in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

We analyze the performance of Bayesian model averaged exchange rate forecasts for euro/US dollar, euro/Japanese yen …, euro/Swiss franc and euro/ British pound rates using weights based on the out-of-sample predictive likelihood. The paper … predictions of euro exchange rates leads to improvements in predictive accuracy as measured by the mean square forecast error …

the Dollar/Euro exchange rate. This version is based on the differential of inflation expectations derived from inflation …-indexed bonds for the Euro area and the USA. Using the longest daily data a for both the Dollar/Euro exchange rate and for the …

forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … and the British pound, although the excess return per unit of deviation is limited. For the euro against the Swiss franc … or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. …

developments (and particularly, developments in the US dollar/euro exchange rate) may contain information about oil price changes … from the euro area and (c) alternatives to oil invoicing in US dollar are costly. We give evidence that using information … on the US dollar/euro exchange rate (and its determinants) improves oil price forecasts significantly. We discuss …

forecasts for all currencies but the yen …

deviations from CIP in the foreign exchange markets for the US Dollar crosses with Sterling, Euro and Mexican Peso have been the …