Do macroeconomic variables drive exchange rates independently?
Rita Biswas, Xiao Li, Louis R. Piccotti
| Year of publication: |
2023
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|---|---|
| Authors: | Biswas, Rita ; Li, Xiao ; Piccotti, Louis R. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-7
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| Subject: | Elastic net | Exchange rate determination | Machine learning regression | Macro fundamental models | Wechselkurs | Exchange rate | Künstliche Intelligenz | Artificial intelligence | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Wechselkurstheorie | Exchange rate theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103524 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471957