Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
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
Cover Image
The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei; Wang, Yun-Yi - In: Journal of forecasting 35 (2016) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
Cover Image
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Cover Image
Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Journal of forecasting 36 (2017) 6, pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Cover Image
Evaluating the predictive accuracy of volatility models
López, José A. - In: Journal of forecasting 20 (2001) 2, pp. 87-109
Persistent link: https://www.econbiz.de/10001570435
Cover Image
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris - In: Journal of forecasting 20 (2001) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Cover Image
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.; Speight, Alan E. H. - In: Journal of forecasting 23 (2004) 6, pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Cover Image
Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T. L.; Okunev, John - In: Journal of forecasting 28 (2009) 6, pp. 465-486
Persistent link: https://www.econbiz.de/10003886979
Cover Image
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.; Merika, Anna - In: Journal of forecasting 28 (2009) 8, pp. 736-744
Persistent link: https://www.econbiz.de/10003918209