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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi; Bouteska, Ahmed - In: The journal of risk finance : JRF 24 (2023) 4, pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
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Exchange rates forecasting and trend analysis after the COVID-19 outbreak : new evidence from interpretable machine learning
Su, Zhi; Cai, Xuanye; Wu, You - In: Applied economics letters 30 (2023) 15, pp. 2052-2059
Persistent link: https://www.econbiz.de/10014324871
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High-frequency exchange rate forecasting
Cai, Charlie X.; Zhang, Qi - In: European financial management : the journal of the … 22 (2016) 1, pp. 120-141
Persistent link: https://www.econbiz.de/10011438282
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The unbeatable random walk in exchange rate forecasting : reality or myth?
Moosa, Imad A.; Burns, Kelly - In: Journal of macroeconomics 40 (2014), pp. 69-81
Persistent link: https://www.econbiz.de/10010495751
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Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models
Reikard, Gordon - In: International economic journal 37 (2023) 2, pp. 202-219
Persistent link: https://www.econbiz.de/10014295003
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Can implied volatility predict returns on the currency carry trade?
Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
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The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Zhang, Hongwei; Zhao, Xinyi; Gao, Wang; Niu, Zibo - In: Journal of commodity markets 32 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014495762