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

DOI10.1002/FOR.2398zbMATH Open1376.62100OpenAlexW2300215694MaRDI QIDQ4596040FDOQ4596040

Authors: Jesús Crespo Cuaresma, Jaroslava Hlouskova, Mauro Costantini 

Publication date: 8 December 2017

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/12332/1/Forecasting%20Errors%2C%20Directional%20Accuracy%20and%20Profitability%20of%20Currency%20Trading.pdf

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zbMATH Keywords

forecast combinationprofitabilitymultivariate time series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (2)

• Forecasting exchange rates using asymmetric losses: a Bayesian approach
• The US dollar/euro exchange rate: structural modeling and forecasting during the recent financial crises

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