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  • Search: subject:"Exchange rate predictability"
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Year of publication
Subject
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Exchange rate 15 Forecasting model 15 Prognoseverfahren 15 Wechselkurs 15 Theorie 12 Theory 12 Exchange rate predictability 10 Estimation 6 Schätzung 6 Welt 6 World 6 exchange rate predictability 6 Taylor rule 4 Taylor-Regel 4 Empirical heterogeneous agent model 3 Geldpolitik 3 Kaufkraftparität 3 Monetary policy 3 Purchasing power parity 3 Random Walk 3 Random walk 3 Bayesian shrinkage 2 Devisenmarkt 2 Emerging economies 2 Financial crisis 2 Financial market 2 Finanzkrise 2 Finanzmarkt 2 Forecast 2 Forecasting 2 Foreign exchange market 2 Portfolio selection 2 Portfolio-Management 2 Prognose 2 Schwellenländer 2 US dollar 2 US-Dollar 2 Volatility 2 Volatilität 2 conditional predictive ability 2
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Online availability
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Undetermined 12 Free 2
Type of publication
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Article 15 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 16 Undetermined 3
Author
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Buncic, Daniel 3 Piras, Gion Donat 3 Feng, Yuqing 2 Pincheira, Pablo 2 Wei, Chaojian 2 Eichenbaum, M. S. 1 Filippou, Ilias 1 Groen, J.J.J. 1 Grossmann, Axel 1 Gupta, Rangan 1 Haider, Saba 1 Ince, Onur 1 Jamali, Ibrahim 1 Jiménez, Alfredo 1 Johannsen, B. K. 1 Kim, Won Joong 1 Ko, Hsiu-Hsin 1 Mauad, Roberto Baltieri 1 Molodtsova, Tanya 1 Nazir, Mian Sajid 1 Ornelas, José Renato Haas 1 Panopulu, Aikaterinē 1 Papell, David H. 1 Paul, Chris W. 1 Qamar, Muhammad Ali Jibran 1 Rapach, David E. 1 Rebelo, S. T. 1 Salisu, Afees A. 1 Simpson, Marc W. 1 Souropanis, Ioannis 1 Su, Yuli 1 Taylor, Mark P. 1 Tian, Linxing 1 Yamani, Ehab 1 Yip, Yewmun 1 Zhang, Yaojie 1 Zhao, Xiaoxia 1 Zhou, Guofu 1
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Institution
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School of Economics and Political Science, Universität St. Gallen 1 de Nederlandsche Bank 1
Published in...
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Journal of international money and finance 2 Applied financial economics 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Discussion papers / CEPR 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Energy Forecasting 1 Global Business and Economics Review 1 International journal of emerging markets 1 International journal of forecasting 1 Journal of empirical finance 1 Journal of international financial markets, institutions & money 1 Journal of macroeconomics 1 Quantitative finance 1 Revista de Analisis Economico – Economic Analysis Review 1 Revista de análisis económico 1 The empirical economics letters : a monthly international journal of economics 1 The review of economic studies : RES 1 WO Research Memoranda (discontinued) 1
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Source
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ECONIS (ZBW) 15 RePEc 4
Showing 1 - 10 of 19
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Energy information and exchange rate forecasting
Feng, Yuqing; Wei, Chaojian; Zhao, Xiaoxia; Tian, Linxing - In: Energy Forecasting, (pp. 221-238). 2025
Persistent link: https://www.econbiz.de/10015449226
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Realized skewness of oil price returns and the short-term predictability for exchange rate
Zhang, Yaojie; Feng, Yuqing; Wei, Chaojian - In: Quantitative finance 25 (2025) 7, pp. 1031-1046
Persistent link: https://www.econbiz.de/10015534176
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Commodity prices and exchange rates : evidence from commodity-dependent developed and emerging economies
Haider, Saba; Nazir, Mian Sajid; Jiménez, Alfredo; … - In: International journal of emerging markets 18 (2023) 1, pp. 241-271
Persistent link: https://www.econbiz.de/10014333446
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Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
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Monetary policy and the predictability of nominal exchange rates
Eichenbaum, M. S.; Johannsen, B. K.; Rebelo, S. T. - In: The review of economic studies : RES 88 (2021) 1, pp. 192-228
Persistent link: https://www.econbiz.de/10012434762
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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias; Rapach, David E.; Taylor, Mark P.; … - 2020
Persistent link: https://www.econbiz.de/10012305708
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Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim; Yamani, Ehab - In: Journal of international financial markets, … 61 (2019), pp. 241-263
Persistent link: https://www.econbiz.de/10012128296
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The role of technical indicators in exchange rate forecasting
Panopulu, Aikaterinē; Souropanis, Ioannis - In: Journal of empirical finance 53 (2019), pp. 197-221
Persistent link: https://www.econbiz.de/10012171693
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Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: International journal of forecasting 35 (2019) 4, pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
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Conditional Predictive Ability of Exchange Rates in Long Run Regressions
Pincheira, Pablo - In: Revista de Analisis Economico – Economic Analysis Review 28 (2013) 2, pp. 3-35
In this paper we evaluate exchange rate predictability using a framework developed by Giacomini and White (2006). This …
Persistent link: https://www.econbiz.de/10010877147
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