Do analysts' forecasts of term spread differential help predict directional change in exchange rates?
Hamid Baghestani, Hugo Toled
| Year of publication: |
January 2017
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|---|---|
| Authors: | Baghestani, Hamid ; Toled, Hugo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 47.2017, p. 62-69
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| Subject: | Yield curve | Blue Chip survey | Directional accuracy | Symmetric loss | Zinsstruktur | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Prognose | Forecast | Finanzanalyse | Financial analysis | Frühindikator | Leading indicator | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740097