---
title: Forecasting Exchange Rate Volatility
url: https://www.ml-quant.com/papers/repec/eee-intfin-v-97-y-2024-i-c-s1042443124001331/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1042443124001331%3Bh%3Drepec%3Aeee%3Aintfin%3Av%3A97%3Ay%3A2024%3Ai%3Ac%3As1042443124001331
featured: 2025-01-01
citations: unknown
topic: Derivatives & Volatility
---


# Forecasting Exchange Rate Volatility

A combined approach using financial and macroeconomic variables is the most effective for forecasting exchange rate volatility, especially when using wavelet analysis.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1042443124001331%3Bh%3Drepec%3Aeee%3Aintfin%3Av%3A97%3Ay%3A2024%3Ai%3Ac%3As1042443124001331
- Identifier: RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331
- Released: 2024-10-08
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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