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DP11970 The Quanto Theory of Exchange Rates 智库出版物
2017
作者:  Ian Martin
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rate forecast  exchange rate  Currency  Forecasting  Predictability  Carry trade  Quanto contracts  
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. 智库出版物
2016
作者:  Costantini M;  Crespo Cuaresma J;  Hlouskova J
Adobe PDF(387Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
exchange rate forecasting  forecast combination  multivariate time series models  profitability  
DP6727 Are Capital Controls in the Foreign Exchange Market Effective? 智库出版物
2008
作者:  Christian Wolff;  Stefan Straetmans;  Roald Versteeg
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Aggregate  Dividend  Earning  Exchange  Forecast  Fundamental  Growth  Model  Rate