Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model

journal contribution

posted on 2023-06-02, 05:35 authored by Chrystalleni Aristidou, Kevin LeeKevin Lee, Kalvinder Shields

Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model

History

Journal

JOURNAL OF INTERNATIONAL MONEY AND FINANCE

Volume

123

Article number

102601

Pagination

1-17

Location

Amsterdam, The Netherlands

ISSN

0261-5606

eISSN

1873-0639

Language

English

Author URL

https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000791301800002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a045e4b2bb1f2b747c68c720ec8913b7

Publication classification

C1.1 Refereed article in a scholarly journal

Publisher

Elsevier

Publication URL

https://www-sciencedirect-com.ezproxy-f.deakin.edu.au/science/article/pii/S0261560622000043?via=ihub

Usage metrics

Categories

Keywords

Business & Economics Business, Finance DENSITY FORECASTS Exchange Rates Forecasting Model Averaging Non-Nested Testing PERFORMANCE POINT Social Sciences TAYLOR RULES UK UNCERTAINTY

Licence

All Rights Reserved

Exports