Narrow search
Showing 1 - 10 of 21,856
Cover Image
Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60
Persistent link: https://www.econbiz.de/10011436233
Cover Image
Exchange rate predictability in a changing world
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - In: Journal of international money and finance 62 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Cover Image
Modeling and forecasting spot oil price
Ghalayini, Latife - In: Eurasian business review 7 (2017) 3, pp. 355-373
The aim of this paper is to explore the reasons of oil price volatility. It analyses the information function of oil future market and investigates the relation between speculation and spot oil price in the short run. Furthermore, the paper constructs a model for long run equilibrium able to...
Persistent link: https://www.econbiz.de/10011813494
Cover Image
Exchange rate predictability : a variable selection perspective
Kim, Young Min; Lee, Seojin - In: International review of economics & finance : IREF 70 (2020), pp. 117-134
Persistent link: https://www.econbiz.de/10012486776
Cover Image
The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - In: Journal of international money and finance 73 (2017), pp. 296-316
Persistent link: https://www.econbiz.de/10011787733
Cover Image
Korean exchange rate forecasts using Bayesian variable selection
Kim, Young Min; Lee, Seojin - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 4, pp. 1045-1062
Persistent link: https://www.econbiz.de/10013329612
Cover Image
Statistical learning and exchange rate forecasting
Colombo, Emilio; Pelagatti, Matteo - In: International journal of forecasting 36 (2020) 4, pp. 1260-1289
Persistent link: https://www.econbiz.de/10012546661
Cover Image
Should deep learning models be in high demand, or should they simply be a very hot topic? : a comprehensive study for exchange rate forecasting
Yilmaz, Firat Melih; Arabaci, Ozer - In: Computational economics 57 (2021) 1, pp. 217-245
Persistent link: https://www.econbiz.de/10012486893
Cover Image
Testing the properties of financial analysts' predictions of future spot exchange rates (example of CZK/EUR)
Mandel, Martin; Vejmělek, Jan - In: Finance a úvěr 71 (2021) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10012601894
Cover Image
Real exchange rate forecasting and PPP : this time the random walk loses
Ca'Zorzi, Michele; Muck, Jakub; Rubaszek, Michal - In: Open economies review 27 (2016) 3, pp. 585-609
Persistent link: https://www.econbiz.de/10011716953