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Chapter 8. Exchange Rates and Interest Parity

Engel, Charles - In: Handbook of international economics : Volume 4, (pp. 453-522). 2014

This chapter surveys recent theoretical and empirical contributions on foreign exchange rate determination. The chapter first examines monetary models under uncovered interest parity and rational expectations, and then considers deviations from UIP/rational expectations: foreign exchange risk...

Persistent link: https://www.econbiz.de/10014025378

The scapegoat theory of exchange rates : the first tests

Fratzscher, Marcel; Rime, Dagfinn; Sarno, Lucio; Zinna, … - In: Journal of monetary economics 70 (2015), pp. 1-21

Persistent link: https://www.econbiz.de/10011381119

Real or nominal shocks : what drives the exchange rate movements in Bangladesh?

Sarker, Md. Nazimul Arif; Hasan, Md. Sadrul; Rahaman, Ataur - 2016

Persistent link: https://www.econbiz.de/10011535431

Noisy news and exchange rates : a SVAR approach

Redl, Chris - In: Journal of international money and finance 58 (2015), pp. 150-171

Persistent link: https://www.econbiz.de/10011478251

Business cycles and currency returns

Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678

Persistent link: https://www.econbiz.de/10012588343

Fundamentals and exchange rate forecastability with simple machine learning methods

Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - In: Journal of international money and finance 88 (2018), pp. 1-24

Persistent link: https://www.econbiz.de/10012000860

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362

Persistent link: https://www.econbiz.de/10012139586

The balance of trade and exchange rates : theory and contemporary evidence from tourism

Dogru, Tarik; Isik, Cem; Sirakaya-Turk, Ercan - In: Tourism management : research, policies, practice 74 (2019), pp. 12-23

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Revisiting the exchange rate disconnect puzzle

Tawadros, George B. - In: Applied economics 49 (2017) 34/36, pp. 3645-3668

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Forecasting the U.S. Dollar in the 21st Century

Engel, Charles; Wu, Steve Pak Yeung - In: Journal of international economics 141 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014280840

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