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A comparison of predictability of exchange rates between G7 and Asian developing countries : potential impact of government intervention

Su, Yuli; Yip, Yewmun - In: Global business & economics review 3 (2001) 2, pp. 233-257

Persistent link: https://www.econbiz.de/10001652000

Statističeskoe modelirovanie torgov na moskovskoj mežbankovskoj valjutnoj birže

Lukašin, Jurij Pavlovič - In: Ekonomika i matematičeskie metody 30 (1994) 3, pp. 84-97

Persistent link: https://www.econbiz.de/10001182471

Statistical modeling of foreign currency trading on the Moscow Interbank Currency Exchange

Lukašin, Jurij Pavlovič - In: Matekon : translations of Russian & East European … 31 (1995) 3, pp. 3-25

Persistent link: https://www.econbiz.de/10001217661

Predictive Capabilities of Macroeconomic Exchange Rate Determinants

Dybka, Piotr - 2022

In this paper, the Dynamic Bayesian Model Averaging (DMA) algorithm is used to establish the critical determinants of the nominal exchange rates of 5 currencies: CAD, EUR, GBP, CHF and JPY against the US dollar. My results indicate that the set of essential exchange rate predictors can...

Persistent link: https://www.econbiz.de/10014081726

Predicting Pegged Exchange Rate Currency Collapse : A Literature Review

Goldberg, David - 2017

This paper is a literature review of the current literature on currency “de-pegging”. The paper covers up-to-date literature on forces that drive countries to remove pegs. This paper covers mostly macroeconomic fundamentals of historic pegged currencies, and presents the most prominent...

Persistent link: https://www.econbiz.de/10012948097