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Exchange Rate Forecasting


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Table of Contents

Expectations and Forecasting: An Overview Exchange Rate Forecasting as an Input in the Decision-Making Process Univariate Time Series Techniques Multivariate Time Series Models Market-Based Forecasting: The Spot and Forward Exchange Rates Judgmental and Composite Forecasting Technical Analysis Trading Rules Recent Developments: Neural Networks and Chaos Measuring Forecasting Accuracy Selection, Implementation and Monitoring of Forecasts Case Studies Concluding Remarks References

About the Author

IMAD MOOSA is currently Associate Professor in Economics and Finance at La Trobe University, Australia, prior to which he lectured at the University of Sheffield, UK. Before entering academia, he worked as a professional economist and investment banker for over ten years.

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