Do analysts' forecasts of term spread differential help predict directional change in exchange rates?
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DOI: 10.1016/j.iref.2016.10.003
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Cited by:
- Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019. "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 450-456.
- Hamid Baghestani & Jorg Bley, 2020. "Do directional predictions of US gasoline prices reveal asymmetries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 348-360, April.
- Baghestani, Hamid & Toledo, Hugo, 2019. "Oil prices and real exchange rates in the NAFTA region," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 253-264.
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More about this item
Keywords
Yield curve; Blue Chip survey; Directional accuracy; Symmetric loss;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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