Can Exchange Rates Forecast Commodity Prices?
Citations
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Cited by:
- Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014.
"Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization,"
Emerging Markets Review,
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International Economics and Economic Policy,
Springer, vol. 14(4), pages 691-700, October.
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Quaderni di Dipartimento
170, University of Pavia, Department of Economics and Quantitative Methods.
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- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
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"Exchange rate predictability in a changing world,"
Journal of International Money and Finance,
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- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
- Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
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"Nested forecast model comparisons: A new approach to testing equal accuracy,"
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"On the Sources of Uncertainty in Exchange Rate Predictability,"
MPRA Paper
58956, University Library of Munich, Germany.
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