Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - 2017
We examine the potential gains of using exchange rate forecast models and forecast com- bination methods in the management of currency portfolios for three exchange rates, the euro (EUR) versus the US dollar (USD), the British pound (GBP) and the Japanese yen (JPY). We use a battery of...