Foreign exchange predictability and the carry trade : a decomposition approach
Stanislav Anatolyev, Nikolay Gospodinov, Ibrahim Jamali, Xiaochun Liu
| Year of publication: |
June 2017
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|---|---|
| Authors: | Anatolyev, Stanislav ; Gospodinov, Nikolaj ; Jamali, Ibrahim ; Liu, Xiaochun |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 42.2017, p. 199-211
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| Subject: | Exchange rate forecasting | Carry trade | Return decomposition | Copula | Joint predictive distribution | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Währungsspekulation | Currency speculation | Devisenmarkt | Foreign exchange market | Prognose | Forecast | Kapitaleinkommen | Capital income | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Welt | World | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808567