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...
| Main Author: | |
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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/ |
| _version_ | 1848792085357920256 |
|---|---|
| author | Pang, Ying |
| author_facet | Pang, Ying |
| author_sort | Pang, Ying |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | 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. Forecasts derived from the forecast techniques will be compared with the actual exchange rates movements. In general, under fundamental analyses, all of the results for forecasting the value of RMB and pound sterling are both disappointing. |
| first_indexed | 2025-11-14T18:38:48Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-20496 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:38:48Z |
| publishDate | 2006 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-204962017-12-17T15:38:51Z https://eprints.nottingham.ac.uk/20496/ An Investigation of Currency Forecasting with Particular Emphasis on the UK and China Pang, Ying 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. Forecasts derived from the forecast techniques will be compared with the actual exchange rates movements. In general, under fundamental analyses, all of the results for forecasting the value of RMB and pound sterling are both disappointing. 2006 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/20496/1/06MALIXYP1.pdf Pang, Ying (2006) An Investigation of Currency Forecasting with Particular Emphasis on the UK and China. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Pang, Ying An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title | An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title_full | An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title_fullStr | An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title_full_unstemmed | An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title_short | An Investigation of Currency Forecasting with Particular Emphasis on the UK and China |
| title_sort | investigation of currency forecasting with particular emphasis on the uk and china |
| url | https://eprints.nottingham.ac.uk/20496/ |