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Can macroeconomists get rich forecasting exchange rates?
Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - 2014
Persistent link: https://www.econbiz.de/10010478056
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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - 2012
franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic …
Persistent link: https://www.econbiz.de/10011347744
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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - 2012
Persistent link: https://www.econbiz.de/10009559164
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Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015
in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011378229
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Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14
in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011443686
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Intraday Patterns in Foreign Exchange Returns and Realized Volatility
Zhang, Hao - 2018
This paper investigates intraday patterns in foreign exchange returns based on a sample of 16 currencies versus the U.S. dollar using high-frequency data for the period 2010-2015. We find that home currencies tend to depreciate during domestic trading sessions and appreciate during U.S. trading...
Persistent link: https://www.econbiz.de/10014115465
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Can macroeconomists get rich forecasting exchange rates?
Costantini, Mauro; Crespo Cuaresma, Jesus; Hlouskova, … - 2014
forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. …
Persistent link: https://www.econbiz.de/10011381917
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Can Macroeconomists Get Rich Forecasting Exchange Rates?
Costantini, Mauro; Cuaresma, Jesus Crespo; Hlouskova, … - Department of Economics and Finance Research and … - 2014
forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. …
Persistent link: https://www.econbiz.de/10010929382
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Can Macroeconomists Get Rich Forecasting Exchange Rates?
Cuaresma, Jesus Crespo; Costantini, Mauro; Hlouskova, … - Vienna University of Economics and Business, Department … - 2014
forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. …
Persistent link: https://www.econbiz.de/10010787020
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Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate
Bulut, Levent - 2019
In this paper, we use Google Trends data to proxy macro fundamentals that are related to two conventional structural determination of exchange rate models: purchasing power parity model and the monetary exchange rate determination model. We assess forecasting performance of Google Trends based...
Persistent link: https://www.econbiz.de/10012891423