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Exchange rate predictability

Discussion paper

DP15305 Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio

Ilias Filippou
David Rapach
Mark Taylor
Guofu Zhou

17 Sep 2020

International Macroeconomics and Finance
C45
F31
F37
G11
G12
G15

VoxEU Column

Exchange rate predictability in the medium term

Pınar Yeşin

26 Oct 2016

Exchange Rates
Institutions and economics
International Finance

VoxEU Column

Volatility insurance and exchange rate predictability: The VRP currency strategy

Tarun Ramadorai
Lucio Sarno
Pasquale Della Corte

9 Jan 2014

Exchange Rates

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