Please use this identifier to cite or link to this item:
Title: An econometric study of forecasting French foreign exchange rates
Authors: Arize, Augustine C.
Kallianiotis, Ioannis N.
Malindretos, John
Panayides, Alexis
Sylla, Cheickna
Keywords: Industrial efficiency -- France
Foreign exchange rates -- France
Forecasting -- Economic aspects
Issue Date: 2021
Publisher: ISMASYSTEMS Scientific Research
Citation: Arize, A. C., Kallianiotis, I. N., Malindretos, J., Panayides, A., & Sylla, C. (2021). An econometric study of forecasting French foreign exchange rates. International Journal of Finance, Insurance and Risk Management, 11(1), 3-14.
Abstract: Purpose: The objective of this paper is to study possible diversity of exchange rate models, by applying both parametric and nonparametric techniques, and examines said models’ collective predictive performance. Design/Methodology/Approach: We shall choose the forecasting predictor with the smallest Root Mean Square Forecast Error (RMSE). The better type of exchange rate model is in the Autoregressive model’s equation, according to the empirical evidence, although none of this data yields an optimal forecast. Findings: In our conclusion, the error correction versions of these exchange rate models will be adjusted so that credible long-run elasticities can be imposed on each model’s fundamental variables.
Appears in Collections:Volume 11, Issue 1, 2021

Files in This Item:
File Description SizeFormat 
An_econometric_study_of_forecasting_french_foreign_exchange_rates.pdf411.21 kBAdobe PDFView/Open

Items in OAR@UM are protected by copyright, with all rights reserved, unless otherwise indicated.