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The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
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Exchange rate dynamics, forecasting and the microstructure approach : empirical evidence for an emerging market economy
Sánchez-Fung, José R. - In: Macroeconomics and finance in emerging market economies 8 (2015) 1/3, pp. 81-89
Persistent link: https://www.econbiz.de/10011402341
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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Assessing the forecast ability of risk-neutral densities and real-world densities from emerging markets currencies
Ornelas, José Renato Haas - 2014
Persistent link: https://www.econbiz.de/10010471926
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Predictability of exchange rates with taylor rule fundamentals : evidence from inflation-targeting emerging countries
Alba, Joseph D.; Park, Donghyun; Xie, Taojun - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10011404515
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Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts
Pilbeam, Keith; Langeland, Kjell Noralf - In: International economics and economic policy : IEEP 12 (2015) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10011375830
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Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung; Xuan Vinh Vo - In: Economics and Business Letters : EBL 12 (2023) 1, pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
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Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem; Fazilet, Fatih; Tekatli, Necati - In: Economic modelling 49 (2015), pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
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Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim; Yamani, Ehab - In: Journal of international financial markets, … 61 (2019), pp. 241-263
Persistent link: https://www.econbiz.de/10012128296