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Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/1222
DC FieldValueLanguage
dc.contributor.authorTruong Nguyen Thien Thuen_US
dc.date.accessioned2021-10-28T06:45:21Z-
dc.date.available2021-10-28T06:45:21Z-
dc.date.issued2020-
dc.identifier.urihttp://epub.vgu.edu.vn/handle/dlibvgu/1222-
dc.description.abstractExchange 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.isoenen_US
dc.publisherVietnamese-German Universityen_US
dc.rightsAttribution-NonCommercial 4.0 International*
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/*
dc.subjectExchange rateen_US
dc.subjectDevelped countryen_US
dc.subjectDeveloping countryen_US
dc.titleExchange rate forecasting models: a comparison between a developed and a developing countryen_US
dc.typeThesisen_US
item.fulltextWith Fulltext-
item.grantfulltextrestricted-
item.languageiso639-1other-
Appears in Collections:Finance & Accounting (FA)
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