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The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …

Persistent link: https://www.econbiz.de/10011532311

Fundamentals and exchange rate prediction revisited

Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of money, credit and banking : JMCB 47 (2015) 8, pp. 1651-1671

Persistent link: https://www.econbiz.de/10011483981

Empirical exchange rate models of the nineties : are any fit to survive?

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003 - This Version: June, 2003

Previous assessments of forecasting performance of exchange rate models have focused upon a narrow set of models …

Persistent link: https://www.econbiz.de/10011521412

The forecast ability of option-implied densities from emerging markets currencies

Ornelas, José Renato Haas - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 133-153

Persistent link: https://www.econbiz.de/10011538981

Histogram-based prediction of directional price relatives

Roch, Oriol - In: Finance research letters 10 (2013) 3, pp. 110-115

Persistent link: https://www.econbiz.de/10010222910

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

Do market participants' forecasts of financial variables outperform the random-walk benchmark?

Kladívko, Kamil; Österholm, Pär - In: Finance research letters 40 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012819546

Fundamental determinants of exchange rate expectations

Beckmann, Joscha; Czudaj, Robert - 2022

This paper provides a new perspective on the exchange rate disconnect puzzle by referring to the expectations building mechanism in foreign exchange markets. We analyze the role of expectations regarding macroeconomic fundamentals for expected exchange rate changes. In doing so, we assess...

Persistent link: https://www.econbiz.de/10012990178

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

Auld, Tom; Linton, Oliver - 2018

Persistent link: https://www.econbiz.de/10012583380

Predictability of aggregated time series

Ellwanger, Reinhard; Snudden, Stephen - 2021

Persistent link: https://www.econbiz.de/10012617693

A service of the

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