PRACTITIONER’S BRIEF: CYCLE SPOTTING—HOW AND WHEN MACRO SIGNALS CAN PREDICT CURRENCY RETURNS

Joseph Wong    Rich Blake, Brindha Gunasingham, PhD, CFA
30 Jul 2018
Category: Currency

Country or region: Asia Pacific (Overall)

Summary:
Based on the paper “Business Cycles and the Cross-Section of Currency Returns” by Steven J. Riddiough and Lucio Sarno, available at https://www.arx.cfa/post/Business-Cycles-and-the-Cross-Section-of-Currency-Returns-3883.html This paper was recently recognized as the CFA Institute Asia-Pacific Research Exchange Best Paper at the 7th Annual Financial Research Network (FIRN) Conference. FIRN is a network of finance researchers ......


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