Forecasting Exchange Rate Volatility
A combined approach using financial and macroeconomic variables is the most effective for forecasting exchange rate volatility, especially when using wavelet analysis.
Featured in No. 80 on 1 Jan 2025 ·
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- 8 Oct 2024
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- No. 80 · 1 Jan 2025
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- RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331
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