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A forecasting equation for the Canada - US dollar exchange rate

Amano, Robert A. - In: The exchange rate and the economy : [proceedings of a …, (pp. 207-265). 1993

Persistent link: https://www.econbiz.de/10001295380

How did the financial crisis affect the forecasting performance of time series exchange rate models? : evidence from euro rates

Kirikos, Dimitris G. - In: International journal of economics and finance 5 (2013) 2, pp. 28-34

Persistent link: https://www.econbiz.de/10009705083

Essays on the volatility of macroeconomic and financial time series

Yu, Wei-choun - 2006

Persistent link: https://www.econbiz.de/10003973905

Can macroeconomists get rich forecasting exchange rates?

Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - 2014

forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … that forecast combinations help to improve over benchmark trading strategies for the exchange rate against the US dollar …

Persistent link: https://www.econbiz.de/10010412045

Forecast intervals for US/EURO foreign exchange rate

Bratu, Mihaela - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 257-271

The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate … model for data starting with the first month of 1999. The forecast intervals are based on the prediction error of the …

Persistent link: https://www.econbiz.de/10011694420