Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications PDF Author: I. Moosa
Publisher: Springer
ISBN: 0230379001
Category : Business & Economics
Languages : en
Pages : 420

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Book Description
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications PDF Author: I. Moosa
Publisher: Springer
ISBN: 0230379001
Category : Business & Economics
Languages : en
Pages : 420

Get Book Here

Book Description
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications PDF Author: I. Moosa
Publisher: Palgrave Macmillan
ISBN: 9780312228927
Category : Business & Economics
Languages : en
Pages : 424

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Book Description
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market PDF Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451976364
Category : Business & Economics
Languages : en
Pages : 40

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Book Description
This paper seeks to advance the discussion of monetary policy strategies in several ways. One involves a comparison of targets for nominal GNP and the price level, with emphasis on specificational robustness and implications for output variability. A second pertains to various “indicator” variables recently suggested by Federal Reserve officials. In this regard, a careful review of the relevant conceptual distinctions--concerning instruments, targets, indicators, etc.--is required. Finally, the proposal that strategy should be conducted so as to place minimal reliance on quantity variables is given attention, in the context of evidence concerning the merits of an interest rate instrument.

Exchange Rate Determination

Exchange Rate Determination PDF Author: Michael Rosenberg
Publisher: McGraw Hill Professional
ISBN: 9780071415019
Category : Business & Economics
Languages : en
Pages : 300

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Book Description
Models and Strategies for Exchange Rate ForecastingMichael R. RosenbergGetting an accurate exchange rate is critical for any company doing business in today's global economy. Exchange Rate Determination--written by the number one-ranked foreign exchange team in the world--examines the methods used to accurately and profitably forecast foreign exchange rates. This hands-on guidebook uses extensive charts and tables to examine currency option markets, productivity trends and exchange rates; technical analysis methods to improve currency forecasting accuracy; and more.

Forecasting Methods and Their Accuracy

Forecasting Methods and Their Accuracy PDF Author: Sarinya Piamsilpa
Publisher:
ISBN:
Category :
Languages : en
Pages : 116

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Book Description


Foreign-Exchange-Rate Forecasting with Artificial Neural Networks

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks PDF Author: Lean Yu
Publisher: Springer Science & Business Media
ISBN: 038771720X
Category : Business & Economics
Languages : en
Pages : 323

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Book Description
This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market PDF Author: Jeffrey A. Frankel
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 46

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Book Description


Exchange Rate Forecasting : Practical Applications & Technical Concerns

Exchange Rate Forecasting : Practical Applications & Technical Concerns PDF Author: John D. Pollner
Publisher:
ISBN:
Category :
Languages : en
Pages : 170

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Book Description


Foreign Exchange Rates

Foreign Exchange Rates PDF Author: Arif Orçun Söylemez
Publisher: Routledge
ISBN: 1000357317
Category : Business & Economics
Languages : en
Pages : 83

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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.

Currency Forecasting

Currency Forecasting PDF Author: Michael Roy Rosenberg
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 408

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Book Description
This text explains the methods and aspects of exchange rate forecasting, including purchasing power, parity, interest rate differentials and technical analysis. Guidelines for reducing risk with forecasting strategies are included, as are techniques for co