360 Huntington Ave.
Hayden Hall 413
Boston, MA 02115
Northeastern University - D’Amore-McKim School of Business
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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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