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Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy

Kiliç, Rehim - 2023 - This draft: August 2023

Persistent link: https://www.econbiz.de/10014490739

Modeling and forecasting the US dollar/euro exchange rate

Ghalayini, Latife - In: International journal of economics and finance 6 (2014) 1, pp. 194-207

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Performance of CHEERs based equilibrium exchange rate of Pakistan

Bhatti, Muhammad Awais; Arshed, Noman; Haseeb, Muhammad - In: Inventi impact: international trade (2014) 1, pp. 4-30

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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

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Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models

Ishii, Hokuto - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-15

This paper investigates the predictability of exchange rate changes by extracting the factors from the three-, four-, and five-factor model of the relative Nelson-Siegel class. Our empirical analysis shows that the relative spread factors are important for predicting future exchange rate...

Persistent link: https://www.econbiz.de/10011884108