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A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh; Wang, Xiangning - In: Economic modelling 82 (2019), pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
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Do forecasters of major exchange rates herd?
Frenkel, Michael; Mauch, Matthias; Ruelke, Jan-Christoph - In: Economic modelling 84 (2020), pp. 214-221
Persistent link: https://www.econbiz.de/10012210347
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On the cross-sectional relation between exchange rates and future fundamentals
Kharrat, Sabrine; Hammami, Yacine; Fatnassi, Ibrahim - In: Economic modelling 89 (2020), pp. 484-501
Persistent link: https://www.econbiz.de/10012426210
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Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
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Trend-based forecast of cryptocurrency returns
Tan, Xilong; Tao, Yubo - In: Economic modelling 124 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014463299
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Modeling and forecasting return jumps using realized variation measures
Liu, Yi; Liu, Huifang; Zhang, Lei - In: Economic modelling 76 (2019), pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu; Cai, Xiao Jing; Zhang, Huimin; Hamori, Shigeyuki - In: Economic modelling 55 (2016), pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
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The skewness risk premium in currency markets
Broll, Michael - In: Economic modelling 58 (2016), pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608