Can currency-based risk factors help forecast exchange rates?



Ahmed, Shamim ORCID: 0000-0003-3712-5213, Liu, Xiaoquan and Valente, Giorgio
(2016) Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting, 32 (1). 75 - 97.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 17 Jun 2019 08:56
Last Modified: 20 Mar 2020 22:52
DOI: 10.1016/j.ijforecast.2015.01.010
URI: http://livrepository.liverpool.ac.uk/id/eprint/3045882