Global political risk and currency momentum
Ilias Filippou, Arie E. Gozluklu, and Mark P. Taylor
| Year of publication: |
October 2018
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|---|---|
| Authors: | Filippou, Ilias ; Gozluklu, Arie E. ; Taylor, Mark P. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 5, p. 2227-2259
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| Subject: | Currency Momentum | FX Risk premium | Limits to Arbitrage | Political Risk | Risikoprämie | Risk premium | Länderrisiko | Country risk | Welt | World | Portfolio-Management | Portfolio selection | Arbitrage | Devisenmarkt | Foreign exchange market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000686 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011959087