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Research Division: Federal Reserve Bank of St. Louis by AdminAli is a document available to read on EtoBox.

What is Research Division: Federal Reserve Bank of St. Louis about?

The document examines whether recently proposed currency risk factors can explain the excess returns of technical trading strategies. It describes the construction of currency portfolios based on various technical indicators from previous research. Empirical results show that newly proposed currency risk factors have little explanatory power for returns to technical trading strategies, indicating more work is needed to develop risk factors that can account for behavior of these important currency portfolios

Author

AdminAli

Language

EN