Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Predictability-based decision rule"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Commodity returns
2
Currency carry trades
2
Currency volatility
2
Currency-related risk factors
2
Liquidity
2
Predictability
2
Predictability-based decision rule
2
Capital income
1
Currency speculation
1
Devisenmarkt
1
Exchange rate
1
Forecast
1
Forecasting model
1
Foreign exchange market
1
Kapitaleinkommen
1
Prognose
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Volatility
1
Volatilität
1
Wechselkurs
1
Währungsspekulation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Panayotov, George
2
Bakshi, Gurdip
1
Bakshi, Gurdip S.
1
Published in...
All
Journal of Financial Economics
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip
;
Panayotov, George
- In:
Journal of Financial Economics
110
(
2013
)
1
,
pp. 139-163
through out-of-sample metrics, and a
predictability-based
decision
rule
produces sizable improvements in the Sharpe ratios and …
Persistent link: https://www.econbiz.de/10010702377
Saved in:
2
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
