Exchange Rates, Stock Prices, and Commodity Prices: Are There Any Relationships?
نویسندگان
چکیده
منابع مشابه
Can Exchange Rates Forecast Commodity Prices?
This paper demonstrates that “commodity currency” exchange rates have remarkably robust power in predicting future global commodity prices, both in-sample and out-of-sample. A critical element of our in-sample approach is to allow for structural breaks, endemic to empirical exchange rate models, by implementing the approach of Rossi (2005b). Aside from its practical implications, our forecastin...
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ژورنال
عنوان ژورنال: Advances in Social Sciences Research Journal
سال: 2014
ISSN: 2055-0286
DOI: 10.14738/assrj.15.456