Central Bank Research Hub - JEL classification F37: International Finance Forecasting and Simulation: Models and Applications

Title Author(s)

The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Bank for International Settlements Working papers [View] (Paper: 652, 12.07.2017)

JEL: C53, F31, F37

International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach

San Francisco Fed Working Papers [View] (Paper: 2017-08, 20.04.2017)

JEL: C3, E5, E52, E58, F37, F42

Volatility Risk Premia and Future Commodity Returns

Central Bank of Brazil Working Papers [View] (Paper: 455, 18.04.2017)

JEL: F37, G15, G17, Q02

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

Expected Currency Returns and Volatility Risk Premia

Central Bank of Brazil Working Papers [View] (Paper: 454, 24.01.2017)

JEL: F31, F37, G12, G15, G17

Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach

San Francisco Fed Working Papers [View] (Paper: 2016-30, 19.11.2016)

JEL: C3, E4, E5, F33, F37, F42

Point, interval and density forecasts of exchange rates with time-varying parameter models

Deutsche Bundesbank Discussion Papers [View] (Paper: 19/2016, 20.06.2016)

JEL: C11, C53, F31, F37

Exchange rate forecasting with DSGE models

European Central Bank Working papers [View] (Paper: 1905, 13.05.2016)

JEL: C32, F31, F37

Exchange Rate Predictability and State-of-the-Art Models

Swiss National Bank Working Papers [View] (Paper: 2016-02, 22.03.2016)

JEL: C53, F31, F37

Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate

Dallas Fed Institute Working Papers [View] (Paper: 0262, 09.01.2016)

JEL: F31, F37, F41

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