Global financial cycles and exchange rate forecast: A factor analysis
This study applies portfolio balance theory in forecasting exchange rate. The study further argues for the need to account for the role of Global Financial Cycle (GFCy). As such, the first stage of the analysis is estimate a GFCy model and obtain the idiosyncratic shock. Next, we use the results in...
Spremljeno u:
| Glavni autor: | |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Elsevier
2020-12-01
|
| Serija: | Borsa Istanbul Review |
| Teme: | |
| Online pristup: | http://www.sciencedirect.com/science/article/pii/S2214845020300351 |
| Oznake: |
Bez oznaka, Budi prvi tko označuje ovaj zapis!
|