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

[img]
Preview
Text
crespo-cuaresma-fortin-hlouskova-2018-exchange-rate-forecasting-journal-of-forecasting.pdf - Published Version

Download (831kB) | Preview
Item Type: Article in Academic Journal
Keywords: currency portfolios, exchange rate forecasting, profitability, trading strategies
Research Units: Former Research Units (until 2020) > Macroeconomics and Economic Policy
Date Deposited: 03 Jul 2018 07:44
Last Modified: 13 Dec 2023 12:45
DOI: 10.1002/for.2518
ISSN: 0277-6693
URI: https://irihs.ihs.ac.at/id/eprint/4697

Actions (login required)

View Item View Item