By Bilal Hafeez 24-02-2021
In: post | Newsletter

Deep Dive: How to Forecast Future USD Changes

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(1) Can The S&P500 Help Forecast Changes In The USD? (6 min read)
A new NBER working paper finds that the current level of the USD has strong predictive power when forecasting future exchange rate changes. So does the real exchange rate, the S&P500 and the Repo rate.

(Sam van de Schootbrugge │ 24th February, 2021)

 

 

 

 

 

(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)

 

 

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