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Time series momentum and macroeconomic risk
Hutchinson, Mark; O'Brien, John - In: International review of financial analysis 69 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012316906
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Are carry, momentum and value still there in currencies?
Hutchinson, Mark; Kyziropoulos, Panagiotis E.; O'Brien, John - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455045