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Exchange rate predictability and state-of-the-art models
Yeşin, Pınar - 2016
Persistent link: https://www.econbiz.de/10011447767
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Empirical exchange rate models of Thailand after 1997
Nipit Wongpunya - In: Southeast Asian journal of economics 3 (2015) 2, pp. 91-122
Persistent link: https://www.econbiz.de/10011452313
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Evaluating exchange rate models based on rational expectations versus imperfect knowledge economics
Baycan, Ismail Onur - In: International journal of financial research 6 (2015) 4, pp. 187-193
Persistent link: https://www.econbiz.de/10011405474
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Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Kempa, Bernd; Riedel, Jana - In: The North American journal of economics and finance : a … 24 (2013), pp. 268-278
Persistent link: https://www.econbiz.de/10009739644
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An exchange rate model with market pressures and a contagion effect
Grabowski, Wojciech; Welfe, Aleksander - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2706-2720
Persistent link: https://www.econbiz.de/10011675580
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The common component of bilateral US exchange rates : to what is it related?
Ponomareva, Natalia; Sheen, Jeffrey R.; Wang, Ben Zhe - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1251-1268
Persistent link: https://www.econbiz.de/10012052185
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A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation
Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83
Persistent link: https://www.econbiz.de/10012106895
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Private information, capital flows, and exchange rates
Gyntelberg, Jacob; Loretan, Mico; Tientip Subhanij - In: Journal of international money and finance 81 (2018), pp. 40-55
Persistent link: https://www.econbiz.de/10012000020
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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
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Trend fundamentals and exchange rate dynamics
Huber, Florian; Kaufmann, Daniel - 2019
We estimate a multivariate unobserved components stochastic volatility model to explain the dynamics of a panel of six exchange rates against the US Dollar. The empirical model is based on the assumption that both countries' monetary policy strategies may be well described by Taylor rules with a...
Persistent link: https://www.econbiz.de/10012118184