Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Year of publication: |
2019
|
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Authors: | Jamali, Ibrahim ; Yamani, Ehab |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 61.2019, p. 241-263
|
Subject: | Currency returns | Emerging markets currencies | Exchange rate predictability | Forecasting | Fundamentals | Portfolios | Technical trading | Trading strategy | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Devisenmarkt | Foreign exchange market | Welt | World | Volatilität | Volatility | Theorie | Theory | Portfolio-Management | Portfolio selection |
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