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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
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Biases in FX-forecasts : evidence from panel data
Audretsch, David B.; Stadtmann, Georg - In: Global finance journal 16 (2005) 1, pp. 99-111
Persistent link: https://www.econbiz.de/10003081388
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Biases in FX-forecasts : evidence from panel data
Audretsch, David B. (contributor);  … - 2005
In this paper, we use the Wall Street Journal poll of FX forecasts to analyze how the group of forecasters form their expectations. One focus is whether forecasters build rational expectations. Furthermore, we analyze whether the group of forecasters can be regarded as homogeneous or...
Persistent link: https://www.econbiz.de/10002740180
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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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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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Technical analysis in the foreign exchange market : a cointegration-based approach
Fiess, Norbert M.; MacDonald, Ronald - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 147-172
Persistent link: https://www.econbiz.de/10001566860
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008903193
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and …
Persistent link: https://www.econbiz.de/10011374380
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953