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      • Bilkent Theses
      • Theses - Department of Management
      • Dept. of Management - Master's degree
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      Evaluating probabilistic forecasting accuracy of exchange rates

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      Author
      Öztin, Şule
      Advisor
      Önkal, Dilek
      Date
      1996
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      This study aims to explore various dimensions of probabilistic forecasting accuracy. In particular, the effects of using dichotomous format on the performance of semi-experts’ and novices’ probabilistic forecasts of exchange rates and currencies are examined. Semiexperts are comprised of banking and finance professionals in the finance sector. Novice group consists of MBA students from the Faculty of Business Administration at Bilkent University. The results suggest that the dichotomous format used to elicit the probabilistic forecasts has a differential effect on the p>erformance of semi-experts and novices. Implications of these findings for financial forecasting are discussed and directions for future research are given.
      Keywords
      Probability forecasting
      Exchange rate
      Currency forecasting
      Permalink
      http://hdl.handle.net/11693/17789
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      • Dept. of Management - Master's degree 295
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