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Nonlinearities in excess foreign exchange returns

Coakley, Jerry; Fuertes, Ana María - 1998

Persistent link: https://www.econbiz.de/10000991129

A non-linear analysis of excess foreign exchange returns

Coakley, Jerry; Fuertes, Ana María - In: The Manchester School 69 (2001) 6, pp. 623-642

Persistent link: https://www.econbiz.de/10001625354

[Rezension von: McDonald, Ronald, ..., Exchange rate modelling]

Fuertes, Ana María - In: The economic journal : the journal of the Royal … 111 (2001), pp. F771-773

Persistent link: https://www.econbiz.de/10001635647

Does the forward premium puzzle disappear over the horizon?

Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693

Persistent link: https://www.econbiz.de/10010126302

FX technical trading rules can be profitable sometimes!

Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: International review of financial analysis 49 (2017), pp. 113-127

Persistent link: https://www.econbiz.de/10011741268

How profitable are FX technical trading rules?

Coakley, Jerry; Marzano, Michele; Nankervis, John C. - In: International review of financial analysis 45 (2016), pp. 273-282

Persistent link: https://www.econbiz.de/10011583851

Exchange rate forecasting using economic models and technical trading rules

Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: The European journal of finance 28 (2022) 10, pp. 997-1018

Persistent link: https://www.econbiz.de/10013373357

Exchange rate pass-through into import prices revisited: What drives it?

Brun-Aguerre, Raphael; Fuertes, Ana-Maria; Phylaktis, Kate - In: Journal of International Money and Finance 31 (2012) 4, pp. 818-844

A large sample of developed and emerging economies is utilized to investigate import exchange rate pass-through. Panel models reveal that various economic aspects of the destination country can explain about one third of the total variation in pass-through elasticities and the remaining...

Persistent link: https://www.econbiz.de/10010577026

Country and Time Variation in Exchange Rate Pass-Through : What Drives It?

Brun-Aguerre, Raphael - 2012

A large sample of developed and emerging economies is utilized to investigate import pass-through. Panel models reveal that various economic aspects of the destination country can explain about one third of the total variation in pass-through elasticities and the remaining variation comes...

Persistent link: https://www.econbiz.de/10013114242

Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?

Fuertes, Ana María; Kalotychou, Elena; Todorovic, Natasa - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 251-278

Persistent link: https://www.econbiz.de/10011333120