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Forecasting the Euro : do forecasters have an asymmetric loss function?

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012

function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …

Persistent link: https://www.econbiz.de/10010425217

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012

data of exchange-rate forecasts look rational, and the loss function seems to depend not only on the forecast error. …

Persistent link: https://www.econbiz.de/10010425218

Short-term foreign exchange forecasting : decision making based on expert polls

An, Jaehyung; Dorofeev, Mikhail - In: Investment management and financial innovations 16 (2019) 4, pp. 215-228

Persistent link: https://www.econbiz.de/10012177673

A new multiscale decomposition ensemble approach for forecasting exchange rates

Sun, Shaolong; Wang, Shouyang; Wei, Yunjie - In: Economic modelling 81 (2019), pp. 49-58

Persistent link: https://www.econbiz.de/10012201456

Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?

Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: International economic journal 33 (2019) 3, pp. 383-407

Persistent link: https://www.econbiz.de/10012201641

Do foreign exchange forecasters apply asymmetric loss functions? : evidence from three major exchange rates

Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: Applied economics letters 26 (2019) 9, pp. 731-735

Persistent link: https://www.econbiz.de/10012204340

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

The role of technical indicators in exchange rate forecasting

Panopulu, Aikaterinē; Souropanis, Ioannis - In: Journal of empirical finance 53 (2019), pp. 197-221

Persistent link: https://www.econbiz.de/10012171693

Selecting exchange rate fundamentals by bootstrap

Ribeiro, Pinho J. - In: International journal of forecasting 33 (2017) 4, pp. 894-914

Persistent link: https://www.econbiz.de/10011746924

Evaluating exchange rate forecasts along time and frequency

Caraiani, Petre - In: International review of economics & finance : IREF 51 (2017), pp. 60-81

Persistent link: https://www.econbiz.de/10011754137