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Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361

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Accurate Short-Term Yield Curve Forecasting Using Functional Gradient Descent

Audrino, Francesco - 2010

and confidence intervals. The approach is based on a Functional Gradient Descent (FGD) estimation of the conditional mean …

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Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25

, EURO, Japan, and the UK) and the leading cryptocurrency, the Bitcoin. Results of the static analysis show that the level … rate of the Euro and the volatility of the Euro and the Canadian dollar exchange rate are net transmitters of shocks …

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Predicting real exchange rates from real interest rate differentials and net foreign asset stocks : evidence for the Mark/Dollar parity

Meier, Carsten-Patrick - 1999

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Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis

Smallwood, Aaron D.; Norrbin, Stefan C. - In: Journal of applied econometrics 21 (2006) 4, pp. 409-417

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Are nominal exchange rates and price levels co-integrated? : new evidence from threshold autoregressive and momentum-threshold autoregressive models

Narayan, Paresh Kumar - In: The economic record : er 83 (2007), pp. 74-85

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The predictive information content of external imbalances for exchange rate returns : how much is it worth?

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2011

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The Spanish peseta versus the pound sterling, the French franc and the US dollar (1870-1935) : a long floating experience

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The forward premium anomaly : statistical artefact or economic puzzle? : New evidence from robust tests

Maynard, Alex - In: The Canadian journal of economics 39 (2006) 4, pp. 1244-1281

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A utility-based comparison of some models of exchange rate volatility

West, Kenneth D. - In: Journal of international economics 35 (1993) 1, pp. 23-45

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