Internet Appendix: Optimal Factor Strategy in FX Markets
39 Pages Posted: 17 Sep 2016 Last revised: 7 Dec 2017
Date Written: September 18, 2017
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: Suggested Citation