Using extracted forward rate term structure information to forecast foreign exchange rates
Fearghal Kearney, Mark Cummins, Finbarr Murphy
| 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 | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012171702