Exchange Rate Predictability and the Skewness of Bid-Ask Spreads

2015 ◽  
Author(s):  
Oghenovo A. Obrimah
Keyword(s):  
Exchange Rate ◽  
Bid Ask Spreads ◽  
Exchange Rate Predictability

The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability

2019 ◽  
Author(s):  
Ilias Filippou ◽  
David Rapach ◽  
Mark Peter Taylor ◽  
Guofu Zhou
Keyword(s):  
Exchange Rate ◽  
Carry Trade ◽  
Exchange Rate Predictability

scholarly journals Nonlinear exchange rate predictability

2011 ◽  
Vol 30 (5) ◽  
pp. 877-895 ◽  
Author(s):  
Carlos Felipe López-Suárez ◽  
José Antonio Rodríguez-López
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Predictability

scholarly journals Exchange rate predictability in emerging markets

2019 ◽  
Vol 157 ◽  
pp. 1-22 ◽  
Author(s):  
Elisa Baku
Keyword(s):  
Exchange Rate ◽  
Emerging Markets ◽  
Exchange Rate Predictability

Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel

2005 ◽  
Vol 37 (3) ◽  
pp. 495-516 ◽  
Author(s):  
Jan J. J. Groen
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Predictability

Out-of-sample exchange rate predictability with Taylor rule fundamentals

2009 ◽  
Vol 77 (2) ◽  
pp. 167-180 ◽  
Author(s):  
Tanya Molodtsova ◽  
David H. Papell
Keyword(s):  
Exchange Rate ◽  
Taylor Rule ◽  
Out Of Sample ◽  
Exchange Rate Predictability

Exchange rate predictability, common factors, and applications in carry trade

2020 ◽  
Vol 13 (6) ◽  
pp. 513
Author(s):  
Gokcen Ogruk Maz ◽  
Shengxiong Wu ◽  
Sinan Yildirim
Keyword(s):  
Exchange Rate ◽  
Common Factors ◽  
Carry Trade ◽  
Exchange Rate Predictability

Exchange Rate Predictability in Finite Samples

2016 ◽  
Vol 67 (3) ◽  
pp. 361-378
Author(s):  
Hsiu-Hsin Ko
Keyword(s):  
Exchange Rate ◽  
Finite Samples ◽  
Exchange Rate Predictability
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