Generating currency trading rules from the term structure of forward foreign exchange premia
Michael Sager; Mark P. Taylor
| Year of publication: |
2014
|
|---|---|
| Authors: | Sager, Michael ; Taylor, Mark P. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 44.2014, p. 230-250
|
| Subject: | Foreign exchange market | Forecasting | Trading rules | Profitability | Devisenmarkt | Währungsderivat | Currency derivative | Theorie | Theory | Welt | World | Effizienzmarkthypothese | Efficient market hypothesis | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391056