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41
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
42
On the exchange rate expectations : does UIP really beat PPP and random walks?
Rashid, Abdul
- In:
International journal of economics and business research
4
(
2012
)
3
,
pp. 346-361
Persistent link: https://www.econbiz.de/10009570182
Saved in:
43
Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.
;
Grossmann, Axel
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
Saved in:
44
Are exchange rate movements predictable in Asia-Pacific markets? : evidence of random walk and martingale difference processes
Al-Khazali, Osamah M.
;
Pyun, Chong-soo
;
Kim, Daewon
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 221-231
Persistent link: https://www.econbiz.de/10009486126
Saved in:
45
Foreign exchange risk premia and goods market frictions
Moon, Seongman
- In:
Journal of East Asian economic integration
19
(
2015
)
1
,
pp. 3-38
Persistent link: https://www.econbiz.de/10010510654
Saved in:
46
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
47
Predicting exchange rates out of sample : can economic fundamentals beat the random walk?
Li, Jiahan
;
Tsiakas, Ilias
;
Wang, Wei
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 293-341
Persistent link: https://www.econbiz.de/10011339312
Saved in:
48
Fundamentals, forecast combinations and nominal exchange-rate predictability
Wu, Jyh-lin
;
Wang, Yi-chiuan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 129-145
Persistent link: https://www.econbiz.de/10009693330
Saved in:
49
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
50
Re-estimation of Keynesian model by considering critical events and multiple cointegrating vectors
Hina, Hafsa
;
Qayyum, Abdul
- In:
The Pakistan development review : PDR
54
(
2015
)
2
,
pp. 123-145
Persistent link: https://www.econbiz.de/10011561554
Saved in:
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