Currency momentum strategies
| Year of publication: |
2012
|
|---|---|
| Authors: | Menkhoff, Lukas ; Sarno, Lucio ; Schmeling, Maik ; Schrimpf, Andreas |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 106.2012, 3, p. 660-685
|