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Time series prognostication models applied to the US dollar and the Japanes yen

Arize, Augustine Chuck; Berendt, Charles J.; … - In: The international journal of finance 27 (2015) 4, pp. 501-516

Persistent link: https://www.econbiz.de/10011718643

Exchange rates and fractional integration revisited

Sephton, Peter S. - In: Applied financial economics letters 4 (2008) 4/6, pp. 383-387

Persistent link: https://www.econbiz.de/10003808147

Essays on exchange rate dynamics

Kanatas, George - 1979

Persistent link: https://www.econbiz.de/10002069783

An Essay on Exchange Rate Dynamics

Schulmeister, Stephan - 2010

economic theory. In order to detect this pattern, the "gestalt" of exchange rate fluctuations is carefully explored. It is …

Persistent link: https://www.econbiz.de/10013135726

Misalignment and Managed Exchange Rates : An Application to the Thai Baht

Lim, G. C. - 2000

This paper proposes a methodology for analyzing dynamic misalignment in managed exchange rate systems that combines the estimation approach to modeling the real exchange rate with the calibration approach to generating the equilibrium real exchange rate. The methodology is applied to the Thai...