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Forecasting exchange rates of major currencies with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - 2020

panel estimation, recursive and rolling estimation, and alternate data construction methods. The model performs better when …

Persistent link: https://www.econbiz.de/10012302033

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

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Predictions of short-term rates and the expectations hypothesis

Guidolin, Massimo; Thornton, Daniel L. - 2010

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Modelling the yield curve : a two components approach

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Unobserved variation in migration behaviour

Haapanen, Mika - 2003

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Market participants or the random walk : who forecasts better? : evidence from micro-level survey data

Kiss, Tamás; Kladivko, Kamil; Silfverberg, Oliwer; … - 2023

We analyse micro-level data concerning four financial variables in Sveriges Riksbank's Prospera Survey to evaluate the accuracy of forecasts provided by professionals active in the Swedish fixed-income market. Our results indicate that for the SEK/EUR and SEK/USD exchange rates, and the...

Persistent link: https://www.econbiz.de/10013493010