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- W2811284798 abstract "This article investigates which type of loss function is consistent with the hypothesis that major exchange rate forecasts, i.e. the euro, the British pound, and the Japanese yen vis-à-vis the US dollar, are rational. We apply a comprehensive data set, which also allows us to examine different forecast horizons and heterogeneity of forecasters." @default.
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- W2811284798 date "2018-06-26" @default.
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- W2811284798 title "Do foreign exchange forecasters apply asymmetric loss functions? Evidence from three major exchange rates" @default.
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- W2811284798 doi "https://doi.org/10.1080/13504851.2018.1490692" @default.
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