Similar Search Results

Testing asset pricing models with Euler equations : it's far worse than you think

Neely, Christopher J. - 1995

Persistent link: https://www.econbiz.de/10000932722

Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982800

How persistent are unconventional monetary policy effects?

Neely, Christopher J. - In: Journal of international money and finance 126 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013435491

Predictability in international asset returns : a reexamination

Neely, Christopher J.; Weller, Paul A. - 1997

Persistent link: https://www.econbiz.de/10000972578

How well do monetary fundamentals forecast exchange rates?

Neely, Christopher J.; Sarno, Lucio - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 5, pp. 51-74

Persistent link: https://www.econbiz.de/10001782553

Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model

Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 395-403

Persistent link: https://www.econbiz.de/10001646350

How well do monetary fundamentals forecast exchange rates?

Neely, Christopher J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001971215

Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001964834

The Adaptive Markets Hypothesis : Evidence from the Foreign Exchange Market

Neely, Christopher J. - 2009

We analyze the intertemporal stability of excess returns to technical trading rules in the foreign exchange market by conducting true, out-of-sample tests on previously studied rules. The excess returns of the 1970s and 1980s were genuine and not just the result of data mining. But these profit...

Persistent link: https://www.econbiz.de/10013159872

Predictability in international asset returns : a reexamination

Neely, Christopher J.; Weller, Paul A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 601-620

Persistent link: https://www.econbiz.de/10001540815