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Search: subject:"exchange rate predictability"
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Exchange rate
13
Forecasting model
13
Prognoseverfahren
13
Wechselkurs
13
Theorie
10
Theory
10
Exchange rate predictability
8
Estimation
6
Schätzung
6
exchange rate predictability
6
Welt
5
World
5
Taylor rule
4
Taylor-Regel
4
Empirical heterogeneous agent model
3
Geldpolitik
3
Kaufkraftparität
3
Monetary policy
3
Purchasing power parity
3
Bayesian shrinkage
2
Devisenmarkt
2
Emerging economies
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Forecasting
2
Foreign exchange market
2
Portfolio selection
2
Portfolio-Management
2
Random Walk
2
Random walk
2
Schwellenländer
2
US dollar
2
US-Dollar
2
conditional predictive ability
2
financial crisis
2
forecast evaluation
2
forecasting
2
model combination
2
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Article
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4
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English
14
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Buncic, Daniel
3
Piras, Gion Donat
3
Pincheira, Pablo
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
Yamani, Ehab
1
Yip, Yewmun
1
Zhou, Guofu
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School of Economics and Political Science, Universität St. Gallen
1
de Nederlandsche Bank
1
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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
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
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)
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ECONIS (ZBW)
13
RePEc
4
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1
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17
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Exchange
rate
predictability
for the Australian exchange rate : evidence from the interest rate rule
Ko, Hsiu-Hsin
- In:
The empirical economics letters : a monthly …
15
(
2016
)
9
,
pp. 842-850
Persistent link: https://www.econbiz.de/10011718453
Saved in:
10
Heterogeneous agents, the financial crisis and
exchange
rate
predictability
Buncic, Daniel
;
Piras, Gion Donat
- In:
Journal of international money and finance
60
(
2016
),
pp. 313-359
Persistent link: https://www.econbiz.de/10011660890
Saved in:
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