A general framework for predicting returns from multiple currency investments

DOI10.1016/S0165-1889(97)00116-4zbMath0899.90051MaRDI QIDQ1128948

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

Publication date: 13 August 1998

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

zbMATH Keywords

forecastingfuture returns on financial assets

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Is the Japanese economy in a liquidity trap?

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Computing optimal multi-currency mean-variance portfolios
• Circumstances in which different criteria of estimation can be applied to estimate policy effects
• On the Nature and Discovery of Structure
• Multivariate Stochastic Variance Models
• Linear Statistical Inference and its Applications

This page was built for publication: A general framework for predicting returns from multiple currency investments