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The influence of policy uncertainty on exchange rate forecasting

Smales, Lee A. - In: Journal of forecasting 41 (2022) 5, pp. 997-1016

Persistent link: https://www.econbiz.de/10013287895

Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach

Ngo Thai Hung; Xuan Vinh Vo - In: Economics and Business Letters : EBL 12 (2023) 1, pp. 20-32

Persistent link: https://www.econbiz.de/10014250446

Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators

Yıldırım, Deniz Can; Toroslu, Ismail Hakkı; Fiore, Ugo - In: Financial innovation : FIN 7 (2021), pp. 1-36

data sets-namely, macroeconomic data and technical indicator data-since in the financial world, fundamental and technical …

Persistent link: https://www.econbiz.de/10012418465

Forecasting and Hedging in the Foreign Exchange Markets

Ullrich, Christian (contributor) - 2009

The growing complexity of many real world problems is one of the biggest challenges of our time. The area of …

Persistent link: https://www.econbiz.de/10013521171

Forecasting and hedging in the foreign exchange markets

Ullrich, Christian - 2009

Persistent link: https://www.econbiz.de/10003826244

Foreign exchange predictability during the financial crisis : implications for carry trade profitability

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

In this paper, we study the effectiveness of carry trade strategies during and after the financial crisis using a flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return components, which exhibit much greater predictability...

Persistent link: https://www.econbiz.de/10011313235