Journal articles on the topic 'Exchange rates – Econometric models'
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Ford, J. L., Paul De Grauwe, and Theo Peeters. "Exchange Rates in Multicountry Econometric Models." Economic Journal 95, no. 378 (June 1985): 518. http://dx.doi.org/10.2307/2233243.
Full textEdwards, Sebastian. "Exchange rates in multi-country econometric models." Journal of International Economics 19, no. 3-4 (November 1985): 387–90. http://dx.doi.org/10.1016/0022-1996(85)90047-9.
Full textBerdinazarov, Zafar, Khasanjon Dodoev, Jamshid Mamasalaev, and Jakhongirmirzo Fakhodjonov. "Determinants of Exchange Rate Fluctuations of Uzbek Sum." Business and Management Studies 5, no. 1 (March 20, 2019): 52. http://dx.doi.org/10.11114/bms.v5i1.4162.
Full textChen, An-Sing, and Mark T. Leung. "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting." Review of Pacific Basin Financial Markets and Policies 01, no. 03 (September 1998): 383–418. http://dx.doi.org/10.1142/s0219091598000247.
Full textZIMMERMANN, GEORG, RALPH NEUNEIER, and RALPH GROTHMANN. "MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES." Advances in Complex Systems 04, no. 01 (March 2001): 29–43. http://dx.doi.org/10.1142/s021952590100005x.
Full textPanopoulou, Ekaterini, and Theologos Pantelidis. "Regime-switching models for exchange rates." European Journal of Finance 21, no. 12 (April 9, 2014): 1023–69. http://dx.doi.org/10.1080/1351847x.2014.904240.
Full textPanda, Ajaya Kumar, Swagatika Nanda, Vipul Kumar Singh, and Satish Kumar. "Evidence of leverage effects and volatility spillover among exchange rates of selected emerging and growth leading economies." Journal of Financial Economic Policy 11, no. 2 (May 7, 2019): 174–92. http://dx.doi.org/10.1108/jfep-03-2018-0042.
Full textAhmed, KHATTAB, and SALMI Yahya. "Modeling Sources of Asymmetry in the Volatility of the Moroccan Dirham Exchange Rate." Applied Economics and Finance 8, no. 4 (July 26, 2021): 31. http://dx.doi.org/10.11114/aef.v8i4.5232.
Full textBozhechkova, A. V., S. G. Sinelnikov-Murylev, and P. V. Trunin. "Factors of the Russian ruble exchange rate dynamics in the 2000s and 2010s." Voprosy Ekonomiki, no. 8 (August 3, 2020): 5–22. http://dx.doi.org/10.32609/0042-8736-2020-8-5-22.
Full textAnderson, Bing, Peter J. Hammond, and Cyrus A. Ramezani. "Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates." Journal of Financial and Quantitative Analysis 45, no. 5 (August 13, 2010): 1341–65. http://dx.doi.org/10.1017/s0022109010000438.
Full textGupta, Sanjeev, and Sachin Kashyap. "Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee." Journal of Modelling in Management 11, no. 2 (May 9, 2016): 389–404. http://dx.doi.org/10.1108/jm2-04-2014-0029.
Full textManikandan, Narayanan, and Srinivasan Subha. "Software Design Challenges in Time Series Prediction Systems Using Parallel Implementation of Artificial Neural Networks." Scientific World Journal 2016 (2016): 1–10. http://dx.doi.org/10.1155/2016/6709352.
Full textBissoondeeal, Rakesh K., Jane M. Binner, and Thomas Elger. "Monetary models of exchange rates and sweep programs." Applied Financial Economics 19, no. 14 (July 2009): 1117–29. http://dx.doi.org/10.1080/09603100802375501.
Full textMartínez-García, Enrique, and Jens Søndergaard. "INVESTMENT AND REAL EXCHANGE RATES IN STICKY PRICE MODELS." Macroeconomic Dynamics 17, no. 2 (May 25, 2012): 195–234. http://dx.doi.org/10.1017/s1365100511000095.
Full textBissoondeeal, Rakesh K., Jane M. Binner, Muddun Bhuruth, Alicia Gazely, and Veemadevi P. Mootanah. "Forecasting exchange rates with linear and nonlinear models." Global Business and Economics Review 10, no. 4 (2008): 414. http://dx.doi.org/10.1504/gber.2008.020593.
Full textEngel, Charles. "Exchange Rates, Interest Rates, and the Risk Premium." American Economic Review 106, no. 2 (February 1, 2016): 436–74. http://dx.doi.org/10.1257/aer.20121365.
Full textRICHARDS, GORDON R. "FRACTALITY IN A MACROECONOMIC MODEL: NONLINEAR OSCILLATION AROUND A LONG-TERM EQUILIBRIUM." Fractals 10, no. 02 (June 2002): 235–51. http://dx.doi.org/10.1142/s0218348x02001063.
Full textGórecka, Anna, and Maciej Szmit. "Exchange rates prediction by ARIMA and neural networks models." International Advances in Economic Research 5, no. 4 (November 1999): 512. http://dx.doi.org/10.1007/bf02295548.
Full textTarczyński, Waldemar, Sebastian Majewski, Małgorzata Tarczyńska-Łuniewska, Agnieszka Majewska, and Grzegorz Mentel. "The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange." Energies 14, no. 6 (March 10, 2021): 1536. http://dx.doi.org/10.3390/en14061536.
Full textKocabas, Ceren. "Testing for contagion in economic literature." Journal of Governance and Regulation 8, no. 3 (2019): 42–46. http://dx.doi.org/10.22495/jgr_v8_i3_p3.
Full textHacioglu, Umit, Hasan Dincer, and Ismail Erkan Celik. "Conflict Risk and Its Implication on Economy and Financial System." International Journal of Finance & Banking Studies (2147-4486) 2, no. 2 (November 16, 2016): 109. http://dx.doi.org/10.20525/ijfbs.v2i2.638.
Full textCastillo-Maldonado, Carlos Eduardo, and Fidel Pérez-Macal. "Assessment of Models to Forecast Exchange Rates: The Quetzal-U.S. Dollar Exchange Rate." Journal of Applied Economics 16, no. 1 (May 2013): 71–99. http://dx.doi.org/10.1016/s1514-0326(13)60004-5.
Full textKIANI, KHURSHID M. "FORECASTING FORWARD EXCHANGE RATE RISK PREMIUM IN SINGAPORE DOLLAR/US DOLLAR EXCHANGE RATE MARKET." Singapore Economic Review 54, no. 02 (June 2009): 283–98. http://dx.doi.org/10.1142/s0217590809003288.
Full textGNOATTO, ALESSANDRO. "COHERENT FOREIGN EXCHANGE MARKET MODELS." International Journal of Theoretical and Applied Finance 20, no. 01 (February 2017): 1750007. http://dx.doi.org/10.1142/s0219024917500078.
Full textSosa Castro, Magnolia Miriam, Christian Bucio Pacheco, and Héctor Eduardo Díaz Rodríguez. "Extreme volatility dependence in exchange rates." Cuadernos de Economía 40, no. 82 (February 4, 2021): 25–56. http://dx.doi.org/10.15446/cuadecon.v40n82.79400.
Full textRötheli, Tobias. "Heuristics versus econometrics as a basis for forecasting international inflation differentials." foresight 21, no. 2 (April 8, 2019): 216–26. http://dx.doi.org/10.1108/fs-07-2018-0070.
Full textDE LOS RIOS, ANTONIO DIEZ. "Can Affine Term Structure Models Help Us Predict Exchange Rates?" Journal of Money, Credit and Banking 41, no. 4 (June 2009): 755–66. http://dx.doi.org/10.1111/j.1538-4616.2009.00230.x.
Full textSweeney, Richard J. "Mean Reversion in G-10 Nominal Exchange Rates." Journal of Financial and Quantitative Analysis 41, no. 3 (September 2006): 685–708. http://dx.doi.org/10.1017/s0022109000002581.
Full textZhang, Guangfeng, Ian Marsh, and Ronald MacDonald. "A hybrid approach to exchange rates." Studies in Economics and Finance 33, no. 1 (March 7, 2016): 50–68. http://dx.doi.org/10.1108/sef-10-2014-0185.
Full textLi, Jinliang, Chihwa Kao, and Wei David Zhang. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates." Applied Economics 42, no. 11 (April 2010): 1437–45. http://dx.doi.org/10.1080/00036840701721422.
Full textChari, V. V., Patrick J. Kehoe, and Ellen R. McGrattan. "Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?" Review of Economic Studies 69, no. 3 (July 2002): 533–63. http://dx.doi.org/10.1111/1467-937x.00216.
Full textBuncic, Daniel. "Understanding forecast failure of ESTAR models of real exchange rates." Empirical Economics 43, no. 1 (March 25, 2011): 399–426. http://dx.doi.org/10.1007/s00181-011-0460-5.
Full textBunčák, Tomáš. "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?" Prague Economic Papers 25, no. 5 (January 1, 2016): 527–46. http://dx.doi.org/10.18267/j.pep.581.
Full textLove, Ryan, and Richard Payne. "Macroeconomic News, Order Flows, and Exchange Rates." Journal of Financial and Quantitative Analysis 43, no. 2 (June 2008): 467–88. http://dx.doi.org/10.1017/s0022109000003598.
Full textKodama, Osamu, Lukáš Pichl, and Taisei Kaizoji. "REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA." CBU International Conference Proceedings 5 (September 23, 2017): 384–88. http://dx.doi.org/10.12955/cbup.v5.954.
Full textROSSI, BARBARA. "ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY." Macroeconomic Dynamics 10, no. 1 (December 14, 2005): 20–38. http://dx.doi.org/10.1017/s1365100506050085.
Full textPenezić, Nenad, Goran Anđelić, Marko Milošević, and Vilmoš Tot. "Application of modified GARCH methodology: Developed financial markets versus emerging financial markets." Serbian Journal of Management 15, no. 2 (2020): 241–61. http://dx.doi.org/10.5937/sjm15-20566.
Full textZaród, Jadwiga. "Czynniki kształtujące ceny wybranych produktów rolno żywnościowych." Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego 17(32), no. 3 (September 30, 2017): 298–307. http://dx.doi.org/10.22630/prs.2017.17.3.75.
Full textPhillips, Shauna, and Fredoun Z. Ahmadi-Esfahani. "Exchange rates and foreign direct investment: theoretical models and empirical evidence*." Australian Journal of Agricultural and Resource Economics 52, no. 4 (December 2008): 505–25. http://dx.doi.org/10.1111/j.1467-8489.2008.00431.x.
Full textGuisinger, Alexandra, and David Andrew Singer. "Exchange Rate Proclamations and Inflation-Fighting Credibility." International Organization 64, no. 2 (April 2010): 313–37. http://dx.doi.org/10.1017/s0020818310000056.
Full textFlood, R. P., and P. M. Garber. "The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates." Quarterly Journal of Economics 106, no. 4 (November 1, 1991): 1367–72. http://dx.doi.org/10.2307/2937968.
Full textKim, Byung-Yeon, and Iikka Korhonen. "Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models." Economic Systems 29, no. 2 (June 2005): 144–62. http://dx.doi.org/10.1016/j.ecosys.2005.03.005.
Full textVan der Geest, Willem. "Peter J. Montiel, Pierre-Richer Agenor, and Nadeem ul Haque. Informal Financial Markets in Developing Countries: A Macroeconomic Analysis. Published in the "Advances in Theoretical and Applied Economics" series edited by Homa Motamen-Scobie. Oxford: Blackwell. 1992. i-xi + 212 pp., including appendices. Hardbound. £40.00." Pakistan Development Review 32, no. 3 (September 1, 1993): 332–35. http://dx.doi.org/10.30541/v32i3pp.332-335.
Full textMishra, Prachi, and Antonio Spilimbergo. "Exchange Rates and Wages in an Integrated World." American Economic Journal: Macroeconomics 3, no. 4 (October 1, 2011): 53–84. http://dx.doi.org/10.1257/mac.3.4.53.
Full textZhu, Ke, Wai Keung Li, and Philip L. H. Yu. "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates." Journal of Business & Economic Statistics 35, no. 4 (April 25, 2017): 528–42. http://dx.doi.org/10.1080/07350015.2015.1123634.
Full textDevereux, Michael B., and Viktoria V. Hnatkovska. "Borders and Nominal Exchange Rates in Risk-Sharing." Journal of the European Economic Association 18, no. 3 (March 28, 2019): 1238–83. http://dx.doi.org/10.1093/jeea/jvz012.
Full textSimon, György, and György Simon. "Some questions of world economic competition." Medjunarodni problemi 60, no. 2-3 (2008): 257–90. http://dx.doi.org/10.2298/medjp0803257s.
Full textRossi, Barbara. "Exchange Rate Predictability." Journal of Economic Literature 51, no. 4 (December 1, 2013): 1063–119. http://dx.doi.org/10.1257/jel.51.4.1063.
Full textFranses, Philip Hans, and Timo Teräsvirta. "INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS." Macroeconomic Dynamics 5, no. 4 (September 2001): 461–65. http://dx.doi.org/10.1017/s136510050102301x.
Full textSultan, Julius Jhonny Sarungu, Albertus Maqnus Soesilo, and Siti Aisyah Tri Rahayu. "Oil price and Indonesian economic growth." Problems and Perspectives in Management 17, no. 1 (March 5, 2019): 152–62. http://dx.doi.org/10.21511/ppm.17(1).2019.14.
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