This study develops three exchange rate models as well as a simple statistical model defined as a random walk with a variable drift. The exchange rate models all use the purchasing power parity hypothesis to account for the long-term relationships betwee
This paper seeks to compare the exchange rate predictability of economic fundamental models, includi...
Using exchange rate data on five currencies vis-à-vis the US dollar, this paper examines the in-samp...
We reassess exchange rate prediction using a wider set of models that have been proposed in the last...
This study develops three exchange rate models as well as a simple statistical model defined as a ra...
This paper addresses several questions about the time series processes followed by dollar exchange r...
We propose an exchange rate model that can explain both the observed volatility and the persistence ...
We propose a stylized exchange rate model based on diversity and weight ofopinion. Our model departs...
The exchange rate forecasting has been an interesting topic for a long time. Beating the random walk...
This study proposes an alternative procedure for modelling exchange rates behaviour, which is a line...
This study compares the forecasting performance of a structural exchange rate model that combines th...
M.Com. (Financial Economics)Exchange rate forecasting has been an important and complex field of stu...
In international economics and trading, the exchange rate is important. Forecasting theexchange rat...
Daily Philippine Peso (PhP) - US Dollar (USD) exchange rates from 1979-2014 were examined using rand...
Abstract: This study compares the forecasting performance of a structural exchange rate model that c...
This paper proposes a simple chartist-fundamentalist model in which we allow for nonlinear time vari...
This paper seeks to compare the exchange rate predictability of economic fundamental models, includi...
Using exchange rate data on five currencies vis-à-vis the US dollar, this paper examines the in-samp...
We reassess exchange rate prediction using a wider set of models that have been proposed in the last...
This study develops three exchange rate models as well as a simple statistical model defined as a ra...
This paper addresses several questions about the time series processes followed by dollar exchange r...
We propose an exchange rate model that can explain both the observed volatility and the persistence ...
We propose a stylized exchange rate model based on diversity and weight ofopinion. Our model departs...
The exchange rate forecasting has been an interesting topic for a long time. Beating the random walk...
This study proposes an alternative procedure for modelling exchange rates behaviour, which is a line...
This study compares the forecasting performance of a structural exchange rate model that combines th...
M.Com. (Financial Economics)Exchange rate forecasting has been an important and complex field of stu...
In international economics and trading, the exchange rate is important. Forecasting theexchange rat...
Daily Philippine Peso (PhP) - US Dollar (USD) exchange rates from 1979-2014 were examined using rand...
Abstract: This study compares the forecasting performance of a structural exchange rate model that c...
This paper proposes a simple chartist-fundamentalist model in which we allow for nonlinear time vari...
This paper seeks to compare the exchange rate predictability of economic fundamental models, includi...
Using exchange rate data on five currencies vis-à-vis the US dollar, this paper examines the in-samp...
We reassess exchange rate prediction using a wider set of models that have been proposed in the last...
DOI
Add to ORKG