Narrow search
Showing 1 - 10 of 1,572
Cover Image
On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017
portfolios in terms of portfolio risk. While optimal daily weights minimize portfolio risk, we find that portfolio turnover and …
Persistent link: https://www.econbiz.de/10011745369
Cover Image
Forecasting term structure of interest rates in Japan
Ishii, Hokuto - In: International Journal of Financial Studies : open … 7 (2019) 3/39, pp. 1-35
In this paper, we examined and compared the forecast performances of the dynamic Nelson–Siegel (DNS), dynamic Nelson …–Siegel–Svensson (DNSS), and arbitrage-free Nelson–Siegel (AFNS) models after the financial crisis period. The best model for the forecast … that the AFNS is superior to the DNS model in the long forecast horizon. …
Persistent link: https://www.econbiz.de/10012039649
Cover Image
Forecasting inflation : a comparison of the ECB's short-term inflation projections and inflation-linked swaps
Anttonen, Jetro; Laine, Olli-Matti - 2024
accurate short-term inflation forecasts than produced by Eurosystem insiders, and that risk premia and market inefficiencies do …
Persistent link: https://www.econbiz.de/10015101910
Cover Image
A new approach to exchange rate forecast : the role of global financial cycle and time-varying parameters
Raheem, Ibrahim D.; Vo Xuan Vinh - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2836-2848
Persistent link: https://www.econbiz.de/10013329833
Cover Image
A note on forecasting the euro : do forecasters have an asymmetric loss function?
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International economic journal 28 (2014) 2, pp. 333-343
Persistent link: https://www.econbiz.de/10010503510
Cover Image
Exchange rate forecasting in the West African Monetary Zone : a comparison of forecast performance of time series models
Issahaku, Haruna; Abdulai, Hamdeeya; Kriese, Maryiam; … - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 45-69
Persistent link: https://www.econbiz.de/10011496886
Cover Image
Is it possible to beat the random walk model in exchange rate forecasting? : more evidence for Brazilian case
Marçal, Emerson Fernandes; Hadad Junior, Eli - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10011586095
Cover Image
Do the Markov switching-based hybrid models perform better in forecasting exchange rates?
Du, Jiangze; Yu, Runfang; Li, Jin; Lai, Kin Keung - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 7, pp. 1497-1515
Persistent link: https://www.econbiz.de/10012210811
Cover Image
Selective attention in exchange rate forecasting
Kapounek, Svatopluk; Kučerová, Zusana; Kočenda, Evžen - 2020
We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency markets react to a variety of different information, we hypothesize that market participants process only a limited amount of information. Our analysis includes more than 100,000...
Persistent link: https://www.econbiz.de/10012320114
Cover Image
Selective attention in exchange rate forecasting
Kapounek, Svatopluk; Kučerová, Zuzana; Kočenda, Evžen - 2021
We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency markets react to a variety of different information, we hypothesize that market participants process only a limited amount of information. Our analysis includes more than 100,000...
Persistent link: https://www.econbiz.de/10012433963