Zoltán Schepp

University of Pecs

Associate Professor

Rakoczi 80

Pecs, 7622

Hungary

SCHOLARLY PAPERS

2

DOWNLOADS

180

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates

Corvinus University of Budapest, Mathematical Economics and Economic Analysis Working Paper No. 2007/5
Number of pages: 49 Posted: 22 May 2007
Zsolt Darvas and Zoltán Schepp
Budapest University of Economic Sciences and Public Administration and University of Pecs
Downloads 105 (312,080)

Abstract:

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bootstrap, forecasting performance, out of sample, random walk, VECM

2.

Long Maturity Forward Rates of Major Currencies are Stationary

Corvinus University of Budapest, Dept. of Mathematical Economics and Economic Analysis Working Paper No. 2006/3
Number of pages: 8 Posted: 08 Jan 2007
Zsolt Darvas and Zoltán Schepp
Budapest University of Economic Sciences and Public Administration and University of Pecs
Downloads 75 (384,185)

Abstract:

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forward exchange rate, unit root tests