Using extracted forward rate term structure information to forecast foreign exchange rates
Year of publication: |
2019
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Authors: | Kearney, Fearghal ; Cummins, Mark ; Murphy, Finbarr |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 53.2019, p. 1-14
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Subject: | Foreign exchange | Forward rate term structure modelling | Functional data analysis | Multiple hypothesis testing | Zinsstruktur | Yield curve | Theorie | Theory | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model |
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