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Backtesting solvency II value-at-risk models using a rolling horizon

Loois, Miriam - In: The journal of risk model validation 9 (2015) 2, pp. 13-31

Persistent link: https://www.econbiz.de/10011326311

A reappraisal of the Meese-Rogoff puzzle

Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40

Persistent link: https://www.econbiz.de/10010354125

Testing for random walk behaviour in CIVETS exchange rates

Almudhaf, Fahad - In: Applied economics letters 21 (2014) 1/3, pp. 60-63

Persistent link: https://www.econbiz.de/10010238285

A proposal to boost the profitability of carry trade

Moosa, Imad A.; Burns, Kelly - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-9

Persistent link: https://www.econbiz.de/10010241631

The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297

Persistent link: https://www.econbiz.de/10010198467

Test of random walk behavior in Karachi stock exchange

Mudassar, Muhammad; Ali, Arshad; Nawaz, Maryam; Shah, … - In: Pakistan journal of commerce and social sciences 7 (2013) 1, pp. 70-79

Study was carried out to check the random behavior of the Karachi Stock Exchange (KSE 100 Index) during the period of past three financial years to know whether investors could generate abnormal profits during the period or otherwise. Tests used were Runs Test, ADF Test, PP Test and...

Persistent link: https://www.econbiz.de/10010260231