Carry trade strategies with factor augmented macro fundamentals : a dynamic Markov-switching factor model
Gokcen Ogruk
| Year of publication: |
2016
|
|---|---|
| Authors: | Ogruk, Gokcen |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 10.2016, 3, p. 11-28
|
| Subject: | Exchange Rate Models | Carry Trade | Forecasting | Markov-Switching Dynamic Factor | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621237