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Global political risk and currency momentum
Filippou, Ilias; Gozluklu, Arie E.; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2227-2259
Persistent link: https://www.econbiz.de/10011959087
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406