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Modelling sterling exchange rates and interest rate differentials
Sarantis, Nicholas - In: Applied financial economics 5 (1995) 5, pp. 345-356
Persistent link: https://www.econbiz.de/10001189981
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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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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
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Une explication de l'envolée du dollar entre 1980 et 1985 : l' approche financière du taux de change
Dunis, Christian - In: Revue d'économie politique 95 (1985) 6, pp. 809-822
Persistent link: https://www.econbiz.de/10001006903
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FX volatility forecasts and the informational content of market data for volatility
Dunis, Christian; Laws, Jason; Chauvin, Stéphane - In: The European journal of finance 9 (2003) 3, pp. 242-272
Persistent link: https://www.econbiz.de/10001780709
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Forecasting and trading currency volatility : an application of recurrent neural regression and model combination
Dunis, Christian; Huang, Xuehuan - In: Journal of forecasting 21 (2002) 5, pp. 317-354
Persistent link: https://www.econbiz.de/10001688511
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Probability distributions, trading strategies and leverage : an application of Gaussian mixture models
Lindemann, Andreas; Dunis, Christian; Lisboa, Paulo - In: Journal of forecasting 23 (2004) 8, pp. 559-585
Persistent link: https://www.econbiz.de/10002494602
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Forecasting foreign exchange rates with adaptive neural networks using radial-based functions and Particle Swarm Optimization
Sermpinis, Georgios; Theofilatos, Konstantinos; … - In: European journal of operational research : EJOR 225 (2013) 3, pp. 528-540
Persistent link: https://www.econbiz.de/10009706882
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Forecasting EUR-USD implied volatility : the case of intraday data
Dunis, Christian; Kellard, Neil M.; Snaith, Stuart - In: Journal of banking & finance 37 (2013) 12, pp. 4943-4957
Persistent link: https://www.econbiz.de/10010341879
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Modelling and trading the EUR/USD exchange rate at the ECB fixing
Dunis, Christian; Laws, Jason; Sermpinis, Georgios - In: The European journal of finance 16 (2010) 5/6, pp. 541-560
Persistent link: https://www.econbiz.de/10008698561