Revisiting the Out-of-Sample Exchange Rate Predictability in the Monetary Model

SSRN Electronic Journal ◽

10.2139/ssrn.1985756 ◽

2011 ◽

Author(s):

Hsiu-Hsin Ko

Keyword(s):

Exchange Rate ◽

Monetary Model ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Out-of-sample exchange rate predictability with Taylor rule fundamentals

Journal of International Economics ◽

10.1016/j.jinteco.2008.11.001 ◽

2009 ◽

Vol 77 (2) ◽

pp. 167-180 ◽

Cited By ~ 194

Author(s):

Tanya Molodtsova ◽

David H. Papell

Keyword(s):

Exchange Rate ◽

Taylor Rule ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Exchange rate predictability and a monetary model with time-varying cointegration coefficients

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2013.05.003 ◽

2013 ◽

Vol 37 ◽

pp. 394-410 ◽

Cited By ~ 22

Author(s):

Cheolbeom Park ◽

Sookyung Park

Keyword(s):

Exchange Rate ◽

Time Varying ◽

Monetary Model ◽

Exchange Rate Predictability

Download Full-text

Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2019.04.002 ◽

2019 ◽

Vol 61 ◽

pp. 241-263 ◽

Cited By ~ 1

Author(s):

Ibrahim Jamali ◽

Ehab Yamani

Keyword(s):

Exchange Rate ◽

Emerging Markets ◽

Technical Analysis ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Taylor rule deviations and out-of-sample exchange rate predictability

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2016.06.002 ◽

2016 ◽

Vol 69 ◽

pp. 22-44 ◽

Cited By ~ 8

Author(s):

Onur Ince ◽

Tanya Molodtsova ◽

David H. Papell

Keyword(s):

Exchange Rate ◽

Taylor Rule ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2601193 ◽

2015 ◽

Cited By ~ 1

Author(s):

Onur Ince ◽

Tanya Molodtsova ◽

David H. Papell

Keyword(s):

Exchange Rate ◽

Taylor Rule ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Can Offshore Markets Beat Random Walk? An Evaluation of the Out-of-Sample RMB Exchange Rate Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2795627 ◽

2016 ◽

Author(s):

Sichong Chen ◽

Qiyuan Xu

Keyword(s):

Exchange Rate ◽

Random Walk ◽

Rmb Exchange Rate ◽

Out Of Sample ◽

Exchange Rate Predictability

Download Full-text

Forward Exchange Rate Biasedness Across Developed and Developing Country Currencies: Do Observed Patterns Persist Out of Sample?

SSRN Electronic Journal ◽

10.2139/ssrn.2135796 ◽

2012 ◽

Author(s):

Brian M. Lucey ◽

Grace Loring

Keyword(s):

Exchange Rate ◽

Developing Country ◽

Out Of Sample

Download Full-text

Exchange Rate Predictability and the Skewness of Bid-Ask Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.2605544 ◽

2015 ◽

Cited By ~ 2

Author(s):

Oghenovo A. Obrimah

Keyword(s):

Exchange Rate ◽

Bid Ask Spreads ◽

Exchange Rate Predictability

Download Full-text

The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3455713 ◽

2019 ◽

Author(s):

Ilias Filippou ◽

David Rapach ◽

Mark Peter Taylor ◽

Guofu Zhou

Keyword(s):

Exchange Rate ◽

Carry Trade ◽

Exchange Rate Predictability

Download Full-text

Some Thoughts on the Monetary Model of Exchange Rate Determination - A Note

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/1990/v32/i1/116162 ◽

1990 ◽

Vol 32 (1) ◽

pp. 88

Author(s):

Smriti Mukherjee

Keyword(s):

Exchange Rate ◽

Monetary Model ◽

Exchange Rate Determination

Download Full-text