Forecasting Real Effective Exchange Rate Indices of Currencies Using a Stochastic Factor

St Petersburg University Journal of Economic Studies
doi 10.21638/11701/spbu05.2017.401
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Saint Petersburg State University

Related search

Exchange Rate Market Sentiment Analysis of Major Global Currencies

Open Journal of Statistics
2014English

Developing a Stochastic Model for Medium-Term Forecasting of Cryptocurrency Exchange Rate: The Bitcoin Case

Finance and Credit
2018English

Study on Exchange Rate Forecasting Using Recurrent Neural Networks

International Journal of Economics, Finance and Management Sciences
2017English

Analyzing Dynamics and Forecasting Real Effective Exchange Rates for BRICS Countries (1994–2016)

St Petersburg University Journal of Economic Studies
2018English

Structural Breaks and the Equilibrium Real Effective Exchange Rate of China: A NATREX Approach

China Economic Review
EconomicsEconometricsFinance
2012English

Searching for Long-Range Dependence in Real Effective Exchange Rate: Towards Parity?

Estudos Economicos
EconomicsEconometricsFinance
2015English

The Real Exchange Rate Under Alternative Nominal Exchange Rate Regimes

Journal of Economic Integration
EconomicsEconometricsFinance
1990English

Forecasting Financial Stress Indices in Korea: A Factor Model Approach

SSRN Electronic Journal
2015English

Market Sentiment and Exchange Rate Directional Forecasting

Algorithmic Finance
Computational MathematicsComputer VisionComputer Science ApplicationsPattern RecognitionFinance
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy