International Diversification Benefits with Foreign Exchange Investment Styles
International Diversification Benefits with Foreign Exchange Investment Styles
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Author / Creator
Publisher
Oxford: Oxford Univ. Press
Journal title
Language
English
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Publication information
Publisher
Oxford: Oxford Univ. Press
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Scope and Contents
Contents
Style-based management of the foreign exchange (FX) component of international investments with carry trade, FX momentum, and FX value strategies provides economically large and significant diversification benefits. These speculative benefits go beyond the hedging benefits of FX risk documented in the earlier literature. Our results hold after tran...
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Full title
International Diversification Benefits with Foreign Exchange Investment Styles
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_1553171514
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1553171514
Other Identifiers
ISSN
1572-3097
E-ISSN
1875-824X
DOI
10.1093/rof/rft047
