Can currency-based risk factors help forecast exchange rates?
Shamim Ahmed, Xiaoquan Liu, Giorgio Valente
| Year of publication: |
January-March 2016
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| Authors: | Ahmed, Shamim ; Liu, Xiaoquan ; Valente, Giorgio |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 1, p. 75-97
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| Subject: | Exchange rates | Out-of-sample predictability | Economic value | Time series | Econometric models | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Risiko | Risk | Volatilität | Volatility | Ökonometrisches Modell | Econometric model | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596451