Exchange rate forecasting and the performance of currency portfolios

Crespo-Cuaresma, Jesús; Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2018) Exchange rate forecasting and the performance of currency portfolios. Journal of Forecasting, 37 (5), pp. 519-540. https://doi.org/10.1002/for.2518

Item Type:	Article in Academic Journal
Keywords:	currency portfolios, exchange rate forecasting, profitability, trading strategies
Research Units:	Macroeconomics and Economic Policy
Date Deposited:	03 Jul 2018 07:44
Last Modified:	19 Sep 2024 08:52
DOI:	10.1002/for.2518
ISSN:	0277-6693
URI:	https://irihs.ihs.ac.at/id/eprint/4697

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