Using Consumer Confidence Index in the Foreign Exchange Rate Forecasting.

Pei-wei Tsai Chia-Han Liu Lyu-Chao Liao Jui-Fang Chang

Published in: IIH-MSP (2015)

Keyphrases

exchange rate
foreign exchange
stock price
long run
risk aversion
financial time series
short run
currency exchange
index structure
confidence measure
purchase behavior
electronic commerce
online shopping