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Forecasting exchange rate: A bibliometric and content analysis

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  • de Souza Vasconcelos, Camila
  • Hadad Júnior, Eli

Abstract

The study aims to present a systematic overview of the research in the field of exchange rate projection models through bibliometric techniques and content analysis. First, 775 articles published in journals within the scope of the international Web of Science database from 1966 to May 2021 were analyzed through bibliometric techniques. Second, a selected sample of 69 articles was analyzed through a detail content analysis to identify hot topics and new avenues of interest in the field. The research findings suggest that the scientific production on the subject is in wide development. New approaches have been incorporated, such as neural networks, requiring a broad perspective by the researcher in the evaluation of the empirical results.

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  • de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
    • Handle: RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628
    DOI: 10.1016/j.iref.2022.09.006
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    Keywords

    Exchange rate; Models; Bibliometric review; Content analysis;
    All these keywords.

    JEL classification:

    • F3 - International Economics - - International Finance
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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