Search Results - subject:"monetary\] model"

Forecasting the daily exchange rate of the UK pound sterling against the US dollar

Darvas, Zsolt M.; Schepp, Zoltán - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015197874

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354

The monetary model of exchange rate determination for South Africa

Msomi, Simiso; Ngalawa, Harold - In: Economies : open access journal 12 (2024) 8, pp. 1-16

relationship between the exchange rate and its fundamentals. This study used the monetary model of exchange rate determination … of the monetary model of exchange rate determination. Furthermore, in all the regimes, the sizes of coefficients are …

Persistent link: https://www.econbiz.de/10015070839

Inflation targeting, output stabilization, and real indeterminacy in monetary models with an interest rate rule

Platonov, Konstantin - In: Economic inquiry 62 (2024) 4, pp. 1467-1493

Persistent link: https://www.econbiz.de/10015123777

An exchange rate model where the fundamentals follow a jump-diffusion process

Cupidon, Jean René; Hyppolite, Judex - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-23

This paper presents some models of exchange rate with jumps, namely jump diffusion exchange rate models. Jump diffusion models are quite common in computational and theoretical finance. It is known that exchange rates sometimes exhibit jumps during some time periods. Therefore, it is important...

Persistent link: https://www.econbiz.de/10015074332

External debt and exchange rate fluctuations in Iran : Markov switching approach

Zareei, Afsaneh; Karimzadeh, Mostafa; Shabani … - In: Iranian economic review : journal of University of Tehran 26 (2022) 3, pp. 577-594

Persistent link: https://www.econbiz.de/10013445413

An exchange rate model where the fundamentals follow a jump-diffusion process

Cupidon, Jean René; Hyppolite, Judex - In: Cogent economics & finance 10 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013431567

Forecasting exchange rates of major currencies with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - 2020

. The theoretical derivation of our forecasting equation is consistent with the monetary model of exchange rates. Our model …

Persistent link: https://www.econbiz.de/10012605174

Forecasting exchange rates of major currencies with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - 2020

. The theoretical derivation of our forecasting equation is consistent with the monetary model of exchange rates. Our model …

Persistent link: https://www.econbiz.de/10012302033

The failure of the monetary model of exchange rate determination

Afat, Dinçer; Gómez-Puig, Marta; Sosvilla-Rivero, Simón - Asociación Española de Economía y Finanzas … - 2015

In this paper, we test three popular versions of the monetary model (flexible price, forward-looking and real interest … purchasing power parity as the reason for the failure of the monetary model, our analysis indicates that invalidity of Keynesian …

Persistent link: https://www.econbiz.de/10011211958