Exchange rate return predictability in times of geopolitical risk

https://hdl.handle.net/10536/DRO/DU:30164552
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journal contribution

posted on 2024-06-06, 12:30 authored by BN Iyke, DHB Phan, PK Narayan

Exchange rate return predictability in times of geopolitical risk

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Related Materials

1.
DOI - Is version of https://doi.org/10.1016/j.irfa.2022.102099

Location

Amsterdam, The Netherlands

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Journal

International Review of Financial Analysis

Volume

81

Article number

102099

Pagination

1-12

ISSN

1057-5219

Publisher

Elsevier

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Categories

Keywords

Exchange rate returns Geopolitical risk Predictability Trading strategies 3502 Banking, finance and investment

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All Rights Reserved

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