Using extracted forward rate term structure information to forecast foreign exchange rates
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| Title | Using extracted forward rate term structure information to forecast foreign exchange rates |
| Publication Type | Journal Article |
| Year of Publication | 2019 |
| Authors | Kearney F, Cummins M, Murphy F |
| Journal | Journal of Empirical Finance |
| Volume | 53 |
| Pagination | 1 - 14 |
| ISSN | 0927-5398 |
| Keywords | Foreign exchange, Forward rate term structure modelling, Functional data analysis, Multiple hypothesis testing |
| URL | http://www.sciencedirect.com/science/article/pii/S0927539819300428 |
| DOI | 10.1016/j.jempfin.2019.05.002 |
