An Investigation of Currency Forecasting with Particular Emphasis on the UK and China
This paper compares a number of models on the basis of their accuracy in forecasting the future value of the RMB and British Pound sterling for six months, one- year and two-year horizons. Purchasing power parity, uncovered interest parity and expectation theory are considered in the paper. Forecast...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
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| Online Access: | https://eprints.nottingham.ac.uk/20496/ |