Can the intermediary capital risk predict foreign exchange rates?
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101349
Abstract: Abstract The intermediary capital risk (ICR) is recently perceived as an important indicator of economic activities and risk premiums. In this paper, we provide individual time-series predictability of ICR for exchange rates of twelve major… read more here.
Keywords: capital risk; intermediary capital; exchange rates; exchange ... See more keywords