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Commercially available order flow data and exchange rate movements : caveat emptor

Sager, Michael; Taylor, Mark P. - In: Journal of money, credit and banking : JMCB 40 (2008) 4, pp. 583-625

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Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev.

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How well do monetary fundamentals forecast exchange rates?

Neely, Christopher J. (contributor); … - 2002 - [Elektronische Ressource]

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Forecasting foreign exchange volatility : is implied volatility the best we can do?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

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The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

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Forecasting exchange rates of major currencies with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - 2020

This paper presents unprecedented exchange rate forecasting results, based upon a new model that approximates the gap between the fundamental equilibrium exchange rate and the actual exchange rate with the long-maturity forward exchange rate. The theoretical derivation of our forecasting...

Persistent link: https://www.econbiz.de/10012302033