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~subject:"Forecasting model"
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Forecasting model
Monetary policy
53
Exchange rate
52
USA
52
United States
52
Volatility
50
Volatilität
50
Wechselkurs
50
Theorie
48
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39
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39
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38
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38
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37
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37
Foreign exchange market
31
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29
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29
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29
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28
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28
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27
Welt
21
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21
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18
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17
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16
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16
Quantitative Lockerung
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15
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Financial analysis
14
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14
Foreign exchange rates
14
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14
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5
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English
20
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Neely, Christopher J.
17
Rapach, David E.
4
Tu, Jun
4
Zhou, Guofu
4
Dueker, Michael
3
Kam Fong Chan
2
Sarno, Lucio
2
Weller, Paul A.
2
Campen, Bart van
1
Chan, Kam Fong
1
Emmons, William R.
1
Erdemlioglu, Deniz
1
Gray, Philip
1
Gray, Philip K.
1
Lakdawala, Aeimit K.
1
Laurent, Sébastien
1
Pan, Zheyao
1
van Campen, Bart
1
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Federal Reserve Bank of St. Louis
4
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5
Review / Federal Reserve Bank of St. Louis
4
Journal of banking & finance
2
FRB of St. Louis Working Paper
1
Federal Reserve Bank of St. Louis Working Paper
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
20
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1
Are changes in foreign exchange reserves well correlated with official intervention?
Neely, Christopher J.
- In:
Review / Federal Reserve Bank of St. Louis
82
(
2000
)
5
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001526129
Saved in:
2
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
3
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
4
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
Saved in:
5
Prediciting exchange rate volatility : genetic programming versus GARCH and RiskMetrics
Neely, Christopher J.
;
Weller, Paul A.
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
3
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001747401
Saved in:
6
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
7
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
8
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
9
Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
Saved in:
10
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
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