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Histogram-based prediction of directional price relatives
Roch, Oriol - In: Finance Research Letters 10 (2013) 3, pp. 110-115
A model of directional prediction of price relatives is proposed following the histogram-based scheme developed in Györfi et al. (2006). This methodology allows us to exploit potential information contained in multivariate series of price relatives. The impact of the model is studied from the...
Persistent link: https://www.econbiz.de/10011065840
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Evaluating corporate executives' exchange rate forecasts under a flexible loss function
Tsuchiya, Yoichi - In: Applied economics letters 20 (2013) 10/12, pp. 1135-1138
Persistent link: https://www.econbiz.de/10010197007
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Asymmetric loss and herding behaviour of exchange rate forecasters : evidence from South Africa
Tsuchiya, Y.; Kato, T. - In: Applied economics 47 (2015) 52/54, pp. 5841-5852
Persistent link: https://www.econbiz.de/10011348849
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Do foreign exchange forecasters apply asymmetric loss functions? : evidence from three major exchange rates
Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: Applied economics letters 26 (2019) 9, pp. 731-735
Persistent link: https://www.econbiz.de/10012204340
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A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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Can implied volatility predict returns on the currency carry trade?
Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Foreign currency forecasting: what can stock and bond markets tell us?
Phylaktis, Kate; Yamani, Ehab - 2022
Persistent link: https://www.econbiz.de/10013188187
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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
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Impacts of short-term interest rates on stock returns and exchange rates : empirical evidence from EAGLE countries
Ozcelebi, Oguzhan; Yildirim, Nurtac - In: The journal of international trade & economic development 26 (2017) 1/2, pp. 228-255
Persistent link: https://www.econbiz.de/10011743701