تطبيق مجلس العملة كنظام صرف للجزائر = The Establishment of Currency Board as Exchange Rate System to Algeria

The Appropriate Exchange Rate System and the Regulation and Forecast of Exchange Rate for Iran's Economy

The Interest Rate–Exchange Rate Nexus in Currency Crises

Sharp exchange rate depreciations in the East Asian crisis countries (Indonesia, Korea, and Thailand) raised doubts about the efficacy of increasing interest rates to defend the currency. Using a standard monetary model of exchange rate determination, this paper shows that tighter monetary policy was in fact associated with an appreciation of the exchange rate in these countries and during the ...

Currency Exchange Rate Forecasting using Associative Models

Associative Models were created and used for pattern recognition tasks, but recently such models have shown good forecasting capabilities; by a preprocessing of a time series and some fit of the Model. In this paper, the Gamma Classifier is used as a novel alternative for currency exchange rate forecasting, where experimental results indicate that the proposed method can be effective in the Exc...

Currency Exchange Rate Forecasting From News Headlines

We investigate how money market news headlines can be used to forecast intraday currency exchange rate movements. The innovation of the approach is that, unlike analysis based on quantifiable information, the forecasts are produced from text describing the current status of world financial markets, as well as political and general economic news. In contrast to numeric time series data textual d...

Currency Exchange Rate Forecasts Using Quantile Regression

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual mo...