[PDF][PDF] The application of stochastic processes in exchange rate forecasting: Benchmark test for the EUR/USD and the USD/TRY

G Gözgör - 2013 - Citeseer
This paper investigates the short-time exchange rate predictability in a developed and in an
emerging market, and for this purpose we consider the Euro/United States Dollar …

[PDF][PDF] The profitability of carry trade: a GCC perspective

M Al-Ali - Unpublished Doctoral Thesis, School of Economics …, 2015 - researchgate.net
Studying exchange rate regimes is essential for conducting carry trade operations. GCC
countries, except Kuwait, peg their currencies to the dollar, which has two implications:(i) …

[PDF][PDF] Determinants of exchange rate fluctuation in Nigeria: Evidence from sticky-price monetary model

MA JIBRIL - Nigerian Journal of Management Sciences Vol, 2019 - bsum.edu.ng
Achieving sustainable and stable economic development is the main objective of any
country, as well as policy-makers at micro levels. One of the pending research problem in …

Forecasting foreign exchange rates as group experiment: actuality bias and fact-convergence effect within wisdom of crowds

HH Horaguchi - Review of Behavioral Finance, 2023 - emerald.com
Purpose This article examines the accuracy and bias inherent in the wisdom of crowd effect.
The purpose is to clarify what kind of bias crowds have when they make predictions. In the …

[PDF][PDF] Computational intelligence in financial forecasting and agent-based modeling: applications of genetic programming and self-organizing maps

M Kampouridis - 2011 - Citeseer
This thesis focuses on applications of Computational Intelligence techniques to Finance and
Economics. First of all, we build upon a Genetic Programming (GP)-based financial …

Forecasting renminbi quotes in the revised Chinese FX market–can we get implications for the onshore/offshore spread-behaviour?

C Von Spreckelsen, F Kunze… - … of Economic Policy …, 2014 - inderscienceonline.com
Since 2011 China attempts to internationalise its currency by allowing more cross-border
trade to be settled in renminbi (RMB). Via the so-called RMB Trade Settlement Scheme …

[图书][B] Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary …

RF Works - 2016 - search.proquest.com
Numerous researchers have studied the connection between exchange rate fluctuations
and macroeconomic variables for various market economies. Few studies, however, have …

Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts

T Imam - International Journal of Finance & Economics, 2021 - Wiley Online Library
Literature on exchange rate forecasting often focuses on varied algorithms' prediction
performances and is comparatively silent regarding lag length and model structure (linear or …

Döviz Kurunun Belirlenmesi: Teorik Modeller Ve Ampirik Bulgular Üzerine Bir Literatür İncelemesi.

G Gözgör - Ekonomik Yaklasim, 2016 - search.ebscohost.com
This paper aims to survey the recent literature on the theoretical models of the exchange
rate determination and to present a detailed literature review on the empirical findings for the …

[PDF][PDF] Stokastik süreçlerin döviz kuru tahmininde kullanımı: Gelişmiş ve gelişmekte olan piyasalar için performans analizi

G Gözgör - 2012 - nek.istanbul.edu.tr
Bu çalışma birer gelişmiş ve gelişmekte olan piyasa örneğinde döviz kurlarının kısa
dönemdeki öngörülebilirliğini incelemektedir. USD/TL ve EUR/USD parite değerlerinin …