Exchange rate forecasting using economic models and technical trading rules
Nima Zarrabi, Stuart Snaith and Jerry Coakley
| Year of publication: |
2022
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|---|---|
| Authors: | Zarrabi, Nima ; Snaith, Stuart ; Coakley, Jerry |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 10, p. 997-1018
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| Subject: | econometric models | FX excess returns | out-of-sample predictability | time series | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Wirtschaftsmodell | Economic model | Makroökonometrie | Macroeconometrics | Finanzanalyse | Financial analysis | Ökonometrisches Modell | Econometric model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1949368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373357