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Internet Appendix: Optimal Factor Strategy in FX Markets

39 Pages Posted: 17 Sep 2016 Last revised: 7 Dec 2017

Thomas Andreas Maurer

Washington University in St. Louis - John M. Olin Business School; London School of Economics & Political Science (LSE)

Thuy Duong To

University of New South Wales, Sydney; Financial Research Network (FIRN)

Ngoc-Khanh Tran

Washington University in Saint Louis - John M. Olin Business School

Date Written: September 18, 2017

Abstract

This Internet Appendix supplements the paper "Optimal Factor Strategy in FX Markets," providing robustness checks and additional empirical results. Specifically, we repeat all empirical tests for a larger sample of 28 emerging and developed countries. All results of the main paper are robust in the larger set of emerging and developed countries.

Keywords: internet appendix, optimal factor strategy in FX markets

JEL Classification: F31, F37, G11, G12, G15, G17

Suggested Citation

Maurer, Thomas Andreas and To, Thuy Duong and Tran, Ngoc-Khanh, Internet Appendix: Optimal Factor Strategy in FX Markets (September 18, 2017). Available at SSRN: https://ssrn.com/abstract=2837851 or http://dx.doi.org/10.2139/ssrn.2837851

Thomas Andreas Maurer (Contact Author)

Washington University in St. Louis - John M. Olin Business School ( email )

One Brookings Drive
Campus Box 1133
St. Louis, MO 63130-4899
United States

London School of Economics & Political Science (LSE) ( email )

Houghton Street
London, WC2A 2AE
United Kingdom

Thuy Duong To

University of New South Wales, Sydney ( email )

School of Banking and Finance,
University of New South Wales
Sydney, 2052
Australia
61295855865 (Phone)

Financial Research Network (FIRN)

C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
Australia

HOME PAGE: http://www.firn.org.au

Ngoc-Khanh Tran

Washington University in Saint Louis - John M. Olin Business School ( email )

One Brookings Drive
Campus Box 1133
St. Louis, MO 63130-4899
United States

HOME PAGE: http://www.olin.wustl.edu/EN-US/Faculty-Research/Faculty/Pages/FacultyDetail.aspx?username=ntran

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