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Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil; Österholm, Pär - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
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Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.; Otunuga, Olusegun Michael; Tang, Biyan - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
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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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Can we beat the random walk? : the case of survey-based exchange rate forecasts in Chile
Pincheira, Pablo; Neumann, Federico - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485011
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Can economic policy uncertainty predict exchange rate volatility? : new evidence from the GARCH-MIDAS model
Zhou, Zhongbao; Fu, Zhangyan; Jiang, Yong; Zeng, Ximei; … - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436939
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Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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Nowcasting of the US unemployment rate using Google Trends
Nagao, Shintaro; Takeda, Fumiko; Tanaka, Riku - In: Finance research letters 30 (2019), pp. 103-109
Persistent link: https://www.econbiz.de/10012420306
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Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
Kutuk, Yasin; Barokas, Lina - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014581639
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A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe; Wang, Tong; Qian, Zhiyong; Hu, Shulan - In: Finance research letters 58 (2023) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
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Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013341577