The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates
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KeywordsForward exchange rate; spot exchange rate; rational expectations theory; currency pair; FOREX;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- O24 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Trade Policy; Factor Movement; Foreign Exchange Policy
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