de Zwart, Gerben; Markwat, Thijs; Swinkels, Laurens; … - In: Journal of International Money and Finance 28 (2009) 4, pp. 581-604
We measure the economic value of information derived from macroeconomic variables and from technical trading rules for emerging markets currency investments. Our analysis is based on a sample of 21 emerging markets with a floating exchange rate regime over the period 1997-2007 and explicitly...