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Svensson, Lars E. O.
79
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71
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64
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59
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58
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58
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55
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54
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47
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47
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44
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42
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41
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40
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38
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38
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33
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32
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31
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31
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30
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28
Atkeson, Andrew
27
Christensen, Jens H. E.
27
Morris, Stephen
27
Edwards, Sebastian
26
Leduc, Sylvain
26
Cheung, Yin-Wong
25
Kehoe, Patrick J.
25
Samuelson, Larry
25
Aksoy, Yunus
24
Artus, Patrick
24
Clarida, Richard H.
24
Goldberg, Linda S.
24
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
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3
Internationale Förderung für Automatische Lenkung
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of fixed income
61
Journal of empirical finance
60
The journal of finance : the journal of the American Finance Association
60
The review of financial studies
60
European economic review : EER
59
ECB Working Paper
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Finance research letters
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The American economic review
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ECONIS (ZBW)
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RePEc
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Showing
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1
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
2
Forecasting the yield curve with dynamic factors
Reschenhofer, Erhard
;
Stark, Thomas
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10012022015
Saved in:
3
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
4
Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.
;
Grossmann, Axel
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
Saved in:
5
Fundamentals,
forecast
combinations and nominal exchange-rate predictability
Wu, Jyh-lin
;
Wang, Yi-chiuan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 129-145
Persistent link: https://www.econbiz.de/10009693330
Saved in:
6
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
Saved in:
7
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
Saved in:
8
The choice of exchange rate assumption in the process of forecasting inflation
Bernhardsen, Tom
(
contributor
);
Holmsen, Amund
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002885390
Saved in:
9
Can we beat the random walk? : the case of survey-based exchange rate forecasts in Chile
Pincheira, Pablo
;
Neumann, Federico
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485011
Saved in:
10
Application of Taylor rule fundamentals in forecasting exchange rates
Agyapong, Joseph
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-27
-of-sample
forecast
results reveal that the best performing model is the symmetric model with no interest rate smoothing, heterogeneous …
Persistent link: https://www.econbiz.de/10012548336
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