Exchange rate return predictability in times of geopolitical risk
Bernard Njindan Iyke, Dinh Hoang Bach Phan, Paresh Kumar Narayan
| Year of publication: |
2022
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|---|---|
| Authors: | Iyke, Bernard Njindan ; Dinh Hoang Bach Phan ; Narayan, Paresh Kumar |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 81.2022, p. 1-13
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| Subject: | Exchange rate returns | Geopolitical risk | Predictability | Trading strategies | Wechselkurs | Exchange rate | Geopolitik | Geopolitics | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Welt | World | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013396250