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Forecasting financial markets : exchange rates, interest and asset management

Dunis, Christian (ed.) - 1996

Persistent link: https://www.econbiz.de/10000587145

Borisenko, Dmitrij - 2019

-commodity price covariance, procyclical interest rates, negative price of exchange rate volatility, and countercyclical currency risk … 0.5% before policy rate increases. We show that available fixed income instruments allow to forecast monetary policy … policy forecast rule. Our results thus pose a major challenge for the risk-based explanations of the exchange rate dynamics …

Persistent link: https://www.econbiz.de/10011992377

Decision-making, uncertainty and the predictability of financial markets: essays on interest rates, crude oil prices and exchange rates

Kunze, Frederik - 2018

Es liegt in der Verantwortung von ökonomischen Entscheidungsträgern, Entscheidungen unter Unsicherheit zu treffen. Finanzmarktunsicherheit kann ökonomische Aktivität negativ beeinflussen. In diesem Sinn können Prognosen theoretisch einen ökonomischen Mehrwert liefern. Diese kumulative...

Persistent link: https://www.econbiz.de/10012169117

Forecasting volatility in the financial markets

Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998

Persistent link: https://www.econbiz.de/10000666770

Forecasting volatility in the financial markets

Knight, John L. (contributor); Satchell, Stephen (contributor) - 2007 - 3. ed.

Persistent link: https://www.econbiz.de/10003556404

Exchange rate economics : where do we stand?

De Grauwe, Paul (ed.) - 2005

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...