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  • Search: subject:"Directional Predictability"
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Year of publication
Subject
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Forecasting model 7 Prognoseverfahren 7 Börsenkurs 4 Directional Predictability 4 Directional predictability 4 Exchange rate 4 Share price 4 Wechselkurs 4 Volatility 3 Volatilität 3 Asset Pricing 2 Capital income 2 Cross-Quantilogram 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Emerging economies 2 Estimation 2 Geopolitical Risk Historical Index 2 Housing Price Index 2 Kapitaleinkommen 2 Market Efficiency 2 Quantile Dependence 2 Risiko 2 Risk 2 Schwellenländer 2 Schätzung 2 Statistical Classification 2 directional predictability 2 Aktienmarkt 1 Bivariate probit model 1 Causality analysis 1 Clean-energy equities 1 Commodity derivative 1 Commodity exchange 1 Coronavirus 1 Covid-19 1 Cross-quantilogram 1 Currencies 1 Derivat 1 Derivative 1
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Online availability
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Free 11 CC license 3
Type of publication
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Article 7 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 10 Undetermined 1
Author
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Becker, Janis 2 Bekar, Engin 2 Leschinski, Christian 2 Tiwari, Aviral Kumar 2 Ahmed, Rizwan 1 Etienne, Xiaoli 1 Guesmi, Khaled 1 Hammoudeh, Shawkat 1 Irwin, Scott H. 1 Khalfaoui, Rabeh 1 Li, Jiarui 1 Mzoughi, Hela 1 Ndubuisi, Gideon Onyewuchi 1 Ngo Thai Hung 1 Nyberg, Henri 1 Pönkä, Harri 1 Rehman, Mohd Ziaur 1 Samontaray, Durga Prasad 1 Semenov, Andrei 1 Shahbaz, Muhammad 1 Urom, Christian 1 Vo Xuan Vinh 1
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Institution
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School of Economics and Management, University of Aarhus 1
Published in...
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Borsa Istanbul Review 1 CREATES Research Papers 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Economics and Business Letters : EBL 1 Hannover Economic Papers (HEP) 1 International Econometric Review (IER) 1 International econometric review 1 International journal of finance & economics : IJFE 1 International review of economics & finance : IREF 1 Journal of agricultural and applied economics : JAEE 1 Working paper series / United Nations University, UNU-MERIT 1
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Source
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ECONIS (ZBW) 8 EconStor 2 RePEc 1
Showing 1 - 10 of 11
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Overreaction and underreaction to new information and the directional forecast of exchange rates
Semenov, Andrei - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10015323341
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung; Vo Xuan Vinh - In: Economics and Business Letters : EBL 12 (2023) 1, pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
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The relationship between geopolitical risks and housing returns in Türkiye: Evidence from the cross-quantilogram
Bekar, Engin - In: International Econometric Review (IER) 14 (2022) 2, pp. 59-71
The aim of the study is to analyze whether geopolitical risks have an effect on housing returns in Türkiye based on the data for the period January 2010 - September 2021. Considering its geography, Türkiye is one of the countries most likely to be exposed to geopolitical risks in the world....
Persistent link: https://www.econbiz.de/10014518996
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Directional predictability in foreign exchange rates of emerging markets : new evidence using a cross-quantilogram approach
Rehman, Mohd Ziaur; Tiwari, Aviral Kumar; Samontaray, … - In: Borsa Istanbul Review 22 (2022) 1, pp. 145-155
This study investigates the directional predictability of exchange rates in emerging markets. Using a cross …
Persistent link: https://www.econbiz.de/10012818188
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Dynamic dependence between clean investments and economic policy uncertainty
Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - 2022
Persistent link: https://www.econbiz.de/10013443849
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The relationship between geopolitical risks and housing returns in Türkiye : evidence from the cross-quantilogram
Bekar, Engin - In: International econometric review 14 (2022) 2, pp. 59-71
Persistent link: https://www.econbiz.de/10014311263
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Do extreme CIT position changes move prices in grain futures markets?
Li, Jiarui; Irwin, Scott H.; Etienne, Xiaoli - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 792-814
Most previous studies reject the basic tenet of the Masters Hypothesis that the influx of financial index investments has pressured agricultural futures prices upwards substantially. However, the impact of index investment activities may be more complicated and nuanced than can be detected by...
Persistent link: https://www.econbiz.de/10013503720
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Directional predictability of daily stock returns
Becker, Janis; Leschinski, Christian - 2018
The level of daily stock returns is generally regarded as unpredictable. Instead of the level, we focus on the signs of these returns and generate forecasts using various statistical classification techniques, such as logistic regression, generalized additive models, or neural networks. The...
Persistent link: https://www.econbiz.de/10012030910
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Directional predictability of daily stock returns
Becker, Janis; Leschinski, Christian - 2018 - This version: January 12, 2018
The level of daily stock returns is generally regarded as unpredictable. Instead of the level, we focus on the signs of these returns and generate forecasts using various statistical classification techniques, such as logistic regression, generalized additive models, or neural networks. The...
Persistent link: https://www.econbiz.de/10011813537
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