360 Huntington Ave.
Hayden Hall 413
Boston, MA 02115
Northeastern University - D’Amore-McKim School of Business
in Total Papers Downloads
in Total Papers Citations
Forward bias, FX trading profits, Monte Carlo simulation, bootstrap resampling
International Asset Pricing, Exchange Rates,Foreign Exchange Risk
forward rates, market unbiasedness, structural breaks
Forward-bias, generalized impulse response, limited participation, overshooting, undershooting
Uncovered interest parity, carry trade, FX economic model, policy and practitioner currency management
Fractional integration, unbalanced regression, forward bias, small-sample bias, Monte Carlo simulation
Currency valuation, FX dynamics, news to yields, deviations from uncovered interest parity.
Quantitative easing, federal fund rates, stock returns, out of sample forecasts, impulse-response analysis
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