Market news co-moments and currency returns
M Tavakoli Baghdadabad, G Mallik - Empirical Economics, 2021 - Springer
We propose three co-moments of the market returns' cash-flow, and discount-rate shocks
and examine empirically an intertemporal capital asset pricing model using the co-moments …
and examine empirically an intertemporal capital asset pricing model using the co-moments …
Drawdown measure and market timing skills: an international empirical study
M Tavakoli Baghdadabad - 2018 - search.proquest.com
This chapter presents an overview of statistical and econometric analyses. It presents the
traditional market timing strategies, the dynamic timing measures, the average drawdown …
traditional market timing strategies, the dynamic timing measures, the average drawdown …