Business Cycles and Currency Returns
收藏NBER2019-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26299
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资源简介：
We find a strong link between currency excess returns and the relative strength of the business cycle. Buying currencies of strong economies and selling currencies of weak economies generates high returns both in the cross section and time series of countries. These returns stem primarily from spot
提供机构：
美国国家经济研究局
创建时间：
2019-09-01
