Covered Interest Arbitrage in Exchange Rate Forecasting Markets.
Feng WangYuanxiang LiCheng YangPublished in: FAW (2009)
Keyphrases
- exchange rate
- financial markets
- stock price
- foreign exchange
- stock market
- financial time series
- trading systems
- portfolio selection
- trading strategies
- stock exchange
- non stationary
- early warning
- historical data
- long run
- news articles
- currency exchange
- risk aversion
- long term
- financial data
- electronic markets
- short term
- portfolio management
- real world