Economic momentum and currency returns
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DOI: 10.1016/j.jfineco.2019.09.002
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Citations
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Cited by:
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More about this item
Keywords
Carry trade; Foreign exchange rates; Predictability; Trend following; Trends;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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