A general framework for predicting returns from multiple currency investments

DOI10.1016/S0165-1889(97)00116-4zbMATH Open0899.90051MaRDI QIDQ1128948FDOQ1128948

Authors: Costas Christou, P. A. V. B. Swamy, George S. Tavlas 

Publication date: 13 August 1998

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

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zbMATH Keywords

forecastingfuture returns on financial assets

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Multivariate Stochastic Variance Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Computing optimal multi-currency mean-variance portfolios
• On the Nature and Discovery of Structure
• Circumstances in which different criteria of estimation can be applied to estimate policy effects
• Title not available (Why is that?)

Cited In (2)

• Is the Japanese economy in a liquidity trap?
• The applications of foreign exchange portfolio selection based on GARCH model

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