Similar Search Results

A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation

Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83

Persistent link: https://www.econbiz.de/10012106895

A Proposal to Boost the Profitability of Carry Trade

Moosa, Imad; Burns, Kelly - In: Review of Pacific Basin Financial Markets and Policies … 16 (2013) 04, pp. 1350025-1

It is demonstrated that carry trade can be made more profitable by taking into account the drift factor in the random walk behavior of the underlying exchange rate if it is significant. By using four currency combinations we find the drift factor to be significant at horizons longer than one...

Persistent link: https://www.econbiz.de/10010883270

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

A proposal to boost the profitability of carry trade

Moosa, Imad A.; Burns, Kelly - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-9

Persistent link: https://www.econbiz.de/10010241631

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

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

The random walk as a forecasting benchmark : drift or no drift?

Moosa, Imad A.; Burns, Kelly - In: Applied economics 48 (2016) 43/45, pp. 4131-4142

Persistent link: https://www.econbiz.de/10011639995

Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?

Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910

Persistent link: https://www.econbiz.de/10011844813