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Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.; Vaz, John J. - In: Journal of international financial markets, … 44 (2016), pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
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A Bayesian approach to foreign exchange forecasting
Mahdavi, Mahnaz - In: Global finance journal 8 (1997) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10001228428
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The performance of alternative VAR models in forecasting exchange rates
Liu, Te-ru - In: International journal of forecasting 10 (1994) 3, pp. 419-433
Persistent link: https://www.econbiz.de/10001174437
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Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit - In: International journal of computational economics and … 5 (2015) 3, pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
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Predicting exchange rates in Asia : new insights on the accuracy of survey forecasts
Kunze, Frederik - 2017
This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates … of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar using … common forecast accuracy measures. Additionally, the rationality of the exchange rate predictions are assessed utilizing …
Persistent link: https://www.econbiz.de/10011741554
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Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz; Michalak, Anna; Bielak, Łukasz; … - In: Theoretical economics letters 10 (2020) 3, pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
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A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation
Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83
Persistent link: https://www.econbiz.de/10012106895
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Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios - In: Quantitative finance 22 (2022) 2, pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10010519663