Do sentiment indices always improve the prediction accuracy of exchange rates?
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DOI: 10.1002/for.2836
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Citations
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Cited by:
- Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi, 2024. "EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods," Papers 2408.13214, arXiv.org.
- Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024. "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 597-611.
- Gulati, Vishal, 2023. "Bibliometric review of research on exchange rate predictability and fundamentals," Finance Research Letters, Elsevier, vol. 58(PA).
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