The Internet Appendix to Accompany Foreign Currency Forecasting : What Can Stock and Bond Markets Tell Us?

In this Appendix, we present the results of four supplementary robustness checks including controlling for various macro risks (Appendix A), different time periods (Appendix B), a different method of forecast construction (Appendix C), and different trading strategy (Appendix D)

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Year of publication:	[2022]
Authors:	Phylaktis, Kate ; Yamani, Ehab Abdel-Tawab
Publisher:	[S.l.] : SSRN
Subject:	Internet \| Rentenmarkt \| Bond market \| Aktienmarkt \| Stock market

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Extent:	1 Online-Ressource (43 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2022 erstellt
Classification:	G15 - International Financial Markets ; G17 - Financial Forecasting ; F31 - Foreign Exchange
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013289435