency, a between-time-and-currency, and a cross-time component that allows us to analytically relate...
Persistent link: https://www.econbiz.de/10012458373
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->