FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2783173816> ?p ?o ?g. }

• W2783173816 endingPage "421" @default.
• W2783173816 startingPage "410" @default.
• W2783173816 abstract "We consider how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of vector autoregressive models, the investor is able, each period, to learn about important data features. The developed methodology synthesizes a wide array of established approaches for modeling exchange rate dynamics. In a thorough investigation of monthly exchange rate predictability for 10 countries, we find that using the proposed methodology for dynamic asset allocation achieves substantial economic gains out of sample. In particular, we find evidence for sparsity, fast model switching, and exploitation of the exchange rate cross-section." @default.
• W2783173816 created "2018-01-26" @default.
• W2783173816 creator A5029466243 @default.
• W2783173816 creator A5030475294 @default.
• W2783173816 creator A5066939801 @default.
• W2783173816 creator A5079472256 @default.
• W2783173816 date "2020-05-10" @default.
• W2783173816 modified "2023-10-16" @default.
• W2783173816 title "Exchange rate predictability and dynamic Bayesian learning" @default.
• W2783173816 cites W1497589610 @default.
• W2783173816 cites W1572930125 @default.
• W2783173816 cites W1968569892 @default.
• W2783173816 cites W1968720267 @default.
• W2783173816 cites W1972403027 @default.
• W2783173816 cites W2012035967 @default.
• W2783173816 cites W2012682800 @default.
• W2783173816 cites W2035611161 @default.
• W2783173816 cites W2043889612 @default.
• W2783173816 cites W2056186894 @default.
• W2783173816 cites W2099036148 @default.
• W2783173816 cites W2100068880 @default.
• W2783173816 cites W2103560332 @default.
• W2783173816 cites W2107335183 @default.
• W2783173816 cites W2126584287 @default.
• W2783173816 cites W2145137553 @default.
• W2783173816 cites W2147203180 @default.
• W2783173816 cites W2155263147 @default.
• W2783173816 cites W2179874418 @default.
• W2783173816 cites W2901429640 @default.
• W2783173816 cites W3121164620 @default.
• W2783173816 cites W3121764760 @default.
• W2783173816 cites W3122004259 @default.
• W2783173816 cites W3122135772 @default.
• W2783173816 cites W3123080258 @default.
• W2783173816 cites W3123637206 @default.
• W2783173816 cites W3123777129 @default.
• W2783173816 cites W3123942245 @default.
• W2783173816 cites W3124002547 @default.
• W2783173816 cites W3124068327 @default.
• W2783173816 cites W3124467146 @default.
• W2783173816 cites W3124550796 @default.
• W2783173816 cites W3125450761 @default.
• W2783173816 cites W3125475163 @default.
• W2783173816 cites W3125657369 @default.
• W2783173816 cites W3125775736 @default.
• W2783173816 cites W4213212567 @default.
• W2783173816 doi "https://doi.org/10.1002/jae.2761" @default.
• W2783173816 hasPublicationYear "2020" @default.
• W2783173816 type Work @default.
• W2783173816 sameAs 2783173816 @default.
• W2783173816 citedByCount "22" @default.
• W2783173816 countsByYear W27831738162020 @default.
• W2783173816 countsByYear W27831738162021 @default.
• W2783173816 countsByYear W27831738162022 @default.
• W2783173816 countsByYear W27831738162023 @default.
• W2783173816 crossrefType "journal-article" @default.
• W2783173816 hasAuthorship W2783173816A5029466243 @default.
• W2783173816 hasAuthorship W2783173816A5030475294 @default.
• W2783173816 hasAuthorship W2783173816A5066939801 @default.
• W2783173816 hasAuthorship W2783173816A5079472256 @default.
• W2783173816 hasBestOaLocation W27831738161 @default.
• W2783173816 hasConcept C105795698 @default.
• W2783173816 hasConcept C107673813 @default.
• W2783173816 hasConcept C139719470 @default.
• W2783173816 hasConcept C149782125 @default.
• W2783173816 hasConcept C154945302 @default.
• W2783173816 hasConcept C159877910 @default.
• W2783173816 hasConcept C160234255 @default.
• W2783173816 hasConcept C162324750 @default.
• W2783173816 hasConcept C165696696 @default.
• W2783173816 hasConcept C197640229 @default.
• W2783173816 hasConcept C2776214188 @default.
• W2783173816 hasConcept C2776988154 @default.
• W2783173816 hasConcept C2983132609 @default.
• W2783173816 hasConcept C33923547 @default.
• W2783173816 hasConcept C38652104 @default.
• W2783173816 hasConcept C41008148 @default.
• W2783173816 hasConcept C536366893 @default.
• W2783173816 hasConcept C556758197 @default.
• W2783173816 hasConceptScore W2783173816C105795698 @default.
• W2783173816 hasConceptScore W2783173816C107673813 @default.
• W2783173816 hasConceptScore W2783173816C139719470 @default.
• W2783173816 hasConceptScore W2783173816C149782125 @default.
• W2783173816 hasConceptScore W2783173816C154945302 @default.
• W2783173816 hasConceptScore W2783173816C159877910 @default.
• W2783173816 hasConceptScore W2783173816C160234255 @default.
• W2783173816 hasConceptScore W2783173816C162324750 @default.
• W2783173816 hasConceptScore W2783173816C165696696 @default.
• W2783173816 hasConceptScore W2783173816C197640229 @default.
• W2783173816 hasConceptScore W2783173816C2776214188 @default.
• W2783173816 hasConceptScore W2783173816C2776988154 @default.
• W2783173816 hasConceptScore W2783173816C2983132609 @default.
• W2783173816 hasConceptScore W2783173816C33923547 @default.
• W2783173816 hasConceptScore W2783173816C38652104 @default.
• W2783173816 hasConceptScore W2783173816C41008148 @default.
• W2783173816 hasConceptScore W2783173816C536366893 @default.
• W2783173816 hasConceptScore W2783173816C556758197 @default.
• W2783173816 hasIssue "4" @default.

• next