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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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Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
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On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi - In: Applied economics letters 23 (2016) 7/9, pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
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Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - In: Journal of forecasting 35 (2016) 7, pp. 652-668
Persistent link: https://www.econbiz.de/10011610301
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Does frequency matter for intraday technical trading?
Frömmel, Michael; Lampaert, Kevin - In: Finance research letters 18 (2016), pp. 177-183
Persistent link: https://www.econbiz.de/10011656992
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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Information-theoretic approach to quantifying currency risk
Fiedor, Pawel; Holda, Artur - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 93-109
Persistent link: https://www.econbiz.de/10011537513
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Regime switching models in the foreign exchange market
Chia, Wai-mun; Mengling Li; Zheng, Huanhuan - In: Nonlinear economic dynamics and financial modelling : …, (pp. 201-223). 2014
Persistent link: https://www.econbiz.de/10011286585
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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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