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~subject:"Prognoseverfahren"
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Prognoseverfahren
Monetary policy
50
Exchange rate
49
USA
49
United States
49
Wechselkurs
47
Theorie
40
Theory
40
Volatility
40
Volatilität
40
Exchange rate policy
39
Wechselkurspolitik
39
Geldpolitik
36
Foreign exchange market
30
Estimation
29
Schätzung
29
Devisenmarkt
28
Foreign exchange
27
Impact assessment
26
Wirkungsanalyse
26
Börsenkurs
24
Share price
24
Ankündigungseffekt
22
Announcement effect
22
Welt
20
World
20
Forecasting model
17
Quantitative easing
15
Quantitative Lockerung
14
Financial analysis
13
Finanzanalyse
13
Foreign exchange rates
13
Japan
13
Central bank
12
Forecasting
12
Government securities
12
Zentralbank
12
CAPM
11
EU countries
11
EU-Staaten
11
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8
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Book / Working Paper
9
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8
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8
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8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
17
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Neely, Christopher J.
17
Tu, Jun
4
Zhou, Guofu
4
Dueker, Michael
3
Weller, Paul A.
3
Rapach, David
2
Rapach, David E.
2
Sarno, Lucio
2
Emmons, William R.
1
Lakdawala, Aeimit K.
1
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Federal Reserve Bank of St. Louis
4
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5
Review / Federal Reserve Bank of St. Louis
4
FRB of St. Louis Working Paper
1
Federal Reserve Bank of St. Louis Working Paper
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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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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