...Poonam Sharma; Sanjeev Gupta; Ranjan Aneja; Shradha Attri Purpose The present paper aims to conduct a comprehensive scientific mapping of exchange rate forecasting, highlighting trends, developments, and methodological changes. This will provide research scholars, researchers, and policymakers...

...Hae Jin Chung; Moon Young Kang Purpose The purpose of this paper is to investigate how the venture capital industry evolves in Korea. The paper also compares the venture capital industry growth of Korea with that of the USA. Design/methodology/approach This paper forecasts the growth...

... limitations/implications A limitation of the model is that it does not allow for structural shifts in its current form. Extending the model to accommodate possible shifts would probably improve the performance as well the forecasting accuracy. Practical implications The findings in this paper have...

...Stavros Degiannakis; Christos Floros; Alexandra Livada Purpose The purpose of this paper is to focus on the performance of three alternative value‐at‐risk (VaR) models to provide suitable estimates for measuring and forecasting market risk. The data sample consists of five international developed...

...Ioannis T. Lazaridis; O. Nicolis; G. Tondini Purpose – The objective of this study is to formulate a model for forecasting the performance of firms in terms of trends in turnover, investments, exports, employment and flexibility, and to identify the principal correlations with selected dependent...

... statistical inconsistency or incompleteness of data. © Emerald Group Publishing Limited 2006 Sub‐Saharan Africa Nigeria Debt financing Forecasting This paper analyzes sub‐Saharan Africa's debt crisis in recent years and projects its trend into immediate following years. The analysis...

... components which explain most of the variability and applies time series analysis to the model to produce forecasts which come very close to actual values. Develops a model of the Down Jones EURO STOXX financial sector index which also shows reliable forecasting power except for the Feb 2001 period when...

...Stephanos Papadamou; Stavros Tsopoglou Reviews previous research on exchange rate forecasting, identifies some problems in building a predictive model and examines the profitability of using various technical rules (as used by traders) in the USD/DM and USD/BP foreign exchange markets. Takes 1989...

...C.I. Kazantzis; N.P. Tessaromatis Restates the importance of asset volatility forecasts for option pricing and portfolio management and outlines previous research on forecasting models. Discusses the relative information content and predictive power of implied and historical volatility...

...Robert Schweitzer; Samuel H. Szewczyk; Raj Varma Outlines previous research on the effects of bond rating changes on the share prices of US banks, noting opposing views on whether they contain new information. Examines revisions in analysts’ earnings forecasts for downgraded and non‐downgraded...

...Ahmed Riahi‐Belkaoui; Dimitra Koula Alvertos Summarizes previous research on financial analysts’ forecasts and the segmentation of international finance markets. Hypothesizes that the accuracy of earnings forecasts in a country is negatively related to the country return, and positively...

...Florence R. Kirk; Gerald J. Lobo; Stephen R. Fritsche Outlines previous research on the relationship between stock returns and earnings and investigates the effects of divergence between security analysts’ earnings forecasts on this relationship. Uses cross‐sectional analysis, time series...

... forecasts for the subsequent year. Tests these on a sample of 142 US manufacturing firms and presents the results which suggest that analysts do not decompose past earnings. Discusses three possible interpretations of the results and supports Sloan’s (1996) finding that the capital market does not seem...

...Somnath Das Refers to previous research on the accuracy of financial analysts’ earnings forecasts and explores the differences in accuracy for loss making and non‐loss making firms using 1985‐1993 US data. Finds an optimistic bias for both types of firms (smaller for more recent forecasts); which...

... under high volatility, for daily but not weekly returns. Concludes that nonsynchronous trading leads to an inverse relationship between volatility and autocorrelation. © MCB UP Limited 1998 Forecasting Stock markets Stock prices ...