Output details
19 - Business and Management Studies
University of Northumbria at Newcastle
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Article title
Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting
Type
D - Journal article
Title of journal
International Journal of Forecasting
Article number
n/a
Volume number
29
Issue number
2
First page of article
337
ISSN of journal
0169-2070
Year of publication
2013
Number of additional authors
3
Additional information
This paper makes an original contribution to the evaluation of exchange-rate judgmental forecasts in terms of: (a) Using actual currency price series (rather than the typically simulated data used in this stream of research), the study systematically controls the direction and strength of trend to examine their combined impact on forecasting performance; and (b) including the neglected, but critically important, issue of consistency in the evaluation of forecasting performance.
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
