Xiaochun Liu

University of Central Arkansas

Conway, AR 72035-0001

United States

  • University of Central Arkansas

SCHOLARLY PAPERS

1

DOWNLOADS

376

CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Foreign Exchange Predictability During the Financial Crisis: Implications for Carry Trade Profitability

FRB Atlanta Working Paper No. 2015-6
Number of pages: 30 Posted: 07 Sep 2017
Stanislav Anatolyev, Nikolay Gospodinov, Ibrahim Jamali and Xiaochun Liu
New Economic School, Federal Reserve Bank of Atlanta, American University of Beirut and University of Central Arkansas
Downloads 376 (77,224)

Abstract:

Loading...

exchange rate forecasting, carry trade, positions of traders, return decomposition, copula, joint predictive distribution