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Foreign-exchange-rate forecasting using artificial neural networks

Yu, Lean; Wang, Shouyang; Lai, Kin Keung - 2007

Persistent link: https://www.econbiz.de/10008757772

Predicting exchange rate volatility in Brazil : an approach using quantile autoregression

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017

Persistent link: https://www.econbiz.de/10011944952

Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms

Khan, Farman Ullah; Khan, Faridoon; Shaikh, Parvez Ahmed - In: Future Business Journal 9 (2023), pp. 1-11

The study aims at forecasting the return volatility of the cryptocurrencies using several machine learning algorithms … forecasting cryptocurrency volatility accordingly. … observations. We predict the volatility of four cryptocurrencies, namely Bitcoin, Ethereum, XRP, and Tether, and compare their …

Persistent link: https://www.econbiz.de/10014381146

Machine-learning stock market volatility : predictability, drivers, and economic value

Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014544073

Foreign exchange volatility and the bubble formation in financial markets : evidence from the COVID-19 pandemic

Özdemir, Onur - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 101 (2022) 1, pp. 142-161

Persistent link: https://www.econbiz.de/10013357240

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

Foreign exchange predictability and the carry trade : a decomposition approach

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 42 (2017), pp. 199-211

Persistent link: https://www.econbiz.de/10011808567

Foreign exchange predictability during the financial crisis : implications for carry trade profitability

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

returns. Our results suggest that the decomposition model produces higher forecast and directional accuracy than any of the … competing models. We show that the forecasting gains translate into economically and statistically significant (risk …

Persistent link: https://www.econbiz.de/10011313235

Beyond carry: the prospective interest rate differential and currency excess returns

Dong, Mengmeng; Goto, Shingo; Hou, Kewei; Yan, Xu; … - 2024

Persistent link: https://www.econbiz.de/10014475701

Predictability in international stock returns using currency fluctuations and forward rate forecasts

Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012656847