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Economic Fundamentals and Short-Run Exchange Rate Prediction: A Machine-Learning Perspective
61/61 checkable references clean · checked 2026-08-20
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 61 checked references that resolve
resolves10.1287/mnsc.2022.4449
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
resolves10.1093/jjfinec/nbn022
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.1016/S0022-1996(02)00059-4
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
resolves10.1162/003465397556827
The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors
resolves10.1016/j.jeconom.2006.05.023
Approximately normal tests for equal predictive accuracy in nested models
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1016/j.jinteco.2012.03.001
The carry trade and fundamentals: Nothing to fear but FEER itself
resolves10.1016/S0022-1996(02)00060-0
Why is it so difficult to beat the random walk forecast of exchange rates?
resolves10.2469/faj.v73.n1.4
When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds
resolves10.1016/j.jinteco.2008.11.001
Out-of-sample exchange rate predictability with Taylor rule fundamentals
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1016/j.jimonfin.2013.03.005
Generating currency trading rules from the term structure of forward foreign exchange premia
The 14 references without a DOI — listed, not checked
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no DOI — not checkedXGBoost: A Scalable Tree Boosting System
no DOI — not checkedref37
no DOI — not checkedref40
no DOI — not checkedref43
no DOI — not checkedThe Out-of-Sample Performance of Carry Trades
no DOI — not checkedOn the Profitability of Influential Carry-Trade Strategies: Data-Snooping Bias and Post-Publication Performance
no DOI — not checkedWhen the Walk Is Not Random: Commodity Prices and Exchange Rates
no DOI — not checkedExchange Rates and Fundamentals: Evidence on Long-Horizon Predictability
no DOI — not checkedref71
no DOI — not checkedThe Economics of Exchange Rates
no DOI — not checkedref74
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