Abstract: We study the economic value of market timing in FX markets, i.e., using ... market timing policies when constructing currency trading strategies.
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Market timing and predictability in FX markets. TA Maurer, TD Tô, NK Tran. Review of Finance 27 (1), 223-246, 2023. 12, 2023. Optimal Factor Strategy in FX ...
Market timing and predictability in FX markets. TA Maurer, TD Tô, NK Tran. Review of Finance 27 (1), 223-246, 2023. 12, 2023. Optimal factor strategy in FX ...
Signal in the Noise: Trump Tweets and the Currency Market (2023), with Arie E. ... market timing fails. The two factors contain important information regarding ...
We study the joint evolution of foreign exchange (FX) spot and swap market liquidity. ... Time-Varying Global Dollar Risk in Currency Markets. This paper ...
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Market timing and predictability in FX markets. TA Maurer, TD Tô, NK Tran. Review of Finance 27 (1), 223-246, 2023. 12, 2023. Optimal factor strategy in FX ...
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Apr 8, 2020 ... The timing of this fund launch presents a unique opportunity for investors. Historically this FX strategy has had low correlation to public ...
Apr 5, 2012 ... We model DRs as follows. First, convert the return from the DR's quoted currency to the currency of the underlying asset or assets. Then, assign ...
Overcoming the zero bound on nominal interest rates with negative interest on currency: Gesell's solution ... Market timing with option-implied distributions: A ...
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The forex market is available for trading 24 hours a day. However, not all hours of the day are equally good for trading. The best time to trade is when the ...
Traders interface to the system using ordinary Web browsers running feature-rich Java applets; they obtain real-time data feeds of current exchange rates, they ...