Economic momentum and currency returns
Year of publication: |
2020
|
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Authors: | Dahlquist, Magnus ; Hasseltoft, Henrik |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 136.2020, 1, p. 152-167
|
Subject: | Carry trade | Foreign exchange rates | Predictability | Trend following | Trends | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Welt | World | Anlageverhalten | Behavioural finance | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market |
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