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Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts

Benavides, Guillermo; Capistrán Carmona, Carlos - In: Journal of empirical finance 19 (2012) 5, pp. 627-639

Persistent link: https://www.econbiz.de/10009700616

Can currency-based risk factors help forecast exchange rates?

Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10011596451

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55

Persistent link: https://www.econbiz.de/10011373312

Assessing the predictive ability of sovereign default risk on exchange rate returns

Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264

Persistent link: https://www.econbiz.de/10012000048

RBI Forecast Vs. GARCH-Based ARIMA Forecast for Indian Rupee-US Dollar Exchange Rate : A Comparison

Datta, Kanchan - 2011

forecasting is very essential for hedging decisions. In this paper, an attempt has been made to estimate the parameters of … squared error ARIMA forecast for rupee/dollar exchange rate and draw a comparison between ARIMA, GARCH-based ARIMA and RBI … forecasting …

Persistent link: https://www.econbiz.de/10013131641