Currency strategies based on momentum, carry trade and skewness
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DOI: 10.1016/j.physa.2018.11.013
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Cited by:
- Mehdi Zolfaghari & Bahram Sahabi, 2021. "The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries," Review of Managerial Science, Springer, vol. 15(7), pages 1981-2023, October.
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Keywords
Momentum; Carry trade; Skewness; Currency excess returns;All these keywords.
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