Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
Year of publication: |
2020
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Authors: | Potì, Valerio ; Levich, Richard M. ; Conlon, Thomas |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 107.2020, p. 1-21
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Subject: | Currency strategies | Filter rules | Foreign exchange | Market efficiency | Predictability | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate |
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