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Research on RMB exchange rate forecast based on the neural network model and the Nelson-Siegel model

Hua, Rui; Hu, Wenzhe; Zhao, Xiuju - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 3, pp. 219-237

Persistent link: https://www.econbiz.de/10012297643

Bonds, currencies and expectational errors

Granziera, Eleonora; Sihvonen, Markus - In: Journal of economic dynamics & control 158 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10014532367

Global spillovers and domestic monetary policy : [the effects of conventional and unconventional measures]

Chinn, Menzie David - 2013

Persistent link: https://www.econbiz.de/10010253546

Exchange rate determination : mixed microstructural and macroeconomic approach

Karoui, Ali Trabelsi; Abdelmoula, Aida Kammoun - In: International journal of economics and financial issues … 11 (2021) 3, pp. 89-106

Persistent link: https://www.econbiz.de/10012610549

Relationship between exchange rate volatility and interest rates evidence from Ghana

Mohammed, Sarpong; Mohammed, Abubakari; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-19

This paper examines the effect of interest rates on exchange rate volatilities in Ghana. It utilizes the Quarterly Time Series dataset spanning 2000 Quarter 1 to 2017 Quarter 2 and the Autoregressive Distributed Lag model as well as the Vector Error Correction Model to investigate the long-run...

Persistent link: https://www.econbiz.de/10013183845