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The European financial crisis : a challenge for ten-year German government bond yield forecasts?
Kunze, Frederik - In: International journal of bonds and derivatives 1 (2014) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10011312441
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Predicting exchange rates in Asia : new insights on the accuracy of survey forecasts
Kunze, Frederik - 2017
This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar using common forecast accuracy measures. Additionally, the...
Persistent link: https://www.econbiz.de/10011741554
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Forecasting renminbi quotes in the revised Chinese FX market : can we get implications for the onshore/offshore spread-behaviour?
Spreckelsen, Christian von; Kunze, Frederik; Windels, … - In: International journal of economic policy in emerging … 7 (2014) 1, pp. 66-76
Persistent link: https://www.econbiz.de/10010413320
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Interest rate forecasts in times of financial crisis : what might be interesting to know?
Kunze, Frederik; Kramer, Jens; Rudschuck, Norman - In: European journal of political economy 34 (2014), pp. 45-52
Persistent link: https://www.econbiz.de/10011283954
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Forecasting European interest rates in times of financial crisis : what insights do we get from international survey forecasts?
Kunze, Frederik; Wegener, Christoph; Bizer, Kilian; … - In: Journal of international financial markets, … 48 (2017), pp. 192-205
Persistent link: https://www.econbiz.de/10011892352
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Decision-making, uncertainty and the predictability of financial markets: essays on interest rates, crude oil prices and exchange rates
Kunze, Frederik - 2018
Es liegt in der Verantwortung von ökonomischen Entscheidungsträgern, Entscheidungen unter Unsicherheit zu treffen. Finanzmarktunsicherheit kann ökonomische Aktivität negativ beeinflussen. In diesem Sinn können Prognosen theoretisch einen ökonomischen Mehrwert liefern. Diese kumulative...
Persistent link: https://www.econbiz.de/10012169117
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Leading indicators for US house prices: new evidence and implications for EU financial risk managers
Basse, Tobias; Kunze, Frederik; Gonzalez, Miguel Rodriguez - In: European financial management : the journal of the … 28 (2022) 3, pp. 722-743
This study draws on machine learning as a means to causal inference for econometric investigation. We utilize the concept of transfer entropy to examine the relationship between the US National Association of Home Builders Index and the S&P CoreLogic Case-Shiller 20 City Composite Home Price...
Persistent link: https://www.econbiz.de/10013275965
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Leading indicators for US house prices : new evidence and implications for EU financial risk managers
Basse, Tobias; Kunze, Frederik; Gonzalez, Miguel Rodriguez - In: European financial management : the journal of the … 28 (2022) 3, pp. 722-743
Persistent link: https://www.econbiz.de/10013275968
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Predicting Exchange Rates in Asia : New Insights on the Accuracy of Survey Forecasts
Kunze, Frederik - 2017
This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar using common forecast accuracy measures. Additionally, the...
Persistent link: https://www.econbiz.de/10012944283