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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
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Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
2
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011317959
Saved in:
3
Forty years, thirthy currencies and 21.000 trading rules : a large-scale, data-snooping robust analysis of technical trading in the foreign exchange market
Hsu, Po-Hsuan
;
Taylor, Mark P.
-
2014
Persistent link: https://www.econbiz.de/10010381964
Saved in:
4
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
-
2014
Persistent link: https://www.econbiz.de/10010381967
Saved in:
5
Out-of-sample evidence on the returns to currency trading
Accominotti, Olivier
;
Chambers, David
-
2014
Persistent link: https://www.econbiz.de/10010370409
Saved in:
6
Macroeconomic order flows : explaining equity and exchange rate returns
Dunne, Peter G.
-
2004
Persistent link: https://www.econbiz.de/10013424553
Saved in:
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