Xiaochun Liu

University of Central Arkansas

Conway, AR 72035-0001

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

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
New Economic School, Federal Reserve Bank of Atlanta, American University of Beirut and University of Central Arkansas
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Abstract:

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