1. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN.
   In: Journal of Economics and Behavioral Studies.
   RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165.

   Full description at Econpapers || Download paper

2. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:201836.

   Full description at Econpapers || Download paper

3. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
   In: Working Papers.
   RePEc:pre:wpaper:201774.

   Full description at Econpapers || Download paper

1. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio (2005). Exchange rates and fundamentals: evidence on the economic value of predictability, Journal of International Economics, 66, 325-348.

2. Akaike, H. (1969), Fitting autoregressive models for prediction. Annals of the Institute of Statistical. Mathematics, vol. 21, pp. 243-247.

3. Akram, Q. F. (2004). Oil prices and exchange rates: Norwegian evidence. The Econometrics Journal, 7, 476–504.

4. Bilson, J. (1978). The monetary approach to the exchange rate-some empirical evidence.
   Paper not yet in RePEc: Add citation now
   
5. Chinn, L., Azali, M., & Matthews, G. (2007a). The monetary approach to exchange rate determination for Malaysia. Applied Financial Economic Letters, 3, 91–94.
   Paper not yet in RePEc: Add citation now
   

6. Chinn, L., Azali, M., Yusop, Z. B., & Yusoff, M. B. (2007b). The monetary model of exchange rate: evidence from the Philippines. Applied Economic Letters, 14, 993– 997.

7. Cortes C. and Vapnik V. (1995) Support-Vector Networks, Machine Learning, vol 20, pp.
   Paper not yet in RePEc: Add citation now
   
8. Cowles A. (1933), Can Stock Market Forecasts Forecast, Econometrica, vol. 1, pp. 309324.
   Paper not yet in RePEc: Add citation now
   

9. Cushman, D. (2007). A portfolio balance approach to the Canadian–U.S. exchange rate.

10. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias (2011). Spot and forward volatility in foreign exchange, Journal of Financial Economics, 100, 496-513.

11. Farquad M., Ravi V. and Bapi Raju S, (2010), Support vector regression based hybrid rule extraction methods for forecasting, Expert Systems with Applications: An International Journal, 37, 5577-5589.
    Paper not yet in RePEc: Add citation now
    

12. Frankel, J. A. (1979). On the mark: a theory of floating exchange rates based on real interest differentials. American Economic Review, vol. 69, pp. 610–622.

13. Härdle, Wolfgang, Yuh‐Jye Lee, Dorothea Schäfer, and Yi‐Ren Yeh (2009) Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies, Journal of Forecasting, vol.28(6), pp.

14. Hannan, E. J., and B. G. Quinn (1979). The Determination of the Order of an Autoregression, Journal of the Royal Statistical Society, B, vol.41, pp.190–195.
    Paper not yet in RePEc: Add citation now
    

15. IMF Staff Papers. 25, 48–75. Cheung,Y.-W., Chinn M. and Pascual A.G. (2005) Empirical Exchange Rate Models of the Nineties: Are any Fit to Survive?, Journal of International Money and Finance, 24, 1150–75.

16. Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inferences on cointegration—with applications to the demand for money. Oxford Bulletin of Economics and Statistics, 52, 169–210.

17. Journal of International Money and Finance, vol. 29, 540–554. Mark, N., and D. Sul (2001), Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Sample, Journal of International Economics, vol. 53, pp. 29-52.

18. Kasabov N.K. and Song Qun (2002), Dynamic evolving neuro-fuzzy inference system (DENFIS), IEEE Transactions on Fuzzy Systems, 10, 144.
    Paper not yet in RePEc: Add citation now
    

19. Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo (2010), Consumer credit-risk models via machine-learning algorithms, Journal of Banking & Finance, vol.

20. Kloster, A. (2000). Estimating and interpreting interest rate expectations. Norges Economic Bulletin, LXXI, 85–94.
    Paper not yet in RePEc: Add citation now
    

21. Meese, R. and Rogoff K. (1983) Empirical Exchange Rate Models of the Seventies: Do they Fit out of Sample?, Journal of International Economics, vol. 14, pp. 3–24.

22. Miyakoshi, T. (2000). The monetary approach to the exchange rate: empirical observations from Korea. Applied Economics Letters, 7, 791–794.

23. Neyman, J. and Pearson, E. S. (1933). On the Problem of the Most Efficient Tests of Statistical Hypotheses. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering SciencesI, vol. 231, pp. 694–706.
    Paper not yet in RePEc: Add citation now
    

24. Obstfeld M. and Rogoff K. (2000) The Six Major Puzzles in International Macroeconomics: Is there a Common Cause, NBER Working paper series, no.7777.

25. Politis D. and Romano J. (1994), The Stationary Bootstrap, Journal of the American Statistical Association, vol. 89, pp. 1303-1313.
    Paper not yet in RePEc: Add citation now
    

26. Politits D, White H. and Patton A. (2009), Correction: Automatic Block-Length Selection for the Dependent Bootstrap, Econometric Reviews, vol. 28(4), pp. 372-375.

27. Prediction of bank financial strength ratings: The case of Turkey. Economic Modelling, vol. 29(3), pp. 632-640. 26 Theophilos Papadimitriou et al. Papadamou S. and Markopoulos T. (2012), The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case for Norwegian Krone, International Advances in Economic Research, vol. 18, pp. 299-314.
    Paper not yet in RePEc: Add citation now
    

28. Review of Financial Economics, 16, 305–320. De Grauwe, P. (1996).International money: Postwar-trends and theories, New York: Oxford: Oxford University Press, 146–147.

29. Rime D., Sarno L. and Sojli E. (2010), Exchange rate forecasting, order flow and macroeconomic information, Journal of International Economics, vol. 80, pp. 7288.

30. Rubio, Ginés, Héctor Pomares, Ignacio Rojas, and Luis Javier Herrera (2011) A heuristic method for parameter selection in LS-SVM: Application to time series prediction, International Journal of Forecasting, vol. 27(3), pp. 725-739.

31. Schwarz, Gideon E. (1978). Estimating the dimension of a model. Annals of Statistics, vol. 6 (2), pp. 461–464.
    Paper not yet in RePEc: Add citation now
    

32. Svensson, L. E. O. (1994).Estimating and interpreting forward rates: Sweden 1992-1994.

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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.

   Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

    Full description at Econpapers || Download paper

46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:2:p:1420-1441.

    Full description at Econpapers || Download paper

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.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0616.

    Full description at Econpapers || Download paper

48. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
    In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC.
    RePEc:ags:nc2006:133082.

    Full description at Econpapers || Download paper

49. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

    Full description at Econpapers || Download paper

50. Elements in the Design of an Early Warning System for Sovereign Default. (2004). Fuertes, Ana-Maria ; Kalotychou, Elena.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:231.

    Full description at Econpapers || Download paper

Report date: 2025-10-06 16:56:44 || Missing content? Let us know