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Currency exchange rate predictability: The new power of Bitcoin prices
16 references·0 citing·43 second hop
Currency exchange rate predictability: The new power of Bitcoin prices (2023)Currency exchange rate predictability: Th…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Specification Tests in Econometrics (1978)Specification Tests in Econom…Mutual Fund Performance (1966)Mutual Fund PerformanceExpectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)A New Measure of Financial Openness (2008)The Real Exchange Rate and Economic Growth (2008)The KOF Globalisation Index – revisited (2019)Dividend yields and expected stock returns (1988)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Comparing Predictive Accuracy (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Noise Trader Risk in Financial Markets (1990)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

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  • 1994Comparing Predictive Accuracy5,578 cited
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  • 1983Empirical exchange rate models of the seventies4,153 cited
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  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio982 cited

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2018
Trading and Arbitrage in Cryptocurrency Markets
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