Can currency-based risk factors help forecast exchange rates? - Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio (International journal of forecasting, 2016)
Keywords: Currency; Econometric models; Economic forecasting; Economic value; Exchange rates; Foreign exchange rates; Out-of-sample predictability; Random walk theory; Rational expectations; Risk factors; Studies; Time series; Exchange rates; Econometric models; Economic value; Time series; Out-of-sample predictability