Showing 1 - 10 of 18,440
Persistent link: https://www.econbiz.de/10011327165
Persistent link: https://www.econbiz.de/10011716026
Persistent link: https://www.econbiz.de/10011619847
Persistent link: https://www.econbiz.de/10014250446
Persistent link: https://www.econbiz.de/10010467445
Persistent link: https://www.econbiz.de/10000539752
flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return … components, which exhibit much greater predictability than raw returns. We allow the two components to respond to currency …-adjusted) profitability when trading individual currencies or forming currency portfolios based on the predicted returns from the …
Persistent link: https://www.econbiz.de/10011313235
Persistent link: https://www.econbiz.de/10011475902
Persistent link: https://www.econbiz.de/10012515315
Persistent link: https://www.econbiz.de/10012656847