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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

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

Random walk theory and exchange rate dynamics in transition economies

Gradojevic, Nikola; Djaković, Vladimir; Andjelić, Goran - In: Panoeconomicus 57 (2010) 3, pp. 303-320

Persistent link: https://www.econbiz.de/10008698128

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

The profitability of technical trading rules : a combined signal approach

Lento, Camillo; Gradojevic, Nikola - In: The journal of applied business research 23 (2007) 1, pp. 13-27

Persistent link: https://www.econbiz.de/10003448357

Revisiting non-parametric exchange rate prediction

Gradojevic, Nikola; Caric, Marko - In: The journal of applied business research 25 (2009) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10003827601

The dynamic interaction of order flows and the CAD/USD exchange rate

Gradojevic, Nikola (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741400

Multiscale analysis of foreign exchange order flows and technical trading profitability

Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165

Persistent link: https://www.econbiz.de/10011439041

Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability

Gradojevic, Nikola - 2013

This paper investigates the multiscale (frequency-dependent) relationship between technical trading profitability and feedback trading effects in the Canada/U.S. dollar foreign exchange market. The results suggest weak evidence that technical trading activities of financial and non-financial...

Persistent link: https://www.econbiz.de/10013090776

The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate

Gradojevic, Nikola - 2008

We explore the relationship between disaggregated order flow, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements. Three types of CAD order flow and the CAD/USD are cointegrated. Financial order flow appears to contemporaneously drive the CAD/USD while commercial order...

Persistent link: https://www.econbiz.de/10012725608