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  • Search: subject:"macro-fundamentals augmented models"
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Capital income 1 Currency speculation 1 Devisenmarkt 1 Emerging economies 1 Estimation 1 Exchange rate 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Foreign exchange market 1 Kapitaleinkommen 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Schwellenländer 1 Schätzung 1 Sharpe ratio 1 Taylor rule 1 Wechselkurs 1 Welt 1 World 1 Währungsspekulation 1 Yield curve 1 Zinsstruktur 1 carry factor 1 carry trading strategies 1 common factors 1 common risk factors 1 emerging markets 1 exchange rate forecasting 1 factor augmented models 1 macro-fundamentals augmented models 1 simulation 1
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English 1
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Ogruk-Maz, Gokcen 1 Wu, Shengxiong 1 Yildirim, Sinan 1
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International journal of monetary economics and finance : IJMEF 1
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Exchange rate predictability, common factors, and applications in carry trade
Ogruk-Maz, Gokcen; Wu, Shengxiong; Yildirim, Sinan - In: International journal of monetary economics and finance … 13 (2020) 6, pp. 513-530
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