Predicting exchange rate cycles utilizing risk factors
Year of publication: |
December 2015
|
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Authors: | Ahmed, Jameel ; Straetmans, Stefan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 34.2015, p. 112-130
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Subject: | Exchange rate cycles | Bulls and bears | Binary choice models | Carry trade | Currency misalignment | Risk factors | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Risiko | Risk | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market |
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