The Profitability of Currency Speculation
收藏NBER1983-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w1197
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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
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美国国家经济研究局创建时间：
1983-09-01
