Similar Search Results

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

Chart analysis and the foreign exchange market

Allen, Helen - In: Review of futures markets 8 (1989) 2, pp. 288-319

Persistent link: https://www.econbiz.de/10001083698

Why is it so difficult to beat the random walk forecast of exchange rates?

Kilian, Lutz; Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10001569668

The term structure of forward exchange rates and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H.; Taylor, Mark P. - 1992

Persistent link: https://www.econbiz.de/10000845274

The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361

Persistent link: https://www.econbiz.de/10001225777

Charts, noise and fundamentals : a study of the London foreign exchange market

Allen, Helen; Taylor, Mark P. - 1989

Persistent link: https://www.econbiz.de/10000128439

The out-of-sample success of term structure models as exchange rate predictors : a step beyond

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10001754209

Why is it so difficult to beat the random walk forecast of exchange rates?

Kilian, Lutz; Taylor, Mark P. - In: Journal of international economics 60 (2003) 1, pp. 85-107

Persistent link: https://www.econbiz.de/10001754239

Why is it so difficult to beat the random walk forecast of exchange rates?

Kilian, Lutz (contributor); Taylor, Mark P. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001704977

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors : A Step Beyond

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2021

A large literature suggests that standard exchange rate models cannot outperform a random walk forecast and that the forward rate is not an optimal predictor of the spot rate. However, there is evidence that the term structure of forward premia contains valuable information for forecasting...

Persistent link: https://www.econbiz.de/10013220936