Renminbi exchange rate forecasting

書誌事項

Renminbi exchange rate forecasting

Yunjie Wei, Shouyang Wang, Kin Keung Lai

(Routledge advances in risk management / edited by Kin Keung Lai and Shouyang Wang)

Routledge, 2021

  • : hbk

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注記

References: p [131]-144

Includes index

内容説明・目次

内容説明

With the internationalization of Renminbi (RMB), the gradual liberalization of China's capital account and the recent reform of the RMB pricing mechanism, the RMB exchange rate has been volatile. This book examines how we can forecast exchange rate reliably. It explains how we can do so through a new methodology for exchange rate forecasting. The book also analyzes the dynamic relationship between exchange rate and the exchange rate data decomposition and integration, the domestic economic situation, the international economic situation and the public's expectations and how these interactions would affect the exchange rate. The book also explains why this comprehensive integrated approach is the best model for optimizing accuracy in exchange rate forecasting.

目次

Chapter 1 Introduction. Chapter 2 Literature Review. Chapter 3 The dynamic relationships of RMB and other factors. Chapter 4 A forecasting approach based on the characteristic of China's exchange rate. Chapter 5 A forecasting approach based on the domestic economic situation. Chapter 6 A forecasting approach based on the international economic situation. Chapter 7 A forecasting approach based on the public's expectations. Chapter 8 A comprehensive integrated forecasting approach based on LSTM. Chapter 9 Conclusions and future research.

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