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~subject:"Forecasting model"
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Forecasting model
Exchange rate
87
Wechselkurs
87
Welt
76
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76
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72
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72
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60
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59
Estimation
58
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58
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55
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55
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47
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43
Zinsstruktur
43
Volatility
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23
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23
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22
Japan
22
Monetary policy
22
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21
Wechselkurspolitik
21
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20
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20
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20
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Free
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Book / Working Paper
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English
44
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Sarno, Lucio
37
Valente, Giorgio
24
Della Corte, Pasquale
10
Thornton, Daniel L.
6
Sestieri, Giulia
5
Taylor, Mark P.
5
Tsiakas, Ilias
5
Clarida, Richard H.
4
McCracken, Michael W.
3
Abhyankar, Abhay
2
Cenedese, Gino
2
Clarida, Richard
2
Neely, Christopher J.
2
Rime, Dagfinn
2
Schmeling, Maik
2
Schneider, Paul
2
Sojli, Elvira
2
Wagner, Christian
2
Ahmed, Shamim
1
Cespa, Giovanni
1
Gargano, Antonio
1
Liu, Xiaoquan
1
Ramadorai, Tarun
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8
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5
Journal of international economics
3
The review of financial studies
3
Journal of empirical finance
2
Journal of money, credit and banking : JMCB
2
Documents de travail / Banque de France
1
FRB of St. Louis Working Paper
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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ECONIS (ZBW)
44
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1
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
2
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
3
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
4
A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
Saved in:
5
Modelling and forecasting stock returns : exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 345-376
Persistent link: https://www.econbiz.de/10002807207
Saved in:
6
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
7
Comparing the accuracy of density forecasts from competing models
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 541-557
Persistent link: https://www.econbiz.de/10002494582
Saved in:
8
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
9
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international economics
66
(
2005
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10002961971
Saved in:
10
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
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