The article analyzes different models used to predict exchange rates between the US, UK, Japan, and the Euro Zone. They looked at how well these models performed before and after the 2008 financial crisis. The study found that models based on interest rates were more accurate in the short term, especially during times of crisis. However, models based on price differences were more reliable in the long term, but their effectiveness varied between countries. These findings help guide which models to use depending on the level of exchange rate volatility.