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Michael R. Rosenberg Head of Global FX Research David Folkerts-Landau Managing Director, Head of Global Markets Research Exchange-Rate Determination in the Short, Medium, & Long Run The Deutsche Bank Guide to Exchange-Rate Determination A Survey of Exchange-Rate Forecasting Models and Strategies Bandwagon Effect/ Trend-Following Behavior Real Interest-Rate Differentials …
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Currency Forecasting, the most authoritative work on the subject, explains every major method and aspect of exchange rate forecasting, from purchasing power to party to asset market models to technical analysis. Written by Michael Rosenberg, an acclaimed expert in the field, this book blends theoretical discussions with the day-to-day strategies used by top traders. Currency Forecasting
Currency Forecasting is an important resource in the quest to develop a better understanding of the diverse forces which influence rates of currency exchange throughout the world. currency forecasting refers to the ability to predict the long-term value and price of a currency.CURRENCY FORECASTING As the name suggests.
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Models and Strategies for Exchange Rate ForecastingMichael R. RosenbergGetting an accurate exchange rate is critical for any company doing business in today’s global economy.
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crawling peg (band larger than +/- 2 percent) or managed floating, and code 4 free floating. However, code 5 corresponds to a ―freely falling‖ regime and code 6 to a regime with dual currency markets with missing data for the parallel market.
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Currency Forecasting Written by Michael Rosenberg, Currency Forecasting is one of the most authoritative works on the subject of currency forecasting to date. It covers each and every method and aspect of rate forecasting.


Rosenberg, Michael R. Currency Forecasting: A Guide to Fundamental and Technical Models of Exchange Rate Determination. Burr Ridge , IL: Irwin Professional Publishing. 1996. Exchange rates are widely regarded as the single most important price in an open economy. It goes without saying that an
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Excellent book, bit expensive. but it gave me very good information about the inner workings of currency trading world. One of my top recommendations if you are interested in the deeper understanding about the interconnection between currencies and countries.
My copy of Currency Forecasting doesn’t have a price on it, but Exchange Rate Determination was when it was first published in 2003. If it really does sell for ,869 now, that’s a 32% CAGR (compound annual growth rate), which is extraordinary! It is certainly the best investment I ever made. Even 0 is a 19% CAGR over that period, which no doubt beats most of the stocks I ever bought.

MICHAEL R. ROSENBERG University of Wisconsin–Madison

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Currency Forecasting, the most authoritative work on the subject, explains every major method and aspect of exchange rate forecasting, from purchasing power, parity and interest rate differentials to technical analysis. Inside you will find guidelines for reducing risk with forecasting strategies and techniques for combining forecasting strategies into a single, powerful method.

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