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Cross-asset return predictability : carry trades, stocks and commodities

Lu, Helen; Jacobsen, Ben - In: Journal of international money and finance 64 (2016), pp. 62-87

Persistent link: https://www.econbiz.de/10011668380

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

Trend shifts in the forward premium and the predictability of excess returns in currency markets

Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832

Persistent link: https://www.econbiz.de/10011815429

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

Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression

Peng, Yaohao; Albuquerque, Pedro H. - In: Applied mathematical finance 26 (2019) 1, pp. 69-100

Persistent link: https://www.econbiz.de/10012210260

Do forecasters of major exchange rates herd?

Frenkel, Michael; Mauch, Matthias; Ruelke, Jan-Christoph - In: Economic modelling 84 (2020), pp. 214-221

Persistent link: https://www.econbiz.de/10012210347

Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility

Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012183298

Cross-market information spillover and the performance of technical trading in the foreign exchange market

Chang, Yung-ho - In: Journal of economics and finance 43 (2019) 2, pp. 211-227

Persistent link: https://www.econbiz.de/10012171037

The behaviour of betting and currency markets on the night of the EU referendum

Auld, Tom; Linton, Oliver - 2018

We study the behaviour of the Betfair betting market and the sterling/dollar exchange rate (futures price) during 24 June 2016, the night of the EU referendum. We investigate how the two markets responded to the announcement of the voting results. We employ a Bayesian updating methodology to...

Persistent link: https://www.econbiz.de/10011775074

FX technical trading rules can be profitable sometimes!

Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: International review of financial analysis 49 (2017), pp. 113-127

Persistent link: https://www.econbiz.de/10011741268

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