Market timing and predictability in FX markets
Thomas A. Maurer, Thuy-Duong Tô, and Ngoc-Khanh Tran
| Year of publication: |
2023
|
|---|---|
| Authors: | Maurer, Thomas ; To, Thuy Duong ; Tran, Ngoc-Khanh |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 1, p. 223-246
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| Subject: | Market timing | Leverage limits | Risk limits | FX markets | Mean-variance optimization,Exchange rates | Estimation errors | Theorie | Theory | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeit | Time | Devisenmarkt | Foreign exchange market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013543159