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A note on the empirical relation between oil prices and the value of the dollar

Marquez, Jaime R.; Merler, Silvia - In: Journal of risk and financial management : JRFM 13 (2020) 8/164, pp. 1-16

This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our...

Persistent link: https://www.econbiz.de/10012322360

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

Testing exchange rate models in a small open economy : an SVR approach

Papadimitriou, Theophilos; Gkonkas, Periklēs; … - In: Bulletin of applied economics 3 (2016) 2, pp. 9-29

Persistent link: https://www.econbiz.de/10011668838

Time-varying cointegration models and exchange rate predictability in Korea

Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011416686

Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data

De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32

co-integration tests and the studies on South Africa primarily using short-span data from the post-Bretton Woods era, we … Dollar using annual data from 1910 – 2010. The results provide some support for the monetary model in that long-run co-integration …

Persistent link: https://www.econbiz.de/10009770376