Exchange rate forecasting and the performance of currency portfolios

Crespo-Cuaresma, Jesús; Fortin, Ines ORCID: https://orcid.org/0000-0003-4517-455X and Hlouskova, Jaroslava ORCID: 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.

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Item Type: Article in Academic Journal
Keywords: currency portfolios, exchange rate forecasting, profitability, trading strategies
Research Units: Macroeconomics and Economic Policy
Status: Published
Date Deposited: 03 Jul 2018 07:44
Last Modified: 12 Sep 2018 11:16
Identification Number or DOI: 10.1002/for.2518
ISSN: 0277-6693
URI: https://irihs.ihs.ac.at/id/eprint/4697

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