Foreign Exchange Rates
  • Author : Arif Orçun Söylemez
  • Release Date : 07 February 2021
  • Publisher : Routledge
  • Genre : Business & Economics
  • Pages : 68
  • ISBN 13 : 9781000357318

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Book Description: Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies, etc., offer some hope. While we are still unable to beat a driftless random walk model, there has been serious progress in the field. This book provides an in-depth assessment of the use of novel statistical approaches and machine learning tools in predicting foreign exchange rate movement. First, it offers a historical account of how exchange rate regimes have evolved over time, which is critical to understanding turning points in a historical time series. It then presents an overview of the previous attempts at modeling exchange rates, and how different methods fared during this process. At the core sections of the book, the author examines the time series characteristics of exchange rates and how contemporary statistics and machine learning can be useful in improving predictive power, compared to previous methods used. Exchange rate determination is an active research area, and this book will appeal to graduate-level students of international economics, international finance, open economy macroeconomics, and management. The book is written in a clear, engaging, and straightforward way, and will greatly improve access to this much-needed knowledge in the field.

Foreign Exchange Rates

Foreign Exchange Rates

Author : Arif Orçun Söylemez
Publisher : Routledge
Genre : Business & Economics
Get Book

Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies, etc., offer some hope. While we are still unable to beat a driftless random walk model, there has been serious progress in the field. ...

Handbook of Exchange Rates

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Publisher : John Wiley & Sons
Genre : Business & Economics
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Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become theanchor reference for people working in the foreign exchangefield.” —Richard K. Lyons, Dean and Professor of Finance,Haas School of Business, University of CaliforniaBerkeley “It is quite easily the most wide ranging treaty ofexpertise on ...

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Publisher : Business Expert Press
Genre : Business & Economics
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Publisher : Unknown
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Publisher : Cambridge University Press
Genre : Business & Economics
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Publisher : MIT Press
Genre : Business & Economics
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