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

Costantini, Mauro and Crespo-Cuaresma, Jesús and Hlouskova, Jaroslava (2016) Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. Journal of Forecasting, 35 (7). pp. 652-668.

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Item Type: Article in Academic Journal
Keywords: exchange rate forecasting; forecast combination; multivariate time series models; profitability
Research Groups: Financial Markets and Econometrics
Status: Published
Date Deposited: 15 Mar 2016 09:28
Last Modified: 07 Dec 2016 14:27
URI: http://irihs.ihs.ac.at/id/eprint/3892

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