Cross-momentum strategies in the equity futures and currency markets
Yasuhiro Iwanaga, Ryuta Sakemoto
| Year of publication: |
2024
|
|---|---|
| Authors: | Iwanaga, Yasuhiro ; Sakemoto, Ryuta |
| Subject: | Currency portfolio | International equity portfolio | Momentum | Commodity currencies | Portfolio-Management | Portfolio selection | Welt | World | Devisenmarkt | Foreign exchange market | Portfolio-Investition | Foreign portfolio investment | Volatilität | Volatility | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Australien | Australia | Währungsspekulation | Currency speculation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015076307