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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias; Rapach, David E.; Taylor, Mark P.; … - 2020
Persistent link: https://www.econbiz.de/10012305708
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Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim; Yamani, Ehab - In: Journal of international financial markets, … 61 (2019), pp. 241-263
Persistent link: https://www.econbiz.de/10012128296
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Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung; Xuan Vinh Vo - In: Economics and Business Letters : EBL 12 (2023) 1, pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
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Möglichkeiten der Wechselkursprognose : empirische Untersuchungen zur Informationseffizienz des Devisenmarktes
Leoni, Wolfgang - 1990
Persistent link: https://www.econbiz.de/10000791898
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Can short-term foreign exchange volatility be predicted by the global hazard index?
Brousseau, Vincent - 2001
Persistent link: https://www.econbiz.de/10013434363
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The influence of policy uncertainty on exchange rate forecasting
Smales, Lee A. - In: Journal of forecasting 41 (2022) 5, pp. 997-1016
Persistent link: https://www.econbiz.de/10013287895
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Foreign exchange predictability during the financial crisis : implications for carry trade profitability
Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015
returns. Our results suggest that the decomposition model produces higher forecast and directional accuracy than any of the … competing models. We show that the forecasting gains translate into economically and statistically significant (risk …
Persistent link: https://www.econbiz.de/10011313235
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
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Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 42 (2017), pp. 199-211
Persistent link: https://www.econbiz.de/10011808567