An Investigation of Currency Forecasting with Particular Emphasis on the UK and China

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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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Bibliographic Details
Main Author:	Pang, Ying
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Online Access:	https://eprints.nottingham.ac.uk/20496/

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