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Currency momentum strategies
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: Journal of financial economics 106 (2012) 3, pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
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Currency momentum strategies
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: Journal of financial economics 106 (2012) 3, pp. 660-685
Persistent link: https://www.econbiz.de/10010034718
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Output and expected returns
Rangvid, Jesper - In: Journal of financial economics 81 (2006) 3, pp. 595-624
Persistent link: https://www.econbiz.de/10003370411
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End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther; Rangvid, Jesper - In: Journal of financial economics 115 (2015) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10011327248
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Output and expected returns
Rangvid, Jesper - In: Journal of financial economics 81 (2006) 3, pp. 595-624
Persistent link: https://www.econbiz.de/10007285942