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accessRights:"restricted"
~person:"Piccotti, Louis R."
~person:"Taylor, Mark P."
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Piccotti, Louis R.
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ECONIS (ZBW)
16
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1
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
2
Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
-
2024
Persistent link: https://www.econbiz.de/10014530271
Saved in:
3
Pricing ethics in the foreign exchange market : Environmental, Social and Governance ratings and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of economic behavior & organization : JEBO
191
(
2021
),
pp. 66-77
Persistent link: https://www.econbiz.de/10013185163
Saved in:
4
Pricing ethics in the foreign exchange market : environmental, social and governance ratings and currency premia
Filippou, Ilias
;
Taylor, Mark P.
-
2021
Persistent link: https://www.econbiz.de/10012592999
Saved in:
5
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
6
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
-
2020
Persistent link: https://www.econbiz.de/10012249972
Saved in:
7
U.S. populist rhetoric and currency returns
Filippou, Ilias
;
Gozluklu, Arie
;
Nguyen, My
;
Taylor, Mark P.
-
2020
Persistent link: https://www.econbiz.de/10012249998
Saved in:
8
Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias
;
Rapach, David E.
;
Taylor, Mark P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012305708
Saved in:
9
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
10
Global political risk and currency momentum
Filippou, Ilias
;
Gozluklu, Arie E.
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 2227-2259
Persistent link: https://www.econbiz.de/10011959087
Saved in:
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