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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market »

Source: Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Volume/Issue: 1990/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1990

ISBN: 9781451975000

Keywords: survey, exchange rate, foreign exchange, foreign exchange market, forecasting

This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated...

I Introduction

I Introduction »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

In 1979 the European Monetary System (EMS) was established to create a “zone of monetary stability” within the European Community (EC). This zone of stability was to be achieved by means of close monetary co...

II Institutional Structure and Historical Development of the EMS

II Institutional Structure and Historical Development of the EMS »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

Objectives of the EMS The objectives of the EMS were identified in discussions at the European Council during the period leading up to the establishment of the system in early 1979....

III The “1992 Program” to Unify EC Financial Markets

III The “1992 Program” to Unify EC Financial Markets »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

The Single Market Program In June 1985, EC heads of governments approved a White Paper, put forward by the Commission, which contained some 300 measures designed to further unify EC...

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market »

Volume/Issue: 1990/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1990

DOI: http://dx.doi.org/10.5089/9781451975000.001

ISBN: 9781451975000

Keywords: survey, exchange rate, foreign exchange, foreign exchange market, forecasting

This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated...

Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates

Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates »

Volume/Issue: 1998/29

Series: IMF Working Papers

Author(s): Jenny Lye

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1998

DOI: http://dx.doi.org/10.5089/9781451844771.001

ISBN: 9781451844771

Keywords: ARCH, Generalized Student t Distributions, Modeling Variance, Exchange Rates, exchange rate, skewness, normal distribution, statistics

This paper builds on the ARCH approach for modeling distributions with time-varying conditional variance by using the generalized Student t distribution. The distribution offers flexibility in modeling both leptoku...

IV Maintaining a Zone of Monetary Stability

IV Maintaining a Zone of Monetary Stability »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

The prospective structural changes in European financial markets associated with 1992, along with the increased scope for currency substitution and portfolio diversification, have prompted new questions abou...

Managing Financial Risks in indebted Developing Countries
			: Occa Paper No.65

Managing Financial Risks in indebted Developing Countries : Occa Paper No.65 »

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

DOI: http://dx.doi.org/10.5089/9781557751164.084

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

This paper examines the types of market-related hedging instruments that could potentially be useful to indebted developing countries as they seek to manage the financial risks created by variability of the prices...

Back Matter

Back Matter »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

This paper examines the types of market-related hedging instruments that could potentially be useful to indebted developing countries as they seek to manage the financial risks created by variability of the prices...

Front Matter

Front Matter »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

This paper examines the types of market-related hedging instruments that could potentially be useful to indebted developing countries as they seek to manage the financial risks created by variability of the prices...