Foreign exchange EURUSD forecasting: a time-series forecasting through periodic U.S. economic event announcements

• Main Authors: Heng, Xin Peng, Chai, Jeslyn, Tan, Zheng Zhi, Woo, Wee-Liam, Yap, Yang
• Format: Final Year Project / Dissertation / Thesis
• Published: 2019
• Subjects: HG Finance
• Online Access: http://eprints.utar.edu.my/3536/1/fyp_FN_2019_HXP.pdf; http://eprints.utar.edu.my/3536/

Foreign exchange rate would experience vigorous changes immediately after the announcement of macroeconomic data. The rates in the foreign exchange market tend to be varied corresponding to participants’ perception of positive or adverse news. This research examines the significance periodic macroec...