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Forecasting model
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50
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41
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Neely, Christopher J.
17
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4
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4
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3
Weller, Paul A.
3
Rapach, David
2
Rapach, David E.
2
Sarno, Lucio
2
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ECONIS (ZBW)
17
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1
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
2
Are changes in foreign exchange reserves well correlated with official intervention?
Neely, Christopher J.
- In:
Review / Federal Reserve Bank of St. Louis
82
(
2000
)
5
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001526129
Saved in:
3
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
4
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
;
Neely, Christopher J.
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
Saved in:
5
What are the odds? : option-based forecasts of FOMC target changes
Emmons, William R.
;
Lakdawala, Aeimit K.
;
Neely, …
- In:
Review / Federal Reserve Bank of St. Louis
88
(
2006
)
6
,
pp. 543-561
Persistent link: https://www.econbiz.de/10003392449
Saved in:
6
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
7
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
8
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
9
Prediciting exchange rate volatility : genetic programming versus GARCH and RiskMetrics
Neely, Christopher J.
;
Weller, Paul A.
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
3
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001747401
Saved in:
10
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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