Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters

Boniface P. Yemba, Olusegun Michael Otunuga, Biyan Tang, Nabaneeta Biswas

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@article{a606022224764beebc0ec9208d1c7a33,

title = "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters",

author = "Yemba, {Boniface P.} and Otunuga, {Olusegun Michael} and Biyan Tang and Nabaneeta Biswas",

year = "2023",

month = mar,

doi = "10.1016/j.frl.2022.103571",

language = "Undefined",

volume = "52",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters

AU - Yemba, Boniface P.

AU - Otunuga, Olusegun Michael

AU - Tang, Biyan

AU - Biswas, Nabaneeta

PY - 2023/3

Y1 - 2023/3

UR - https://doi.org/10.1016/j.frl.2022.103571

U2 - 10.1016/j.frl.2022.103571

DO - 10.1016/j.frl.2022.103571

M3 - Article

SN - 1544-6123

VL - 52

JO - Finance Research Letters

JF - Finance Research Letters

ER -