Do analysts' forecasts of term spread differential help predict directional change in exchange rates?
Year of publication: |
January 2017
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Authors: | Baghestani, Hamid ; Toled, Hugo |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 47.2017, p. 62-69
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Subject: | Yield curve | Blue Chip survey | Directional accuracy | Symmetric loss | Zinsstruktur | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Finanzanalyse | Financial analysis | Theorie | Theory | Prognose | Forecast |
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