Can skewness predict currency excess returns?
Xue Jiang, Liyan Han, Libo Yin
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Xue ; Han, Liyan ; Yin, Libo |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 628-641
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| Subject: | Carry trade | Cross-sectional tests | Currency excess returns | Skewness | Time-series test | Kapitaleinkommen | Capital income | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Währungsrisiko | Exchange rate risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.07.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120316