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Exchange rate predictability and a monetary model with time-varying cointegration coefficients

Park, Cheolbeom; Park, Sookyung - In: Journal of international money and finance 37 (2013), pp. 394-410

Persistent link: https://www.econbiz.de/10010209045

Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector

Cuiabano, Simone Maciel - 2017

Persistent link: https://www.econbiz.de/10012266435

Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector

Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54

Persistent link: https://www.econbiz.de/10011955389

The relevance of the monetary model for the Euro/USD exchange rate determination : a long run perspective

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Open economies review 28 (2017) 5, pp. 989-1010

Persistent link: https://www.econbiz.de/10011804530

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

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354

Multiple testing of the forward rate unbiasedness hypothesis across currencies

Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245

Persistent link: https://www.econbiz.de/10013464493

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

An empirical analysis of Korea's trade imbalances with the US and Japan

Kim, A. - In: Journal of the Asia Pacific economy 14 (2009) 3, pp. 211-226

Persistent link: https://www.econbiz.de/10003971143

Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate

Hunter, John; Ali, Faek Menla - In: Economic modelling 40 (2014), pp. 42-51

Persistent link: https://www.econbiz.de/10010425740

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