Exchange rate forecasting: the errors we’ve really made
نویسندگان
چکیده
منابع مشابه
Forecasting errors , directional accuracy and profitability of currency trading : The case of EUR / USD exchange rate ∗
We provide a comprehensive study of out-of-sample forecasts for the EUR/USD exchange rate based on multivariate macroeconomic models and forecast combinations. We use profit maximization measures based on directional accuracy and trading strategies in addition to standard loss minimization measures. When comparing predictive accuracy and profit measures, data snooping bias free tests are used. ...
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ژورنال
عنوان ژورنال: Journal of International Economics
سال: 2003
ISSN: 0022-1996
DOI: 10.1016/s0022-1996(02)00058-2