Similar Search Results - EconBiz

The adaptive markets hypothesis : evidence from the foreign exchange market

Neely, Christopher J. (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740122

Chinese foreign exchange reserves, policy choices and the U.S. economy

Neely, Christopher J. - 2017

China is both a major trading partner of the United States and the largest official holder of U.S. assets in the world. The value of Chinese foreign exchange reserves peaked at just over $4 trillion in June 2014, but has since declined to $3.19 trillion as of August 2016. This very large decline...

Persistent link: https://www.econbiz.de/10011586659

Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics

Neely, Christopher J. (contributor); … - 2001 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001941461

The federal reserve responds to crises : September 11th was not the first

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986726

Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017

Persistent link: https://www.econbiz.de/10011691468

Monetary integration in the Southern Cone : Mercosur is not like the EU? Ansgar Belke and Daniel Gros

Belke, Ansgar; Gros, Daniel - 2002

Persistent link: https://www.econbiz.de/10001705334

How well do monetary fundamentals forecast exchange rates?

Neely, Christopher J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001971215

Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982800

Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001964834

Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - 2010

Persistent link: https://www.econbiz.de/10008651185

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