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ECONIS (ZBW)
172
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1
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
2
An evaluation of EIA gasoline price predictions
Baghestani, Hamid
;
Abual-Foul, Bassam M.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6378-6390
Persistent link: https://www.econbiz.de/10014381873
Saved in:
3
Disclosing a random walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
Saved in:
4
Quality design based on kernel trick and Bayesian semiparametric model for multi-response processes with complex correlations
Yang, Shijuan
;
Wang, Jianjun
;
Cheng, Xiaoying
;
Wu, Jiawei
; …
- In:
International journal of production research
62
(
2024
)
12
,
pp. 4407-4426
Persistent link: https://www.econbiz.de/10014547339
Saved in:
5
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
Saved in:
6
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:
7
predictive power of an ensemble model for cryptocurrency forecasting
Tripathi, Manas
;
Tripathi, Bhavya
- In:
The journal of prediction markets
16
(
2022
)
1
,
pp. 79-94
Persistent link: https://www.econbiz.de/10014289724
Saved in:
8
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
9
Testing the efficiency of emerging markets : evidence from nonlinear panel unit tests
Turguttopbaş, Neslihan
;
Omay, Tolga
- In:
Panoeconomicus
70
(
2023
)
2
,
pp. 261-278
Persistent link: https://www.econbiz.de/10014233116
Saved in:
10
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:
11
Forecasting the U.S. Dollar in the 21st Century
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
Journal of international economics
141
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014280840
Saved in:
12
The drifting influence of Hall's random-walk hypothesis on consumption modeling
García, Carlos
;
Otero, Daniel
;
Salazar, Boris
- In:
History of political economy
55
(
2023
)
1
,
pp. 103-143
Persistent link: https://www.econbiz.de/10014281733
Saved in:
13
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
Saved in:
14
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...
Persistent link: https://www.econbiz.de/10014337024
Saved in:
15
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
16
Multidimensional sorting under random search
Lindenlaub, Ilse
;
Postel-Vinay, Fabien
- In:
Journal of political economy
131
(
2023
)
12
,
pp. 3497-3539
Persistent link: https://www.econbiz.de/10014467242
Saved in:
17
Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
Saved in:
18
Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao
;
Corgnet, Brice
;
Hanaki, Nobuyuki
;
Riyanto, …
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014478514
Saved in:
19
A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor
;
Pacheco, Carlos Gabriel
; …
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 562-583
Persistent link: https://www.econbiz.de/10014384720
Saved in:
20
A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit
;
Archana Singh
;
Kumar, Nand
- In:
International journal of applied management science : IJAMS
15
(
2023
)
4
,
pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
Saved in:
21
Backtesting the evaluation of Value-at-Risk methods for exchange rates
Mrkvička, Tomáš
;
Krásnická, Martina
;
Friebel, Ludvík
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10013503890
Saved in:
22
Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation
Pfeiffer, Ray J.
;
Teitel, Karen
;
Wahab, Susan
;
Wahab, …
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150032-1-2150032-42
Persistent link: https://www.econbiz.de/10012805192
Saved in:
23
Testing weak-form market efficiency in the Stock Exchange of Thailand
Nattawut Jenwittayaroje
- In:
Global business & economics review
24
(
2021
)
3
,
pp. 211-224
Persistent link: https://www.econbiz.de/10012513838
Saved in:
24
Modelling exchange rate movements in South Africa : an ARDL application
Muzindutsi, Paul-Francois
;
Zungu, Zama
;
Khanyile, Minenhle
- In:
International journal of monetary economics and finance …
14
(
2021
)
4
,
pp. 342-352
Persistent link: https://www.econbiz.de/10012613350
Saved in:
25
The causal effects of leading macroeconomic indicators on stock return : evidence from 13 selected Asia Pacific countries
Lim, Shu-Ern
;
Gan, Pei-Tha
;
Fatimah Salwa binti Abd. Hadi
; …
- In:
International journal of business and globalisation : IJBG
28
(
2021
)
1/2
,
pp. 77-96
Persistent link: https://www.econbiz.de/10012595007
Saved in:
26
Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...
Obrimah, Oghenovo Adewale
;
Wong, Wing Keung
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013262988
Saved in:
27
Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates
Söylemez, Arif Orçun
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10013263374
Saved in:
28
Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Kirikos, Dimitris G.
- In:
Journal of financial economic policy
14
(
2022
)
6
,
pp. 811-822
Persistent link: https://www.econbiz.de/10013454194
Saved in:
29
Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?
Phiri, Andrew
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
3
,
pp. 373-386
Persistent link: https://www.econbiz.de/10013431509
Saved in:
30
Mortgage rate predictability and consumer home-buying assessments
Baghestani, Hamid
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 593-603
Persistent link: https://www.econbiz.de/10013442216
Saved in:
31
Efficiency in the market for listed European football clubs
Prigge, Stefan
;
Tegtmeier, Lars
- In:
Managerial finance
48
(
2022
)
11
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013390850
Saved in:
32
On the net present value distribution affected by a random walk process
Grubbström, Robert W.
- In:
International journal of production economics
250
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013535784
Saved in:
33
Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence
Sattarhoff, Cristina
;
Gronwald, Marc
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472965
Saved in:
34
Stochastic strategies for patrolling a terrain with a synchronized multi-robot system
Caraballo, Luis E.
;
Diaz-Báñez, José M.
; …
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1099-1116
Persistent link: https://www.econbiz.de/10013267819
Saved in:
35
MAD dispersion measure makes extremal queue analysis simple
Eekelen, Wouter van
;
Hertog, Dirk den
;
Leeuwaarden, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1681-1692
Persistent link: https://www.econbiz.de/10013361802
Saved in:
36
The quantity theory of stock prices
Song, Xiaojing
;
Truong, Thu Phuong
;
Tippett, Mark
; …
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1685-1707
Persistent link: https://www.econbiz.de/10013532257
Saved in:
37
Hamiltonian cycles and subsets of discounted occupational measures
Eshragh, Ali
;
Filar, Jerzy A.
;
Kalinowski, Thomas
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 713-731
Persistent link: https://www.econbiz.de/10012242548
Saved in:
38
Temporal aggregation of random walk processes and implications for economic analysis
Ahmad, Yamin S.
;
Payá, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198637
Saved in:
39
Pricing efficiency and market efficiency of two bitcoin funds
Shynkevich, Andrei
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1623-1628
Persistent link: https://www.econbiz.de/10012315724
Saved in:
40
Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini
;
Thomakos, Dimitrios D.
- In:
IMA journal of management mathematics
31
(
2020
)
4
,
pp. 469-490
Persistent link: https://www.econbiz.de/10012314033
Saved in:
41
Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk
Belke, Ansgar
;
Gros, Daniel
;
Shamsfakhr, Farzaneh
- In:
Oxford economic papers
73
(
2021
)
4
,
pp. 1471-1492
Persistent link: https://www.econbiz.de/10012655262
Saved in:
42
Sustainable voting behavior of asset managers : do they walk the walk?
Groot, Wilma de
;
Koning, Jan de
;
Winkel, Sebastian van
- In:
The journal of impact and ESG investing
1
(
2021
)
4
,
pp. 7-29
Persistent link: https://www.econbiz.de/10012613561
Saved in:
43
Efficiency in cryptocurrency markets : new evidence
López-Martín, Carmen
;
Muela, Sonia Benito
;
Arguedas, …
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 403-431
Persistent link: https://www.econbiz.de/10012616004
Saved in:
44
A comparative study on the efficiency of Korean Stock Markets: KOSPI and KOSDAQ
Yoon, Il-Hyun
- In:
Journal of international trade & commerce
17
(
2021
)
5
,
pp. 115-127
Persistent link: https://www.econbiz.de/10013269883
Saved in:
45
Labor productivity forecasts based on a Beveridge-Nelson filter : Is there statistical evidence for a slowdown?
Biolsi, Christopher
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013274611
Saved in:
46
A study of excess volatility of gold and silver
Kayal, Parthajit
;
Maheswaran, S.
- In:
IIMB management review
33
(
2021
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10013205212
Saved in:
47
Extending assortativity : an application to weighted social networks
Arcagni, Alberto
;
Grassi, Rosanna
;
Stefani, Silvana
; …
- In:
Journal of business research : JBR
129
(
2021
),
pp. 774-783
Persistent link: https://www.econbiz.de/10012509739
Saved in:
48
Functional fuzzy rule-based modeling for interval-valued data : an empirical application for exchange rates forecasting
Maciel, Leandro
;
Ballini, Rosangela
- In:
Computational economics
57
(
2021
)
2
,
pp. 743-771
Persistent link: https://www.econbiz.de/10012486958
Saved in:
49
Examining the weak-form efficiency and opportunities for technical analysis in the foreign exchange market : a new insight from trading partners of Pakistan
Wu, Mengyun
;
Um-e-Habiba
;
Husnain, Muhammad
;
Sarwar, Bushra
- In:
International journal of business and emerging markets …
13
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012505404
Saved in:
50
Information dissemination and price discovery
Amairi, Haifa
;
Zantour, Ahlem
;
Saadi, Samir
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490175
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