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Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
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2024
Persistent link: https://www.econbiz.de/10014530271
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2
Media sentiment and currency reversals
Filippou, Ilias
;
Taylor, Mark P.
;
Wang, Zigan
-
2021
Persistent link: https://www.econbiz.de/10012500052
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3
The downton abbey effect : 18th and 19th century british aristocratic marriages and agricultural prices
Taylor, Mark P.
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2021
Persistent link: https://www.econbiz.de/10012520030
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4
Pricing ethics in the foreign exchange market : environmental, social and governance ratings and currency premia
Filippou, Ilias
;
Taylor, Mark P.
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2021
Persistent link: https://www.econbiz.de/10012592999
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5
Currency volatility and global technological innovation
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Xu, Qi
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2021
Persistent link: https://www.econbiz.de/10012663200
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6
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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7
The real effects of exchange rate risk on corporate investment : international evidence
Taylor, Mark P.
;
Wang, Zigan
;
Xu, Qi
-
2020
-
This version: June 12, 2020
Persistent link: https://www.econbiz.de/10012249981
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8
U.S. populist rhetoric and currency returns
Filippou, Ilias
;
Gozluklu, Arie
;
Nguyen, My
;
Taylor, Mark P.
-
2020
Persistent link: https://www.econbiz.de/10012249998
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9
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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10
Prospect theory and currency returns : empirical evidence
Xu, Qi
;
Kozhan, Roman
;
Taylor, Mark P.
-
2020
Persistent link: https://www.econbiz.de/10012305711
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