Coordination and Forecasting Performance in Exchange Rate Expectations: Evidence Across Time and Market Conditions

SSRN Electronic Journal ◽

10.2139/ssrn.1462782 ◽

2009 ◽

Author(s):

Francesca Pancotto ◽

Aline Muller

Keyword(s):

Exchange Rate ◽

Market Conditions ◽

Forecasting Performance ◽

Exchange Rate Expectations

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Structural VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance

Long Range Planning ◽

10.1016/0024-6301(95)94257-y ◽

1995 ◽

Vol 28 (4) ◽

pp. 122

Keyword(s):

Exchange Rate ◽

Structural Var ◽

Exchange Rate Determination ◽

Forecasting Performance

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Co-Movements in Long-Term Interest Rates and the Role of Ppp-Based Exchange Rate Expectations

SSRN Electronic Journal ◽

10.2139/ssrn.880608 ◽

1999 ◽

Author(s):

Jan Marc Berk ◽

Klaas Knot

Keyword(s):

Exchange Rate ◽

Interest Rates ◽

Exchange Rate Expectations

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The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change

Journal of International Money and Finance ◽

10.1016/0261-5606(89)90004-1 ◽

1989 ◽

Vol 8 (3) ◽

pp. 375-390 ◽

Author(s):

Garry J. Schinasi ◽

P.A.V.B. Swamy

Keyword(s):

Exchange Rate ◽

Forecasting Performance ◽

Out Of Sample ◽

Exchange Rate Models

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The effect of selected U.S. market conditions and exchange rate variability on merger and acquisition activities of foreign companies in the United States

Global Finance Journal ◽

10.1016/1044-0283(90)90013-d ◽

1990 ◽

Vol 1 (2) ◽

pp. 139-152 ◽

Author(s):

Spuma Rao ◽

Theodor Kohers

Keyword(s):

United States ◽

Exchange Rate ◽

The United States ◽

Merger And Acquisition ◽

Market Conditions ◽

Foreign Companies ◽

Exchange Rate Variability

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Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate

SSRN Electronic Journal ◽

10.2139/ssrn.339521 ◽

2002 ◽

Author(s):

Ercan Balaban

Keyword(s):

Exchange Rate ◽

Conditional Volatility ◽

Volatility Models ◽

Forecasting Performance

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Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis

10.3386/w0537 ◽

1980 ◽

Author(s):

Robert Cumby ◽

Maurice Obstfeld

Keyword(s):

Exchange Rate ◽

Fisher Hypothesis ◽

Exchange Rate Expectations ◽

Interest Differentials

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Exchange Rate Expectations and the Risk Premium: Tests For a Cross- Section of 17 Currencies

10.3386/w3806 ◽

1991 ◽

Author(s):

Jeffrey Frankel ◽

Menzie Chinn

Keyword(s):

Exchange Rate ◽

Cross Section ◽

Risk Premium ◽

Exchange Rate Expectations

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Exchange Rate Expectations of Chartists and Fundamentalists

SSRN Electronic Journal ◽

10.2139/ssrn.2251787 ◽

2013 ◽

Author(s):

Christian David Dick ◽

Lukas Menkhoff

Keyword(s):

Exchange Rate ◽

Exchange Rate Expectations

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FORECASTING PERFORMANCE OF EXCHANGE RATE MODELS WITH HEAVY MOVING AVERAGE OPERATORS

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2019.02.01 ◽

2019 ◽

Vol 24 (02) ◽

Author(s):

L. Espinoza-Audelo ◽

E. Aviles-Ochoa ◽

E. Leon-Castro ◽

F. Blanco-Mesa

Keyword(s):

Exchange Rate ◽

Moving Average ◽

Forecasting Performance ◽

Exchange Rate Models

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THE LIRA/ EXCHANGE RATE: THE OUT OF SAMPLE FORECASTING PERFORMANCE OF STRUCTURAL MODELS OR, HOW TO BEAT THE RANDOM WALK

Dynamic Modelling and Control of National Economies 1989 ◽

10.1016/b978-0-08-037538-0.50063-0 ◽

1990 ◽

pp. 397-402

Author(s):

G. Gandolfo ◽

P.C. Padoan ◽

G. Paladino

Keyword(s):

Exchange Rate ◽

Random Walk ◽

Structural Models ◽

Forecasting Performance ◽

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