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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Exchange rate"
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Estimation
Exchange rate
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Adam, Pasrun
3
Qabhobho, Thobekile
3
Saidi, La Ode
3
Adam, Anokye M.
2
Asafo-Adjei, Emmanuel
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1
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International Journal of Energy Economics and Policy : IJEEP
Journal of forecasting
Applied economics
186
Energy economics
177
Finance research letters
175
International review of economics & finance : IREF
175
NBER working paper series
174
Economic modelling
157
Journal of international money and finance
157
Working paper / National Bureau of Economic Research, Inc.
157
NBER Working Paper
154
The North American journal of economics and finance : a journal of financial economics studies
139
International review of financial analysis
132
Journal of banking & finance
130
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126
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120
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117
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116
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113
Journal of empirical finance
111
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106
Research in international business and finance
99
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95
Economics letters
90
International journal of finance & economics : IJFE
90
Discussion paper / Tinbergen Institute
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
The journal of futures markets
69
Journal of financial economics
68
Journal of risk and financial management : JRFM
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
The European journal of finance
60
International journal of forecasting
57
International journal of economics and financial issues : IJEFI
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
51
IMF working papers
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International journal of economics and finance
50
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ECONIS (ZBW)
107
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1
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
2
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
3
The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde Christiane
;
Hungnes, Håvard
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10003318080
Saved in:
4
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
;
Milas, Costas
;
Panagiōtidēs, Theodōros
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
Saved in:
5
Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
;
Tsukuda, Yoshihiko
;
Matsuda, Yasumasa
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
Saved in:
6
Risk premia and long rates in Ireland
Cuthbertson, Keith
;
Bredin, Donal
- In:
Journal of forecasting
20
(
2001
)
6
,
pp. 391-403
Persistent link: https://www.econbiz.de/10001611473
Saved in:
7
The role of credit in predicting US recessions
Ponka, Harri
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
Saved in:
8
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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9
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
10
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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