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Random walk versus random line
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Wechselkurs
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ECONIS (ZBW)
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1
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
2
Testing for random walk behaviour in CIVETS exchange rates
Almudhaf, Fahad
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 60-63
Persistent link: https://www.econbiz.de/10010238285
Saved in:
3
The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
Saved in:
4
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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5
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Saved in:
6
Why is it so difficult to outperform the random walk in exchange rate forecasting?
Moosa, Imad A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3340-3346
Persistent link: https://www.econbiz.de/10010345416
Saved in:
7
Fundamentals and exchange rate prediction revisited
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
8
,
pp. 1651-1671
Persistent link: https://www.econbiz.de/10011483981
Saved in:
8
The random walk versus unbiased efficiency : can we separate the wheat from the chaff?
Moosa, Imad A.
- In:
Journal of post-Keynesian economics : JPKE
38
(
2015
)
2
,
pp. 251-279
Persistent link: https://www.econbiz.de/10011509200
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9
Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit
- In:
International journal of computational economics and …
5
(
2015
)
3
,
pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
Saved in:
10
The use of Gulf Cooperation Council currencies in carry trade : a case study of United Arab Emirates Dirham
AlAli, Musaed S.
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 117-128
Persistent link: https://www.econbiz.de/10011578888
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