Add to ORKGThe “News” model of the exchange rate, that received only weak support in the 1980s, is shown to be a verifiable model of the bilateral spot rate once the “news” is appropriately measured. Using market sentiment and policy uncertainty indices derived from big data for Japan, as “news” and survey data of agents’ expectations of the spot rate one month ahead, the “News” model of the exchange rate is shown not to be rejected for the bilateral JPY/USD rate from June 2009 to December 2017
We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese...
In this paper the short- and long-run movements of the Japanese yen-US dollar exchange rate are mode...
The yen has experienced several big swings over recent decades. This paper argues that the fluctuati...
We use the foreign exchange forecasts of the Wall Street Journal poll to compare forecasters ’ expec...
We reassess exchange rate prediction using a wider set of models that have been proposed in the last...
After the breakdown of the Bretton Woods system in 1971, the yen exchange rate was allowed to float ...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
An attempt is made to create a model of exchange rates that explains the short term, daily levels of...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
This paper analyzes the panel data of bi—weekly surveys, conducted by the Japan Center for Internati...
This paper examines the impact of public information flows on the volatility of the bilateral Chines...
This thesis aims to contribute in the field of exchange rate determination. Firstly, it sums results...
Using daily data for 1995–99, this paper estimates a simple forward looking model of the exchange ra...
This paper sought to address the question as to whether the exchange rate can be forecasted more acc...
This paper is using the market-based and the currency beta (β) theories of exchange rate forecasting...
We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese...
In this paper the short- and long-run movements of the Japanese yen-US dollar exchange rate are mode...
The yen has experienced several big swings over recent decades. This paper argues that the fluctuati...
We use the foreign exchange forecasts of the Wall Street Journal poll to compare forecasters ’ expec...
We reassess exchange rate prediction using a wider set of models that have been proposed in the last...
After the breakdown of the Bretton Woods system in 1971, the yen exchange rate was allowed to float ...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
An attempt is made to create a model of exchange rates that explains the short term, daily levels of...
Standard models of exchange rates, based on macroeconomic variables such as prices, interest rates, ...
This paper analyzes the panel data of bi—weekly surveys, conducted by the Japan Center for Internati...
This paper examines the impact of public information flows on the volatility of the bilateral Chines...
This thesis aims to contribute in the field of exchange rate determination. Firstly, it sums results...
Using daily data for 1995–99, this paper estimates a simple forward looking model of the exchange ra...
This paper sought to address the question as to whether the exchange rate can be forecasted more acc...
This paper is using the market-based and the currency beta (β) theories of exchange rate forecasting...
We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese...
In this paper the short- and long-run movements of the Japanese yen-US dollar exchange rate are mode...
The yen has experienced several big swings over recent decades. This paper argues that the fluctuati...