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~isPartOf:"Journal of banking & finance"
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Search: subject:"Exchange Rate"
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Forecasting model
Exchange rate
181
Wechselkurs
173
Theorie
154
Theory
154
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95
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94
Welt
88
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88
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76
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72
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Baharumshah, Ahmad Zubaidi
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Ca'Zorzi, Michele
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1
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1
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1
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CEPR Discussion Papers
Journal of banking & finance
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Journal of forecasting
52
Journal of international money and finance
48
International journal of forecasting
41
Applied economics
28
NBER working paper series
21
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20
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19
The European journal of finance
19
Applied economics letters
17
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17
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17
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16
Finance research letters
16
International review of economics & finance : IREF
14
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13
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12
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12
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12
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International journal of finance & economics : IJFE
11
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11
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10
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10
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9
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9
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8
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8
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7
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ECONIS (ZBW)
20
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date (oldest first)
1
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
3
The relevance of the monetary model for the Euro/USD
exchange
rate
determination : a long run perspective
Georgoutsos, Demetris A.
;
Kouretas, Georgios P.
- In:
Open economies review
28
(
2017
)
5
,
pp. 989-1010
Persistent link: https://www.econbiz.de/10011804530
Saved in:
4
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Saved in:
5
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
6
Forecasting short-run
exchange
rate
volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
7
Real
exchange
rate
forecasting and PPP : this time the random walk loses
Ca'Zorzi, Michele
;
Muck, Jakub
;
Rubaszek, Michal
- In:
Open economies review
27
(
2016
)
3
,
pp. 585-609
Persistent link: https://www.econbiz.de/10011716953
Saved in:
8
Does economic policy uncertainty predict
exchange
rate
returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
9
Unemployment fluctuations and the predictability of currency returns
Nucera, Federico
- In:
Journal of banking & finance
84
(
2017
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011816838
Saved in:
10
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
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