Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Tamás Kiss, Kamil Kladívko, Oliwer Silfverberg, Pär Österholm
| Year of publication: |
2023
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|---|---|
| Authors: | Kiss, Tamás ; Kladívko, Kamil ; Silfverberg, Oliwer ; Österholm, Pär |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-12
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| Subject: | Exchange rates | Interest rates | Out-of-sample forecasts | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103752 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472721