Template-Type: ReDIF-Paper 1.0
Title: Forecasting exchange rates of major currencies with long maturity forward rates
Handle: RePEc:bre:wpaper:35829
Author-Name: Zsolt Darvas
Author-Name: Zoltán Schepp
Abstract: This paper presents unprecedented exchange rate forecasting results based upon a new model which approximates the gap between the fundamental equilibr
Creation-Date: 2020-04
File-URL: https://www.bruegel.org/sites/default/files/wp_attachments/WP-2020-02-Zsolt-Darvas-Forecasting-Exchange-Rates-of-Major-Currencies-with-Long-Maturity-Rates.pdf
File-Format: Application/pdf