Issue Information

• DOI: http://doi.org/10.1002/for.2494
• Published date: 01 August 2018
• Date: 01 August 2018

AUGUST 2018 VOLUME 37 NUMBER 5

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 37(5) 519 –626

wileyonlinelibrary.com/journal/for

Exchange rate f orecasting and th e performance of c urrency port folios

J. Cre spo Cuaresma, I. Fortin and J. Hlouskova 519

Fo recasting US GNP gr owth: The role of unc ertainty

M. S egnon, R. Gupta, S. Bekiros and M. E. Wohar 541

A te st of the joint ef ficiency of mac roeconomic forec asts using multi variate

random forests

C. Behrens, C. Pierdzioch and M. Risse 560

Enhancing momentum investment strategy using leverage

C . Forner, Y. G. Muradoglu and S. Sivaprasad 573

Fi nancial densit y forecasts: A co mprehensive compa rison of risk-neutra l

and historical schemes

R . Crisóstomo and L. Couso 589

Ou t-of-sample equit y premium predic tion: A scenario anal ysis approach

X . Tang, F. Hu and P. Wang 604