1. Predictions of residential property price indices for China via machine learning models. (2025). Jin, Bingzi ; Xu, Xiaojie.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02080-3.

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2. Forecasts of coking coal futures price indices through Gaussian process regressions. (2025). Jin, Bingzi ; Xu, Xiaojie.
   In: Mineral Economics.
   RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00472-9.

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3. Machine learning price index forecasts of flat steel products. (2025). Xu, Xiaojie ; Jin, Bingzi.
   In: Mineral Economics.
   RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00457-8.

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4. Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products. (2023). Zhang, Yun ; Xu, Xiaojie.
   In: Mineral Economics.
   RePEc:spr:minecn:v:36:y:2023:i:4:d:10.1007_s13563-022-00357-9.

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5. Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie.
   In: Mineral Economics.
   RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9.

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6. Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y.

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7. Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat. (2022). Zhang, Yun ; Xu, Xiaojie.
   In: Intelligent Systems in Accounting, Finance and Management.
   RePEc:wly:isacfm:v:29:y:2022:i:3:p:169-181.

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8. Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network. (2022). Zhang, Yun ; Xu, Xiaojie.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-21-01165.

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9. Neural networks in financial trading. (2021). Sermpinis, Georgios ; Rosillo, Rafael ; Fuente, David ; Karathanasopoulos, Andreas.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03144-y.

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10. Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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11. Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Shao, Ying-Hui ; Yang, Yan-Hong ; Stanley, Eugene H.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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12. Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach. (2017). Oseko, Migiro Stephen ; Adewale, Aluko Olufemi ; Olufemi, Adeyeye Patrick.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2017:i:4:p:122-131.

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13. Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa. (2016). Salisu, Afees ; AYINDE, Taofeek.
    In: Journal of African Business.
    RePEc:taf:wjabxx:v:17:y:2016:i:3:p:342-359.

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14. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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15. A test of efficiency for the S&P 500 index option market using the generalized spectrum method. (2016). Huang, Henry ; Wang, Zhanglong .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:64:y:2016:i:c:p:52-70.

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16. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4181.

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17. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp176.

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18. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Economics Series.
    RePEc:ihs:ihsesp:305.

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19. Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization. (2013). Sermpinis, Georgios ; Theofilatos, Konstantinos ; Georgopoulos, Efstratios F. ; Dunis, Christian ; Karathanasopoulos, Andreas.
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    RePEc:eee:ejores:v:225:y:2013:i:3:p:528-540.

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20. Are exchange rates serially correlated? New evidence from the Euro FX markets. (2012). Cheung, Adrian (Wai Kong) ; Su, Jen Je ; Choo, Astrophel Kim.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:21:y:2012:i:1:p:14-20.

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21. Are Euro exchange rates markets efficient? New evidence from a large panel. (2011). Cheung, Adrian (Wai-Kong) ; Su, Jen-Je ; Choo, Astrophel Kim.
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201109.

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22. Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence. (2011). Chuluun, Tuugi ; Kili, Rehim ; Eun, Cheol S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:372-387.

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23. The random-walk behavior of the Euro exchange rate. (2011). Chortareas, Georgios ; Jiang, Ying ; Nankervis, John C..
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    RePEc:eee:finlet:v:8:y:2011:i:3:p:158-162.

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24. A stochastic dominance analysis of yen carry trades. (2010). Fong, Wai Mun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1237-1246.

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25. Foreign exchange, fractional cointegration and the implied-realized volatility relation. (2010). Kellard, Neil ; Sarantis, Nicholas ; Dunis, Christian.
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    RePEc:eee:jbfina:v:34:y:2010:i:4:p:882-891.

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26. Nonlinearity and intraday efficiency tests on energy futures markets. (2010). Yang, Jian ; Wang, Tao.
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    RePEc:eee:eneeco:v:32:y:2010:i:2:p:496-503.

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27. Nonlinearity, data-snooping, and stock index ETF return predictability. (2010). Yang, Jian ; Wang, Tao ; Cabrera, Juan.
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    RePEc:eee:ejores:v:200:y:2010:i:2:p:498-507.

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28. Leveraged carry trade portfolios. (2009). Darvas, Zsolt.
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29. Macroeconomic sources of foreign exchange risk in new EU members. (2009). Poghosyan, Tigran ; Kočenda, Evžen ; Kocenda, Evzen.
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    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2164-2173.

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1. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter.
   In: Econometrics.
   RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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2. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Kania, Stefan ; Touloumtzoglou, Miltiadis ; Hsu, Hsiang-Ling ; Camilleri, Gilmour.
   In: MPRA Paper.
   RePEc:pra:mprapa:65290.

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3. Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Shields, Kalvinder ; Lee, Kevin ; Aristidou, Chrystalleni.
   In: Discussion Papers.
   RePEc:not:notcfc:15/13.

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4. Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. (2015). Fuertes, Ana-Maria ; Todorovic, Natasa ; Kalotychou, Elena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:45:y:2015:i:2:p:251-278.

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5. Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?. (2014). Badia, Marialuz Moreno ; Segura-Ubiergo, Alex.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2014/001.

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6. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Burns, Kelly ; Moosa, Imad.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

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7. Exchange Rates and Interest Parity. (2014). Engel, Charles.
   In: Handbook of International Economics.
   RePEc:eee:intchp:4-453.

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8. Forecasting exchange rates using panel model and model averaging. (2014). Mise, Emi ; Garratt, Anthony.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:37:y:2014:i:c:p:32-40.

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9. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques. (2013). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
   In: Working Paper series.
   RePEc:rim:rimwps:59_13.

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10. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

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11. On the unstable relationship between exchange rates and macroeconomic fundamentals. (2013). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:91:y:2013:i:1:p:18-26.

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12. On policymakers’ loss functions and the evaluation of early warning systems. (2013). Sarlin, Peter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:1-7.

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13. On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131509.

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14. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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15. Exchange rate bifurcation in a stochastic evolutionary finance model. (2012). Gagnon, Gregory.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:35:y:2012:i:1:p:29-58.

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16. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

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17. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
    In: Working Papers.
    RePEc:gla:glaewp:2011_17.

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18. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
    In: Working papers.
    RePEc:bfr:banfra:313.

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19. A new approach to forecasting exchange rates. (2010). Clements, Kenneth ; Lan, Yihui.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1424-1437.

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20. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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21. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

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22. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:81:y:2010:i:2:p:184-196.

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23. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:72-88.

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24. A century of equity premium predictability and the consumption-wealth ratio: An international perspective. (2010). Valente, Giorgio ; Sarno, Lucio ; della Corte, Pasquale.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:313-331.

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25. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:134.

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26. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

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27. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kuhl, Michael.
    In: Ruhr Economic Papers.
    RePEc:rwi:repape:0134.

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28. A High-Low Model of Daily Stock Price Ranges. (2009). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
    In: Working Papers.
    RePEc:hkm:wpaper:032009.

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29. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: Working Papers.
    RePEc:gla:glaewp:2009_13.

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30. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-009.

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31. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604.

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32. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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33. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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    RePEc:ces:ceswps:_2615.

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34. Exchange rate determination of TL/US$: a co-integration approach. (2008). KORAP, LEVENT ; Levent, Korap .
    In: MPRA Paper.
    RePEc:pra:mprapa:19659.

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35. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Su, Xiaojing ; Kolari, James W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:5:p:729-740.

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36. Overnight information and stochastic volatility: A study of European and US stock exchanges. (2008). Tsiakas, Ilias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:251-268.

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37. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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38. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:1:p:57-69.

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39. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

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40. A High-Low Model of Daily Stock Price Ranges. (2008). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2387.

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41. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

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42. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., ; de Zwart, G. J..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:10891.

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43. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

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44. A New Approach to Forecasting Exchange Rates. (2006). Clements, Kenneth ; Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:06-29.

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45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
    In: Journal of Banking & Finance.
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46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena.
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47. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
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48. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
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49. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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50. Elements in the Design of an Early Warning System for Sovereign Default. (2004). Fuertes, Ana-Maria ; Kalotychou, Elena.
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