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The application of artificial neural networks to exchange rate forecasting : the role of market microstructures variables

Gradojevic, Nikola; Yang, Jing - 2000

Persistent link: https://www.econbiz.de/10001538772

Non-linear, non-parametric, non-fundamental exchange rate forecasting

Gradojevic, Nikola; Yang, Jing - In: Journal of forecasting 25 (2006) 4, pp. 227-245

Persistent link: https://www.econbiz.de/10003364169

Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market

Gradojevic, Nikola - In: Journal of economic dynamics & control 31 (2007) 2, pp. 557-574

Persistent link: https://www.econbiz.de/10003412318

A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s

Gradojevic, Nikola - In: Applied financial economics 17 (2007) 16/18, pp. 1377-1387

Persistent link: https://www.econbiz.de/10003605844

The microstructure of the Canada/U.S. dollar exchange rate : a robustness test

Gradojevic, Nikola - In: Economics letters 94 (2007) 3, pp. 426-432

Persistent link: https://www.econbiz.de/10003437676

Frequency domain analysis of foreign exchange order flows

Gradojevic, Nikola - In: Economics letters 115 (2012) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10009615315

Foreign exchange customers and dealers : who’s driving whom?

Gradojevic, Nikola - In: Finance research letters 11 (2014) 3, pp. 213-218

Persistent link: https://www.econbiz.de/10010441881

Multi-criteria classification for pricing European options

Gradojevic, Nikola - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 123-139

Persistent link: https://www.econbiz.de/10011507441

Commercial property exposure and corporation financing choice

Yang, Jing - In: International journal of business 27 (2022) 2, pp. 78-107

Persistent link: https://www.econbiz.de/10013395928

S&P 500 index price spillovers around the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-13

This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January-May 2020 time period on a high-frequency data set at five-minute intervals....

Persistent link: https://www.econbiz.de/10013201014