Do the combination models perform better than the fundamental models in forecasting the exchange rates?

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Do the combination models perform better than the fundamental models in forecasting the exchange rates?

This study examines the predictability of the simple average combination model and the inverse average error combination model in forecasting the out-of-sample EUR/USD, GBP/USD, and JPY/USD exchange rates from 1st July 2019 to 30th June 2020. Out of the three currency pairs examined, both of the com...

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Bibliographic Details
Main Author:	Liu, Harn Jy
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/61594/

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