The out-of-sample performance of carry trades
Po-Hsuan Hsu, Mark P. Taylor, Zigan Wang, Yan Li
| Year of publication: |
2024
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|---|---|
| Authors: | Hsu, Po-Hsuan ; Taylor, Mark P. ; Wang, Zigan ; Li, Yan |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103042, p. 1-22
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| Subject: | Carry trade | Data-snooping bias | Foreign exchange | Trading rules | Devisenmarkt | Foreign exchange market | Welt | World | Währungsspekulation | Currency speculation | Kapitaleinkommen | Capital income | Währungsrisiko | Exchange rate risk | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551353