Evaluating predictive performance of judgemental extrapolations from simulated currency series

Article Abstract:

Probable effects of judgmental predictions of currency forecasts using simulated currency series were studied and evaluated. The accuracy of such predictions were comparable to actual currency data but will be more effective if expected values of MAE (Mean Absolute Error) and MSE (Mean Squared Error) are used. The framework presented could be used to determine the effectiveness of a forecaster's skill in recognizing simulated currency trends.

Security and commodity exchanges, Miscellaneous Intermediation, Functions related to deposit banking, Foreign Exchange Dealers, Commodity Contracts Dealing, Exchanges ex Securities & Commodities, Models, Prices and rates, Forecasts and trends, Exchanges, Securities, Foreign exchange, Foreign exchange rates, Economic forecasting, Commodity exchanges, Foreign exchange market

---

Borrowing cost reduction by interest rate swaps-an option pricing analysis

Article Abstract:

The contingent claim analysis is used to investigate the effect of leverage and the volatility of earnings asset value on the behavior of risk premia between firm debts with different credit ratings. The findings indicate that the quality spread differential (QSD) can be explained by the differences in leverage and volatility.

Management dynamics, Financial Systems & Controls, Financial Management, Management, Derivatives (Financial instruments), Corporations, Company business management, Corporate finance

---

Similar abstracts:

• Abstracts: Service level approximations for multiechelon inventory systems. Evaluation of nondominated solution sets for k-objective optimization problems: an exact method and approximations
• Abstracts: Strategic performance measurement and incentive compensation. The river metaphor for strategic management
• Abstracts: Knowledge acquisition and performance of international joint ventures in the transition of Vietnam. An exploratory investigation into impulse buying behavior in a transitional economy: a study of urban consumers in Vietnam
• Abstracts: Efficiency of mutual funds and portfolio performance measurement: a non-parametric approach. Degree of scale economies and congestion: A unified DEA approach
• Abstracts: DEA Malmquist productivity measure: new insights with an application to computer industry. Selective convexity in DEA models

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.