Real-Time Out-of-Sample Exchange Rate Predictability
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References listed on IDEAS
- Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
"Information in the Revision Process of Real-Time Datasets,"
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- Beckmann, Joscha & Czudaj, Robert, 2017.
"Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven,"
Journal of International Money and Finance,
Elsevier, vol. 74(C), pages 283-300.
- Beckmann, Joscha & Czudaj, Robert, 2017. "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168291, Verein für Socialpolitik / German Economic Association.
More about this item
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F3 - International Economics - - International Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-16 (All new papers)
- NEP-FOR-2013-02-16 (Forecasting)
- NEP-OPM-2013-02-16 (Open Economy Macroeconomics)
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