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High-frequency Markov switching models in the foreign exchange market

Marsh, Ian - In: Journal of forecasting 19 (2000) 2, pp. 123-134

Persistent link: https://www.econbiz.de/10001464874

Exchange rate modelling

MacDonald, Ronald; Marsh, Ian - 1999

Persistent link: https://www.econbiz.de/10001422339

On fundamentals and exchange rates : a Casselian perspective

MacDonald, Ronald - In: The review of economics and statistics 79 (1997) 4, pp. 655-664

Persistent link: https://www.econbiz.de/10001229878

Combining exchange rate forecasts : what is the optimal consensus measure?

MacDonald, Ronald - In: Journal of forecasting 13 (1994) 3, pp. 313-332

Persistent link: https://www.econbiz.de/10001157655

Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes

MacDonald, Ronald - In: Economie & prévision : EP (1996), pp. 109-115

Persistent link: https://www.econbiz.de/10001212583

Currency forecasters are heterogeneous : confirmation and consequences

MacDonald, Ronald - In: Journal of international money and finance 15 (1996) 5, pp. 665-685

Persistent link: https://www.econbiz.de/10001212766

A note on the performmance of foreign exchange forecasters in a portfolio framework

Marsh, Ian - In: Journal of banking & finance 20 (1996) 3, pp. 605-613

Persistent link: https://www.econbiz.de/10001197031

Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen

MacDonald, Ronald; Marsh, Ian - In: Journal of international money and finance 23 (2004) 1, pp. 99-111

Persistent link: https://www.econbiz.de/10001896665

High-frequency information content in end-user foreign exchange order flows

Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884

Persistent link: https://www.econbiz.de/10009691776

High Frequency Information Content in End-User Foreign Exchange Order Flows

Marsh, Ian - 2011

This paper considers the impact of foreign exchange order flows on contemporaneous and future stock market returns using a new database of customer order flows in the €-$ exchange rate market as seen by a leading European bank. We do not find clear contemporaneous relationships between FX...

Persistent link: https://www.econbiz.de/10013125789