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The random walk versus unbiased efficiency : can we separate the wheat from the chaff?

Moosa, Imad A. - In: Journal of post-Keynesian economics : JPKE 38 (2015) 2, pp. 251-279

Persistent link: https://www.econbiz.de/10011509200

The Profitability of Carry Trade Relative to a Forecasting-Based Strategy - La profittabilità del carry trade comparata ad una strategia basata sulle previsioni

Moosa, Imad A.; Halteh, Pashaar - In: Economia Internazionale / International Economics 65 (2012) 4, pp. 605-621

Six currency combinations are used to study the comparative profitability of carry trade and a forecasting-based strategy. The results show that the forecasting-based strategy outperforms straight carry trade in terms of return and risk-adjusted return. The implication of these results is that...

Persistent link: https://www.econbiz.de/10010991467

Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?

Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39

Persistent link: https://www.econbiz.de/10011439608

The random walk as a forecasting benchmark : drift or no drift?

Moosa, Imad A.; Burns, Kelly - In: Applied economics 48 (2016) 43/45, pp. 4131-4142

Persistent link: https://www.econbiz.de/10011639995

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

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118

Persistent link: https://www.econbiz.de/10010418113

The Meese-Rogoff puzzle : what puzzle?

Moosa, Imad A.; Burns, Kelly - In: Macroeconomics : principles, applications and challenges, (pp. 35-74). 2015

Persistent link: https://www.econbiz.de/10011302924

Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices

Moosa, Imad A.; Vaz, John - In: Applied economics 47 (2015) 4/6, pp. 398-407

Persistent link: https://www.econbiz.de/10010463372

Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?

Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910

Persistent link: https://www.econbiz.de/10011844813

Can exchange rate models outperform the random walk? : magnitude, direction and profitability as criteria

Moosa, Imad A.; Burns, Kelly - In: Economia internazionale 65 (2012) 3, pp. 473-490

Persistent link: https://www.econbiz.de/10009659189