This paper investigates the short-run forecasting performance, in the relatively new and fairly unresearched futures … almost all forecasts. This verifies that at almost all forecasting horizons futures returns contain significantly more and …

In this paper, we address whether using a disaggregated series or combining an aggregated and disaggregated series … improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best forecasting model by combining different horizons. Our sample …

the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by comparing these to …

This paper assesses the extent to which crashes in emerging market currencies are predictable using simple logit models …

, massive capital flows, and a boom in asset markets. This paper develops an equilibrium asset-pricing model with informational …