✦ LIBER ✦

Fundamentals, forecast combinations and nominal exchange-rate predictability

✍ Scribed by Jyh-Lin Wu; Yi-Chiuan Wang

Book ID: 119263013
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 505 KB
Volume: 25
Category: Article
ISSN: 1059-0560
DOI: 10.1016/j.iref.2012.07.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Monetary Fundamentals and Exchange Rate

Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes

✍ Lucio Sarno; Giorgio Valente; Mark E. Wohar 📂 Article 📅 2004 🏛 Oxford University Press 🌐 English ⚖ 604 KB

Real versus nominal forecast errors in t

Real versus nominal forecast errors in the prediction of foreign exchange rates

✍ Stephen A. Meyer; Richard Startz 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 596 KB

Out-of-sample exchange rate predictabili

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

✍ Tanya Molodtsova; David H. Papell 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 974 KB

Beyond Fundamentals: Investor Sentiment

Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting

✍ Sebastian Heiden; Christian Klein; Bernhard Zwergel 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 401 KB

Real and nominal exchange rate variabili

Real and nominal exchange rate variability

✍ Richard C. Marston 📂 Article 📅 1989 🏛 Springer US 🌐 English ⚖ 743 KB

Non-linear, non-parametric, non-fundamen

Non-linear, non-parametric, non-fundamental exchange rate forecasting

✍ Nikola Gradojevic; Jing Yang 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 210 KB 👁 1 views

## Abstract This paper employs a non‐parametric method to forecast high‐frequency Canadian/US dollar exchange rate. The introduction of a microstructure variable, order flow, substantially improves the predictive power of both linear and non‐linear models. The non‐linear models outperform random wa