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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A., (1990)
Exchange rate forecasting and the foreign exchange market
Frankel, Jeffrey A., (1996)
Bank of England interest rate announcements and the foreign exchange market
Melvin, Michael, (2009)
Generating currency trading rules from the term structure of forward foreign exchange premia
Sager, Michael, (2014)
Bank of England Interest Rate Announcements and the Foreign Exchange Market
Melvin, Michael, (2013)