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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~person:"Taylor, Mark P."
~subject:"carry trade"
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Discussion papers / CEPR
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias
;
Rapach, David E.
;
Taylor, Mark P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012305708
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2
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
-
2020
Persistent link: https://www.econbiz.de/10012249972
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