SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Predicting exchange rate returns · Study

ArticleShelves

ArticlePredicting exchange rate returns

Paresh Kumar Narayan2019

OA

Articlegreen2019

Predicting exchange rate returns

Paresh Kumar Narayan · Susan Sunila Sharma · Dinh Hoang Bach Phan · Guangqiang Liu

23 citations·0/0 files stored·Emerging Markets Review

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 23 citations exist upstream.

References

1983Empirical exchange rate models of the seventies 1984Forward and spot exchange rates 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1999Predictive regressions 2003The Economics of Exchange Rates 2001Tests of equal forecast accuracy and encompassing for nested models 1996The forward discount anomaly and the risk premium: A survey of recent evidence 2004Predicting returns with financial ratios

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005The Forward Bias Puzzle and Nonlinearity in Deviations from Uncovered Interest Parity: A New Perspectivepreprint · 19 shared references 2018Forward and Spot Exchange Rates in a Multi-Currency World*article · 17 shared references 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzlearticle · 14 shared references 2005Towards a solution to the puzzles in exchange rate economics: where do we stand?preprint · 14 shared references 2014Forward and Spot Exchange Rates in a Multi-currency Worldreport · 14 shared references 2014An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetryarticle · 14 shared references

Details

Year2019

Typearticle

Published2019-12-16

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.ememar.2019.100668

openalex_workW2995625582

Links

Imported from OpenAlex (CC0) — nothing here is generated.