VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/1222
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Truong Nguyen Thien Thu | en_US |
dc.date.accessioned | 2021-10-28T06:45:21Z | - |
dc.date.available | 2021-10-28T06:45:21Z | - |
dc.date.issued | 2020 | - |
dc.identifier.uri | http://epub.vgu.edu.vn/handle/dlibvgu/1222 | - |
dc.description.abstract | Exchange rates have always been considered hard to predict, as they vary among countries and related policies. After the study posted by Meese and Rogoff (1983a, 1983b), emphasizing the random walk model to be the most efficient forecasting method, research has been made to prove that exchange rate is predictable at long horizons. This paper investigates the forecast performance of exchange rates stickyprice model of a developed country (Japan) and a developing country (Thailand) in the long-run. An evaluation of the models predictability is made using Root Mean Square Error method, in relation to the actual vales. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Vietnamese-German University | en_US |
dc.subject | Exchange rate | en_US |
dc.subject | Develped country | en_US |
dc.subject | Developing country | en_US |
dc.title | Exchange rate forecasting models: a comparison between a developed and a developing country | en_US |
dc.type | Thesis | en_US |
item.grantfulltext | restricted | - |
item.fulltext | With Fulltext | - |
item.languageiso639-1 | other | - |
Appears in Collections: | Finance & Accounting (FA) |
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File | Size | Format | Existing users please Login |
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Exchange rate forecasting models a comparision between a developed and a developing country.pdf | 2.68 MB | Adobe PDF |
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