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Forecasting exchange rates
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The research subject is the process of economic and mathematical modelling of time series characterizing the bitcoin exchange rate volatility, based on the use of artificial neural networks. The purpose of the work is to search and scientifically substantiate the tools and mechanisms for developing prognostic estimates of the crypto currency market development. The paper considers the task of financial time series trend forecasting using the LSTM neural network for supply chain strategies.
5p
longtimenosee09
08-04-2024
6
1
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Part 1 of ebook "Multinational financial management" provides readers with contents including: environment of international financial management; the determination of exchange rates; the international monetary system; foreign exchange and derivatives markets; parity conditions in international finance and currency forecasting; the balance of payments and international economic linkages; the foreign exchange market; currency futures and options markets;...
356p
dangsovu
20-10-2023
10
5
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Continued part 1, part 2 of ebook "Economics for investment decision makers: Micro, macro, and international economics" provides readers with contents including: Chapter 8 - International trade and capital flows; Chapter 9 - Currency exchange rates; Chapter 10 - Currency exchange rates, determination and forecasting; Chapter 11 - Economic growth and the investment decision; Chapter 12 - Economics of regulation;...
374p
lytamnguyet
04-08-2023
13
5
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Continued part 1, part 2 of ebook "International financial management (Abridged 10th edition)" provides readers with content including: exchange rate risk management; forecasting exchange rates; measuring exposure to exchange rate fluctuations; managing transaction exposure; managing economic exposure and translation exposure; long-term asset and liability management; direct foreign investment; multinational capital budgeting; international corporate governance and control; country risk analysis;...
296p
dieptieuung
19-07-2023
9
4
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The portfolio-balance approach to exchange rate determination is part of the Asset Market Models and is largely attributed to economists after 1973 when the exchange rate became flexible (market determined). This article first introduces the setting of the model embedded in the portfolio balance approach that encompasses two assets (money and bonds), which deviates a little from the models and approaches used for the monetary approach to the balance of payment, the overshooting model, and from the associated market equilibria.
22p
nguyentanloc09
17-10-2020
33
0
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Lecture 9 - Forecasting exchange rates. After completing this chapter, students will be able to: To explain how firms can benefit from forecasting exchange rates; to describe the common techniques used for forecasting; and to explain how forecasting performance can be evaluated.
21p
koxih_kothogmih2
20-08-2020
14
1
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The aim of the study is to find the empirical analyses of the impact of oil price fluctuation on the monetary instrument in Nigeria, by looking at their relationships. Specifically, we analyzed the role of Exchange rate, Inflation, Interest rate and how they respond to shocks in oil price. We explored the frequently used Toda–Yamamoto model (TY), by adopting the TY modified Wald (MWALD) test approach to causality, forecast error variance decomposition (FEVD) and impulse response functions (IRFs).
8p
kethamoi7
15-08-2020
28
2
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Chapter 8 - Exchange rate forecasting, technical analysis and trading rules. The objectives of this chapter are: To explain why exchange rate forecasting is needed, to illustrate forecasting techniques, to explain how to evaluate the performance of forecasters,...
48p
nanhankhuoctai1
29-05-2020
6
0
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In this chapter, students will be able to understand: Evaluate the advantages and disadvantages of alternative systems (free floating, fixed, managed float) for the determination of exchange rates; understand the determinants of exchange rates (qualitative); how to forecast (quantitative) exchange rates using models: purchasing power parity, relative purchasing power parity, interest rate parity, an unbiased forward rate.
6p
nanhankhuoctai1
29-05-2020
20
1
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In this chapter, students can obtain and interpret exchange rates, students can convert currencies using direct and indirect quotes and cross rates, students can compute and interpret currency appreciations and depreciations, students can forecast appreciations using PPP and IRP.
32p
nanhankhuoctai1
29-05-2020
20
1
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In this chapter, students can obtain and interpret exchange rates, students can convert currencies using direct and indirect quotes and cross rates, students can compute and interpret currency appreciations and depreciations, students can forecast appreciations using PPP and IRP.
30p
nanhankhuoctai1
29-05-2020
17
1
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The objective of this paper is to determine the basic features of the use of mathematical modeling of the system to forecast cryptocurrency exchange rate. The study determines that cryptocurrency is the simplest investment asset being and, at the same time, the riskiest one.
8p
kelseynguyen
26-05-2020
12
0
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Pundits in the international finance have long puzzled over the lack of an empirical relationship between exchange rates and fundamentals and theoretical exchange rate models are difficult to verify using actual data related to fundamentals. This may be related to the length of the sample period or the choice of bilateral/multilateral exchange rates. This study utilized monthly data to increase the number of samples and construct the multilateral exchange rate models.
11p
035522894
13-04-2020
43
1
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This paper investigates the optimal exchange rate regime in a group of ASEAN countries, which minimises the adverse effects of foreign demand shocks on real output, the real exchange rate, price level and between-country income gap. Using a panel structural vector autoregressive model for small open economies, we show that the extent by which foreign demand shocks influence the between-country income gap depends on the exchange rate regime and the transmission channels through output, the price level and the real exchange rate.
37p
caygaocaolon4
04-04-2020
22
2
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The objective of this work is to identify and examine the risk premium of the exchange rate; then, to determine the factors that cause it, and to measure its variance by using a GARCH-M model. Some theoretical models are developed by taking the exchange rate risk premium as dependent variable and other macrovariables, political events, and market conditions as independent ones. There are three different exchange rates ($/€, $/£, and ¥/$) used, here, for the measurement of the risk premium and the empirical test of the model.
23p
trinhthamhodang2
21-01-2020
59
2
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The exchange rate expectations, which are broad models of exchange rate forecasting and efficiency, by looking at approaches, such as the static expectations, the extrapolative, the adaptive, the rational, the regressive, and some general specifications of the above expectations. At the end, orthogonality tests suggest that rejection of the unbiased forward rate hypothesis is caused by different variables (like “news”, unexpected shocks, latent variables, forecast errors in money supplies, interest rate differentials, stock market risk premia, and various forms of conditional variance).
34p
trinhthamhodang2
19-01-2020
24
1
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Topic 6 - Currency forwards, futures, and options. In this chapter students understand and can recall: Payoffs and profits of currency forwards, futures, and options; forecasting spot and forward exchange rates with PPP, IRP, and UFR; how financial managers use forwards, futures, and options to hedge fx risk.
35p
shiwo_ding8
25-06-2019
26
2
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Topic 8 - Multinat corp monte carlo simulations using excel and @risk. In this chapter, students will be able to understand: Apply Interest Rate Parity (IRP) and Unbiased Forward Rate (UFR) to forecast exchange rates; use Bloomberg forex quotes, forwards, volatilities and interest rates;...
21p
shiwo_ding8
25-06-2019
29
3
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In this chapter you will learn: Background on foreign exchange markets, factors affecting exchange rates, movements in exchange rates, forecasting exchange rates, forecasting exchange rate volatility, speculation in foreign exchange markets, foreign exchange derivatives, international arbitrage, explaining price movements of foreign exchange derivatives.
38p
shiwo_ding6
30-05-2019
14
1
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The paper aims to analyse and forecast the Euro Hungarian Forint exchange rate volatility with the use of generalized autoregressive conditional heteroscedasticity GARCH- type models over the time period from September 30, 2010 to January 02, 2017.
11p
danhnguyentuongvi
17-12-2018
22
2
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