External authors

Zoltán Schepp

Professor at the University of Pécs

Zoltán Schepp is a Hungarian citizen, based in Pécs, Hungary. He earned his PhD degree in Economics in 2004. He works at the Faculty of Business and Economics of the University of Pécs since 1991, where he became a full professor in 2018. He is the dean of the Economics School since 2015.

His research is focused on international finance, including exchange rate forecasting, foreign currency borrowing and the uncovered interest rate parity puzzle, but he also investigates various aspects of higher education policy.

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Working Paper

Forecasting exchange rates of major currencies with long maturity forward rates

This paper presents unprecedented exchange rate forecasting results based upon a new model which approximates the gap between the fundamental equilibrium exchange rate and the actual exchange rate with the long-maturity forward exchange rate.

By: Zsolt Darvas and Zoltán Schepp Topic: Global economy and trade Date: April 2, 2020