Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate-Reference-Cited by-同舟云学术

Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate

Published:2016-03-10 Issue:7 Volume:35 Page:652-668
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Costantini Mauro¹,Cuaresma Jesus Crespo²³⁴⁵,Hlouskova Jaroslava⁶⁷

Affiliation:

1. Department of Economics and Finance Brunel University London UK

2. Department of Economics Vienna University of Economics and Business Austria

3. Wittgenstein Centre for Demography and Global Human Capital (WIC) Vienna Austria

4. World Population Program International Institute of Applied Systems Analysis (IIASA) Laxenburg Austria

5. Austrian Institute for Economic Research (WIFO) Vienna Austria

6. Department of Economics and Finance Institute for Advanced Studies Vienna Austria

7. Department of Economics Thompson Rivers University BC Kamloops Canada

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2398

Reference66 articles.

1. Forecasting and combining competing models of exchange rate determination

2. BacchiniF CiammolaA IannacconeR MariniM.2010. Combining forecasts for a flash estimate of Euro area GDP. Contributi ISTAT No. 3.

3. BaileyA MillardS WellsS.Capital flows and exchange rates Bank of England Quarterly Bulletin.Autumn 2001;310–318.

4. Liquidity and Expected Returns: Lessons from Emerging Markets

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