New Publication: Exchange Rate Forecasting and the Performance of Currency Portfolios


Ines Fortin and Jaroslava Hlouskova published with Jesus Crespo Cuaresma the article “Exchange Rate Forecasting and the Performance of Currency Portfolios” in the Journal of Forecasting, exploring the potential gains of using exchange rate forecast models and forecast combination methods in the management of currency portfolios. The work was funded by Oesterreichische Nationalbank (Anniversary Fund, Grant No. 16250).
Exchange Rate Forecasting and the Performance of Currency Portfolios