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Exchange rate predictability i...
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Showing
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10
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date (oldest first)
1
Exchange rate predictability in a changing
world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
-
2014
Persistent link: https://www.econbiz.de/10010346571
Saved in:
2
Forecasting exchange rates out-of-sample with panel methods and real-time data
Ince, Onur
- In:
Journal of international money and finance
43
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010372648
Saved in:
3
Forecasting the Taylor rule exchange rate model using directional change tests
Wang, Rudan
;
Morley, Bruce
- In:
Quantitative finance and economics
2
(
2018
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10012176135
Saved in:
4
On the sources of uncertainty in exchange rate predictability
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
-
2014
Persistent link: https://www.econbiz.de/10010430006
Saved in:
5
Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh
;
Ahmad, Wasim
;
Uddin, Mohammed Gazi Salah
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
Saved in:
6
Taylor rule deviations and out-of-sample exchange rate predictability
Ince, Onur
;
Molodtsova, Tanya
;
Papell, David H.
- In:
Journal of international money and finance
69
(
2016
),
pp. 22-44
Persistent link: https://www.econbiz.de/10011711884
Saved in:
7
Forecasting exchange rates using panel model and model averaging
Garratt, Anthony
;
Mise, Emi
- In:
Economic modelling
37
(
2014
),
pp. 32-40
Persistent link: https://www.econbiz.de/10010416858
Saved in:
8
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
9
Application of Taylor rule fundamentals in forecasting exchange rates
Agyapong, Joseph
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-27
-of-sample
forecast
results reveal that the best performing model is the symmetric model with no interest rate smoothing, heterogeneous …
Persistent link: https://www.econbiz.de/10012548336
Saved in:
10
Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele
;
Kocięcki, Andrzej
;
Rubaszek, Michał
- In:
Economic modelling
46
(
2015
),
pp. 53-60
Persistent link: https://www.econbiz.de/10011436233
Saved in:
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