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Exchange rate forecasting, order flow and macroeconomic information

Rime, Dagfinn; Sarno, Lucio; Sojli, Elvira - 2007

Persistent link: https://www.econbiz.de/10003464321

Exchange rate forecasting, order flow and macroeconomic information

Rime, Dagfinn; Sarno, Lucio; Sojli, Elvira - In: Journal of international economics 80 (2010) 1, pp. 72-88

Persistent link: https://www.econbiz.de/10003941036

Exchange rate forecasting, order flow and macroeconomic information

Rime, Dagfinn; Samo, Lucio; Sojli, Elvira - 2009

Persistent link: https://www.econbiz.de/10003830188

Economic valuation of liquidity timing

Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - 2013

Persistent link: https://www.econbiz.de/10010191204

Economic valuation of liquidity timing

Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - In: Journal of banking & finance 37 (2013) 12, pp. 5073-5087

Persistent link: https://www.econbiz.de/10010342791

Divided governments and futures prices

Sojli, Elvira; Tham, Wing Wah - In: Journal of econometrics 187 (2015) 2, pp. 622-633

Persistent link: https://www.econbiz.de/10011499789

Does publication of interest rate paths provide guidance

Natvik, Gisle James; Rime, Dagfinn; Syrstad, Olav - 2019

Does the central bank practice of publishing interest rate projections (IRPs) improve how market participants map new information into future interest rates? Using high-frequent data on Forward Rate Agreements (FRAs) we compute market forecast errors; differences between expected future interest...

Persistent link: https://www.econbiz.de/10012214373

Does publication of interest rate paths provide guidance?

Natvik, Gisle James; Rime, Dagfinn; Syrstad, Olav - In: Journal of international money and finance 103 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012392607

How well do monetary fundamentals forecast exchange rates?

Neely, Christopher J.; Sarno, Lucio - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 5, pp. 51-74

Persistent link: https://www.econbiz.de/10001782553

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