Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - 2014
forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use … and the British pound, although the excess return per unit of deviation is limited. For the euro against the Swiss franc … or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. …