Giulia Sestieri
Biographic Data
| ID | 8880258 |
|---|---|
| NAME | Giulia Sestieri |
| GIVEN NAMES | Giulia |
| FAMILY NAME | Sestieri |
| SIGNATURE | SESTIERI G |
| AFFILIATIONS | Banque de France |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2012 |
| H-INDEX | 0 |
The Predictive Information Content of External Imbalances for Exchange Rate Returns
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to forecast out-of-sample four major US dollar exchange rates using various economic criteria of model evaluation. The analysis shows that the model provides e…
No prominent works on this page.
The Predictive Information Content of External Imbalances for Exchange Rate Returns
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to forecast out-of-sample four major US dollar exchange rates using various economic criteria of model evaluation. The analysis shows that the model provides e…
Benchmark (surveying) (1 work) · Econometrics (1 work) · Economics (1 work) · Exchange rate (1 work) · Finance (1 work) · Finance (1 work) · Financial economics (1 work) · Global Financial Crisis and Policies (1 work) · Liberian dollar (1 work) · Market Dynamics and Volatility (1 work)