Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Axel Grossmann, Marc W. Simpson
| Year of publication: |
2023
|
|---|---|
| Authors: | Grossmann, Axel ; Simpson, Marc W. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-35
|
| Subject: | Euro | Exchange rate equilibrium | Forecasting | Half-lives | Relative purchasing power parity | Wechselkurs | Exchange rate | Kaufkraftparität | Purchasing power parity | Prognoseverfahren | Forecasting model | Japan | EU-Staaten | EU countries | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462207