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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper"
~person:"Neely, Christopher J."
~subject:"Theorie"
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Forecasting model
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Neely, Christopher J.
McAleer, Michael
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Applied economics letters
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ECONIS (ZBW)
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1
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
2
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
3
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
4
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
5
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
6
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
7
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
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