Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Predictive content of equilibrium exchange rate models.

2019/33/B/HS4/01923

Keywords:

Equilibrium exchange rate models Forecasting Evaluating trading strategies Present value models Time series econometrics.

Descriptors:

  • HS4_6: Financial markets, international finance, public finance
  • HS4_3: Econometrics, statistical methods
  • HS4_13: International economics

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Michał Rubaszek 

Number of co-investigators in the project: 3

Call: OPUS 17 - announced on 2019-03-15

Amount awarded: 299 900 PLN

Project start date (Y-m-d): 2020-02-05

Project end date (Y-m-d): 2023-02-04

Project duration:: 36 months (the same as in the proposal)

Project status: Project completed

Project description

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Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.