Digesting FOREXS : information transmission across asset classes and return predictability
Year of publication: |
2024
|
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Authors: | Bae, Joon Woo ; Da, Zhi ; Zurita, Virgilio |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 3, p. 1943-1969
|
Subject: | currency information | foreign operations | return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Informationsverbreitung | Information dissemination | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Prognose | Forecast |
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