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UK stock and government bond markets : firm size, predictability and the term structure

Fraser, Patricia - 1992

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UK stock returns : predictability and business conditions

Black, Angela; Fraser, Patricia - 1994

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Predictability, trends and seasonalities : an empirical analysis of UK investment trust portfolios, 1970 - 1989

Fraser, Patricia - In: Applied financial economics 2 (1992) 3, pp. 161-171

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Exchange rates in Singapore and Malaysia : are they driven by the same fundamentals?

Baharumshah, Ahmad Zubaidi; MacDonald, Ronald; Mohd, … - In: Malaysian journal of economic studies 47 (2010) 2, pp. 123-141

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Currency forecast errors at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

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Forecasting the 2015 general election with internet big data : an application of the TRUST framework

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Measuring the euro-dollar permanent equilibrium exchange rate using the unobserved components model

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Exchange rate forecasts and expected fundamentals

Dick, Christian D.; MacDonald, Ronald; Menkhoff, Lukas - 2014

Using a large panel of individual professionals' forecasts, this paper demonstrates that good exchange rate forecasts are related to a proper understanding of fundamentals, specifically good interest rate forecasts. This relationship is robust to individual fixed effects and further controls....

Persistent link: https://www.econbiz.de/10010429778

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

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Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model

Chen, Xiaoshan; MacDonald, Ronald - In: Journal of international money and finance 53 (2015), pp. 20-35

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