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The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market

Choudhry, Taufiq - In: The European journal of finance 19 (2013) 9/10, pp. 964-977

Persistent link: https://www.econbiz.de/10010245643

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118

Persistent link: https://www.econbiz.de/10010418113

Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119

Persistent link: https://www.econbiz.de/10010490494

The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series

Sen, Chitrakalpa; Chakrabarti, Gagari - In: Decision 41 (2014) 4, pp. 399-410

Persistent link: https://www.econbiz.de/10010483861

Frequency domain analysis of foreign exchange order flows

Gradojevic, Nikola - In: Economics letters 115 (2012) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10009615315

A directional-change events approach for studying financial time series

Aloud, Monira Essa; Tsang, Edward P. K.; Olsen, Richard; … - 2011

Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...