Publicação

Exchange rate returns predictability : a quantile approach

Detalhes bibliográficos
Autores principais:	Ferreiro, Tiago de Lima
Assunto:	Quantile regression Applied economics Predictability Developed and emerging markets
Ano:	2024
País:	Portugal
Tipo de documento:	dissertação de mestrado
Tipo de acesso:	acesso aberto
Instituição associada:	Universidade Nova de Lisboa
Idioma:	inglês
Origem:	Repositório Institucional da UNL

Registos relacionados

Predictive quantile regressions with persistent and heteroskedastic predictors
por: Demetrescu, Matei
Publicado em: (2025)

An analysis of long horizon exchange rate predictability
por: Santos, Patrícia Vicente Lopes Da Silva
Publicado em: (2020)

Changing Returns to Education in Portugal During the 1980s and Early 1990s: OLS and Quantile Regression Estimators
por: Hartog, Joop
Publicado em: (1999)

The relationship between consumption and wealth : a quantile regression approach
por: Jawadi, Fredj
Publicado em: (2014)

Carry trade returns and foreign exchange rate risk
por: Silva, Emerson marques da
Publicado em: (2017)

Measuring downside exposure in Europe's real estate market: a house price-at-risk approach using Quantiles via Moments
por: Windscheid, Elias
Publicado em: (2025)

How heterogeneous is the impact of energy efficiency on dwelling prices? : Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market
por: Evangelista, Rui
Publicado em: (2022)

How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market
por: Evangelista, Rui
Publicado em: (2021)

Quantiles via moments
por: Machado, José A. F.
Publicado em: (2019)

A sectoral approach to quantile time-series momentum
por: Silva, Ricardo Aleixo Rei Paulo da
Publicado em: (2024)

Determinants of House Prices in Dublin: A Quantile Regression Approach
por: Sousa, Carlos José Silva
Publicado em: (2025)

The empirical determinants of credit default swap spreads: a quantile regression approach
por: Pires, P.
Publicado em: (2015)

Overeducation and wages in Europe : evidence from quantile regression
por: Budría, Santiago
Publicado em: (2007)

Changing returns to education in Portugal during the 1980s and early 1990s: OLS and quantile regression estimators
por: Hartog, Joop
Publicado em: (2001)

The effect of economic complexity, fertility rate, and information and communication technology on ecological footprint in the emerging economies: a two-step stirpat model and panel quantile regression
por: Kazemzadeh, Emad
Publicado em: (2022)

Earnings volatility forecast : a quantile regression approach
por: Vannini, Giorgio
Publicado em: (2026)

Tourism‑led growth asymmetries in Greece : evidence from quantile regression analysis
por: Lolos, Sarantis
Publicado em: (2023)

Conformal prediction of used car prices
por: Besi, Edoardo de
Publicado em: (2023)

What is the value of value-at-risk after all?: A conditional approach using quantile regressions
por: Peixoto, Carla Sofia Nobre
Publicado em: (2009)

Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers : the multiscale robust quantile regression
por: Živkov, Dejan
Publicado em: (2022)

Energy prices and CO2 emission allowance prices : a quantile regression approach
por: Hammoudeh, Shawkat
Publicado em: (2014)

Credit default swap (CDS) prediction model & trading strategy
por: Dutra, Tiago Mota
Publicado em: (2015)

Returns to schooling in the Portuguese economy: a reassessment
por: Campos, Maria Manuel
Publicado em: (2018)

A Quantile Approach to Identify Factors Promoting Renewable Energy in European Countries
por: Marques, António Cardoso
Publicado em: (2010)

Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?
por: Hanif, Waqas
Publicado em: (2025)

Conformal prediction of option prices
por: Bastos, João A.
Publicado em: (2023)

Double coverage and demand for health care: Evidence from quantile regression
por: Moreira, Sara
Publicado em: (2010)

Forecasting output growth tail risk using quantile regression framework
por: Quattrini, Filippo
Publicado em: (2023)

Forecasting output growth tail risk using quantile regression framework
por: Quattrini, Filippo
Publicado em: (2023)

The impact of foreign wind and solar energy on Norwegian electricity prices: a panel quantile analysis
por: Mathisen, Filip Raaen
Publicado em: (2024)

Does Education Reduce Wage Inequality? Quantile Regressions Evidence from Fifteen European Countries
por: Telhado Pereira, Pedro
Publicado em: (2000)

Returns to schooling in a dynamic model
por: Andini, Corrado
Publicado em: (2005)

On the uncertainty of real estate price predictions
por: Bastos, João A.
Publicado em: (2024)

Energy prices and CO2 emission allowance prices : a quantile regression approach
por: Hammoudeh, Shawkat
Publicado em: (2014)

Does education reduce wage inequality? Quantile regression evidence from 16 countries
por: Martins, Pedro S.
Publicado em: (2004)

Insights from analysing tourist expenditure using quantile regression
por: Almeida, António
Publicado em: (2016)

Trends in ozone concentrations in the Iberian Peninsula by quantile regression and clustering
por: Monteiro, A.
Publicado em: (2012)

Regional innovation heterogeneity in Europe : a quantile regression analysis
por: Antunes, Manuel António Marques
Publicado em: (2016)

A macroprudential look into the risk-return framework of banks’ profitability
por: Passinhas, Joana
Publicado em: (2023)

Is there a return–risk link in education?
por: Pereira, Pedro Telhado
Publicado em: (2002)