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Modeling and Forecasting the Realized Volatility of US Dollar/Canadian Dollar Using High Frequency Data

SSRN Electronic Journal, 2008
This paper first examines the properties of the realized volatilities of US Dollar/Canadian Dollar spot exchange rate covering a time span of about three years and then the deseasonalized volatilities are estimated and forecasted using a fractionally-integrated model.
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Where Will the US Dollar Go?

2017
In the eighteenth century, Britain was the largest economy of the Western world; London was the center of international trade and finance; the currency was convertible so that sterling became the world’s reserve currency. After World War II, the US dollar dethroned the British sterling to become the world’s leading reserve currency. The dollar accounts
Jeffrey Yi-Lin Forrest   +2 more
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The US Economy and the Dollar

Canadian Public Policy / Analyse de Politiques, 1989
Renewed discussion of target ranges for exchange rates and the continuing large US external deficit raises the question whether exchange rates are sustainable at near current levels. This issue is explored here in the context of US macroeconomic adjustments.
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Forecasting Canadian Dollar against the US Dollar via Combined Approaches

International Journal of Smart Business and Technology, 2023
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US Dollar Dominance in Asia’s Trade Invoicing

SSRN Electronic Journal, 2022
Rogelio Mercado   +2 more
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Interdependence Relation Among Google Trend Dollar Searches and US Dollar Rate

2019
Dünyada ve Türkiye’de oldukça büyük bir yeri olan Google, akıllı telefonlar ve bilgisayarlar sayesinde milyarlarca kullanıcıya hizmet sunmaktadır. Kullanıcılar yapmış oldukları aramalar ile büyük bir bilgi ve analiz havuzu oluşturulmasına katkı sağlamaktadır.
KOCABIYIK, Turan   +2 more
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Dollar Price Prediction Using ARIMA

2023
Alokam Ujwala Bharati   +4 more
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US Dollar swaps after LIBOR

The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape.
Heidorn, Thomas, Meier, Rebecca
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