Books on the topic 'Exchange rate forecasting'

Moosa, Imad A. Exchange Rate Forecasting. London: Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230379008.

Exchange-rate determination: Models and strategies for exchange rate forecasting. New York: McGraw-Hill, 2003.

Moosa, Imad A. Exchange rate forecasting: Techniques and applications. New York: St. Martin's Press, 2000.

Exchange rate forecasting: Techniques and applications. Houndmills, Basingstoke, Hampshire, [England]: Macmillan Business, 2000.

Obstfeld, Maurice. Exchange rate dynamics redux. Cambridge, Mass: National Bureau of Economic Research, 1994.

Obstfeld, Maurice. Exchange rate dynamics redux. London: Centre for Economic Policy Research, 1995.

Evans, Martin D. D. Meese-Rogoff redux: Micro-based exchange rate forecasting. Cambridge, MA: National Bureau of Economic Research, 2005.

Evans, Martin D. D. Meese-Rogoff redux: Micro-based exchange rate forecasting. Cambridge, Mass: National Bureau of Economic Research, 2005.

Yu, Lean, Shouyang Wang, and Kin Keung Lai. Foreign-Exchange-Rate Forecasting With Artificial Neural Networks. Boston, MA: Springer US, 2007. http://dx.doi.org/10.1007/978-0-387-71720-3.

Meredith, Guy. Medium-term exchange rate forecasting: What can we expect? [Washington, D.C.]: International Monetary Fund, Western Hemisphere Department, 2003.

Chen, Zhaohui. Cointegration and exchange rate forecasting: A state space model. London: London School of Economics, Financial Markets Group, 1993.

Rogoff, Kenneth S. The continuing puzzle of short horizon exchange rate forecasting. Cambridge, MA: National Bureau of Economic Research, 2008.

Frankel, Jeffrey A. Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market. Cambridge, MA: National Bureau of Economic Research, 1990.

Fund, International Monetary. Exchange rate forecasting techniques, survey data, and implications for the Foreign Exchange Market. Washington, D.C: International Monetary Fund, 1990.

Wei, Shang-Jin. Are option-implied forecasts of exchange rate volatility excessively variable? Cambridge, MA: National Bureau of Economic Research, 1991.

Rosenberg, Michael Roy. Currency forecasting: A guide to fundamental and technicalmodels of exchange rate determination. Chicago: Irwin Professional, 1996.

Sarno, Lucio. Nonlinear exchange rate models: A selective overview. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2003.

Rosenberg, Michael Roy. Currency forecasting: A guide to fundamental and technical models of exchange rate determination. Chicago, Ill: Irwin Professional Publishing, 1996.

Mercereau, Benoît. Stock markets and the real exchange rate: An intertemporal approach. [Washington, D.C.]: International Monetary Fund, African Department, 2003.

Meredith, Guy. Long-horizon uncovered interest rate parity. Cambridge, MA: National Bureau of Economic Research, 1998.

Rose, Andrew. Expected and predicted realignments: The FF/DM exchange rate during the EMS. Cambridge, MA: National Bureau of Economic Research, 1991.

Engel, Charles. Exchange rate models are not as bad as you think. Cambridge, MA: National Bureau of Economic Research, 2007.

Engel, Charles. Exchange rate models are not as bad as you think. Cambridge, Mass: National Bureau of Economic Research, 2007.

Christoffersen, Peter F. Interest rate arbitrage in currency baskets: Forecasting weights and measuring risk. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Department, 1999.

Cumby, Robert. The predictability of real exchange rate changes in the short and long run. Cambridge, MA: National Bureau of Economic Research, 1990.

Kanas, Angelos. Forecasting exchange rate volatility: The significance of volatilities implied in currency options premiums. Birmingham: Aston Business School, 1992.

Campa, José. An options-based analysis of emerging market exchange rate expectations: Brazil's Real plan, 1994-1997. Cambridge, MA: National Bureau of Economic Research, 1999.

Fund, International Monetary. The monetary approach to the exchange rate: Rational expectations, long-run equilibrium and forecasting. Washington, D.C: International Monetary Fund, 1992.

Cheung, Yin-Wong. Integration, cointegration and the forecast consistency of structural exchange rate models. Cambridge, MA: National Bureau of Economic Research, 1997.

Cheung, Yin-Wong. Integration, cointegration and the forecast consistency of structural exchange rate models. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1995.

Canada, Bank of. The application of artificial neural networks to exchange rate forecasting: The role of market microstructure. Ottawa: Bank of Canada, 2000.

Sarantis, Nicholas. Structural and time series models of exchange rate determination: A comparison of their forecasting performance. Kingston upon Thames: Apex Centre, Kingston University, 1993.

Gradojevic, Nikola. The application of artificial neural networks to exchange rate forecasting: The role of market microstructure variables. [Ottawa]: Bank of Canada, 2000.

Engel, Charles. Long swings in the exchange rate: Are they in the data and do markets know it? Cambridge, MA: National Bureau of Economic Research, 1989.

Osler, Carol Lee. Interest rate term premiums and the failure of the speculative efficiency hypothesis: A theoretical investigation. Cambridge, MA: National Bureau of Economic Research, 1989.

Cooper, Neil. Modelling and forecasting the recent sterling-deutschmark exchange rate: A comparison between modern time-series econometrics and artificial neural networks. [s.l.]: typescript, 1994.

Zhou, Bin. Forecasting foreign exchange rates subject to de-volatilization. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.

Zhou, Bin. Forecasting foreign exchange rates subject to de-volatilization. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993.

Kuan, Chung-Ming. Forecasting exchange rates using feedforward and recurrent neural networks. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1992.

Choi, Chong Ju. Knowing exchange value. Cambridge: Judge Institute of Management Studies, 1999.

Kuan, Chung-Ming. Forecasting exchange rates using feedforward and recurrent neural networks. Champaign: University of Illinois at Urbana-Champaign, 1993.

Campa, José. The forecasting ability of correlations implied in foreign exchange options. Cambridge, MA: National Bureau of Economic Research, 1997.

Ramakrishnan, Uma. Forecasting inflation in Indonesia. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Department, 2002.

Engel, Charles. Can the Markov switching model forecast exchange rates? Cambridge, MA: National Bureau of Economic Research, 1992.

Frankel, Jeffrey A. A survey of empirical research on nominal exchange rates. Cambridge, MA: National Bureau of Economic Research, 1994.

Svensson, Lars E. O. Term, inflation, and foreign exchange risk premia: A unified treatment. Stockholm: Stockholm University, Institute for International Economic Studies, 1993.

Svensson, Lars E. O. Term, inflation, and foreign exchange risk premia: A unified treatment. Cambridge, MA: National Bureau of Economic Research, 1993.

Sarantis, Nicholas. Modelling and forecasting the U.K. pound. Kingston upon Thames: Apex Centre, Kingston University, 1993.

Erfolgreiche Devisenkursprognose: Handbuch der klassischen technischen Analyse für Devisenhandel, Aktienmärkte und Futures-Börsen. Frankfurt am Main: Verlag Börsen-Zeitung, 1990.

Neely, Christopher J. Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient, and does it matter? [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2002.