The Profitability of Currency Speculation
收藏NBER1983-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1197
下载链接
链接失效反馈官方服务：
资源简介：
This paper presents the results of a post-sample simulation of a speculative strategy using a portfolio of foreign currency forward contracts.The main new features of the speculative strategy are (a)the use of Kalman filters to update the forecasting equation, (b) the allowance for transactions
提供机构：
美国国家经济研究局
创建时间：
1983-09-01
