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Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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Exchange rate forecasting, order flow and macroeconomic information
Rime, Dagfinn; Samo, Lucio; Sojli, Elvira - 2009
Persistent link: https://www.econbiz.de/10003830188
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.; Taylor, Mark P. - 1993
Persistent link: https://www.econbiz.de/10013421950
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Exchange rates, innovations and forecasting
Wolff, Christiaan Cornelis Petrus - 1987
Persistent link: https://www.econbiz.de/10000722316
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Can parameter instability explain the Meese-Rogoff puzzle?
Bacchetta, Philippe; Van Wincoop, Eric; Beutler, Toni - 2009
Persistent link: https://www.econbiz.de/10003875518
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Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio; Schmeling, Maik - 2013
Persistent link: https://www.econbiz.de/10009760836
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Oil prices and experts' forecasts of seven exchange rates
Baghestani, Hamid; Abual-Foul, Bassam M. - In: Applied economics 52 (2020) 55, pp. 6045-6056
Persistent link: https://www.econbiz.de/10012308424