Are carry, momentum and value still there in currencies?
Mark C. Hutchinson, Panagiotis E. Kyziropoulos, John O'Brien, Philip O'Reilly, Tripti Sharma
| Year of publication: |
2022
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|---|---|
| Authors: | Hutchinson, Mark ; Kyziropoulos, Panagiotis E. ; O'Brien, John ; O'Reilly, Philip ; Sharma, Tripti |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-11
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| Subject: | Carry | Cross sectional momentum | Currency return predictability | Momentum | Time series momentum | Value | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Welt | World | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455045