Yang Xu

Beijing University of Technology

100 Ping Le Yuan

Chaoyang District

Beijing, Beijing 100020

China

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Oil Strikes Back: Trend Factors and Exchange Rates

Number of pages: 47 Posted: 16 Dec 2018
Beihang University (BUAA) - School of Economic and Management Science, Beijing University of Technology, Shandong University and Shanghai University of Finance and Economics
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Abstract:

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Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation