Pantelis PromponasPhD student
Investigating the out-of-sample forecasting ability of macroeconomic fundamentals to predict the nominal Exchange rate returns. I also investigate whether the FX rates have enough predictive content to forecast the major macroeconomic variables using real-time (vintage) data and Bayesian techniques. The empirical relationship between Foreign policy crises, disaster risk and exchange rate returns in terms of in-sample and out-of-sample predictability is also part of my current research.
MSc in Financial Economics (Cardiff Business School), BSc in Maritime Economics (University of Piraeus).
ESRC and LUMS funding
ECON 102: Principles of Economics
Prof. Peel David, Prof. Tsionas Mike
Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.
Promponas, P., Peel, D.A. 12/2016 Lancaster : Lancaster University, Department of Economics