Exchange rates and fundamentals: Forecasting with long maturity forward rates - Darvas, Zsolt; Schepp, Zoltán (Journal of international money and finance, 2024)
Keywords: Error correction; Exchange rates; Forecasting performance; Monetary model; Out-of-sample; Random walk; Exchange rates; F41; F31; Random walk; Monetary model; Forecasting performance; G15; F37; Error correction; Out-of-sample