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Noisy news and exchange rates : a SVAR approach
Redl, Chris - In: Journal of international money and finance 58 (2015), pp. 150-171
Persistent link: https://www.econbiz.de/10011478251
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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Accounting for real exchange rates using micro-data
Crucini, Mario J.; Landry, Anthony - In: Journal of international money and finance 91 (2019), pp. 86-100
Persistent link: https://www.econbiz.de/10012134474
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Exchange rate prediction redux : new models, new data, new currencies
Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362
Persistent link: https://www.econbiz.de/10012139586
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Dealer activity and macro fundamentals : new evidence from hybrid exchange rate models
Krohn, Ingomar; Moore, Michael J. - In: Journal of international money and finance 95 (2019), pp. 363-378
Persistent link: https://www.econbiz.de/10012139587
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Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
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Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105
Persistent link: https://www.econbiz.de/10012000315
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Fundamentals and exchange rate forecastability with simple machine learning methods
Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - In: Journal of international money and finance 88 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012000860
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Uncertainty and deviations from uncovered interest rate parity
Ismailov, Adilzhan; Rossi, Barbara - In: Journal of international money and finance 88 (2018), pp. 242-259
Persistent link: https://www.econbiz.de/10012000943