The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Claudio Morana
| Year of publication: |
December 2017
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|---|---|
| Authors: | Morana, Claudio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 8, p. 919-935
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| Subject: | US dollar/euro exchange rate | asset pricing theory of exchange rate determination | macroeconomic and financial determinants | risk factors | subprime mortgage financial crisis | sovereign debt crisis | early warning indicators of macroeconomic and financial stress | forecasting | multivariate GARCH model | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Volatilität | Volatility | US-Dollar | US dollar | ARCH-Modell | ARCH model | Währungskrise | Currency crisis | Schätzung | Estimation | Euro | Schuldenkrise | Debt crisis | Subprime-Krise | Subprime financial crisis | Wechselkurstheorie | Exchange rate theory | Frühwarnsystem | Early warning system |