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

Title Author(s)

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

Private information, capital flows, and exchange rates

Swiss National Bank Working Papers [View] (Paper: 2015-12, 06.11.2015)

JEL: C22, E58, F31, F37, G14

Forecasting commodity currencies: the role of fundamentals with short-lived predictive content

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 14/2015, 30.10.2015)

JEL: C53, C55, F37

An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)

European Central Bank Working papers [View] (Paper: 1818, 28.06.2015)

JEL: C10, E44, F32, F37, G01

Banking and currency crises: differential diagnostics for developed countries

European Central Bank Working papers [View] (Paper: 1810, 16.06.2015)

JEL: C14, E44, F37, F47, G01

Macroprudential oversight, risk communication and visualization

European Central Bank Working papers [View] (Paper: 1768, 23.03.2015)

JEL: F37, F47, G01, G15

Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses

Dallas Fed Institute Working Papers [View] (Paper: 0229, 06.03.2015)

JEL: C32, F31, F37

Exchange rate returns and external adjustment: evidence from Switzerland

Swiss National Bank Working Papers [View] (Paper: 2014-12, 12.12.2014)

JEL: F31, F32, F37, G15

The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited

St Louis Fed Working Papers [View] (Paper: 2014-034, 31.10.2014)

JEL: C13, C14, C32, C58, F31, F37, F65, G15

External Sustainability and Gross Positions: are Brazilian external accounts sustainable?

Central Bank of Brazil Working Papers [View] (Paper: 362, 13.08.2014)

JEL: F21, F32, F37, F41

Related JEL classifications

Browse all JEL classifications