Wei Wang

Fifth Third Bank

38 Fountain Square Plaza

Cincinnati, OH 45263

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?

Number of pages: 54 Posted: 13 Feb 2014
Jiahan Li, Ilias Tsiakas and Wei Wang
University of Notre Dame, University of Guelph and Fifth Third Bank
Downloads 524 (73,890)
Citation 5

Abstract:

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Exchange Rates, Out-of-Sample Forecasting, Elastic Net, Kitchen-Sink Regression, Combined Forecasts