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~source:"econis"
~subject:"Exchange rate"
~subject:"Forecast"
~subject:"Prognose"
~type_genre:"Article in journal"
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Exchange rate
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536
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528
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1
Analysts versus the
random
walk
in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
3
Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine
;
Aouad, Hadjar Soumia
;
Djellouli, Nassima
- In:
Management dynamics in the knowledge economy
10
(
2022
)
4/38
,
pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
Saved in:
4
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
5
Application of Taylor rule fundamentals in forecasting exchange rates
Agyapong, Joseph
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-27
employs various Taylor rule models with a non-drift
random
walk
using monthly data from 1995 to 2019. The efficacy of the …
Persistent link: https://www.econbiz.de/10012548336
Saved in:
6
A power booster factor for out-of-sample tests of predictability
Pincheira, Pablo
- In:
Economía : revista del Departamento de Economía, …
45
(
2022
)
89
,
pp. 150-183
Persistent link: https://www.econbiz.de/10014253600
Saved in:
7
Commodity prices and exchange rates : evidence from commodity-dependent developed and emerging economies
Haider, Saba
;
Nazir, Mian Sajid
;
Jiménez, Alfredo
; …
- In:
International journal of emerging markets
18
(
2023
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10014333446
Saved in:
8
Forecasting the variability of stock index returns with the multifractal
random
walk
model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
9
Forecasting the U.S. Dollar in the 21st Century
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
Journal of international economics
141
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014280840
Saved in:
10
Market participants or the
random
walk
: who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
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