Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
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References listed on IDEAS
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More about this item
Keywordsexchange rate; foreign exchange; forex; forecasting; vector autoregression; regimes; volatility; world; future markets; spotmarket; futures; options; assets; portfolio balance; brettonwood; IMF; Fixed rate; Floating rate; adjustable peg; purchasing power parity(PPP); Uncovered interest rate parity(UIP); internal balance; external balance; devaluation; overvaluation; pips; currency pairs; trading platform; forex allocation; parallel(black) market; banks; brokers; misalignment;
- F00 - International Economics - - General - - - General
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G1 - Financial Economics - - General Financial Markets
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-09 (All new papers)
- NEP-FOR-2008-02-09 (Forecasting)
- NEP-IFN-2008-02-09 (International Finance)
- NEP-MON-2008-02-09 (Monetary Economics)
- NEP-MST-2008-02-09 (Market Microstructure)
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