Renminbi Exchange Rate Forecasting

AvYunjie Wei,Shouyang Wang

Häftad, Engelska, 2023

Del i serien Routledge Advances in Risk Management

573 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Inbunden

2 096 kr

Beskrivning

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.

Produktinformation

Utgivningsdatum:2023-01-09
Mått:156 x 234 x 9 mm
Vikt:300 g
Format:Häftad
Språk:Engelska
Serie:Routledge Advances in Risk Management
Antal sidor:146
Förlag:Taylor & Francis Ltd
ISBN:9780367694937

Utforska kategorier

Mer om författaren

Yunjie Wei received her PhD degree in Management Science and Engineering at University of Chinese Academy of Sciences, China in 2017 and also received a PhD degree in Management Science at City University of Hong Kong in 2018. She is currently Assistant Professor at Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China. Her research interests include economic modeling, analysis and forecasting. Shouyang Wang is currently Bairen Distinguished Professor of Management Science at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China and a Changjiang Chair Professor of Management Science and Engineering at the University of Chinese Academy of Sciences. Kin Keung Lai is currently Distinguished Professor at the College of Economics, Shenzhen University, China and also Honorary Professor at the Department of Industrial and Manufacturing Systems Engineering, Hong Kong University, Hong Kong.

Innehållsförteckning

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.