Time series momentum and macroeconomic risk

Research output: Contribution to journal › Article › peer-review

Original language	Undefined/Unknown
Journal	International Review of Financial Analysis
DOIs	https://doi.org/10.1016/j.irfa.2020.101469
Publication status	Published - 2020

Access to Document

TY - JOUR

T1 - Time series momentum and macroeconomic risk

AU - Hutchinson, M.C.

AU - O'Brien, J.

PY - 2020

Y1 - 2020

UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-85080988459&partnerID=MN8TOARS

U2 - 10.1016/j.irfa.2020.101469

DO - 10.1016/j.irfa.2020.101469

M3 - Article

SN - 1057-5219

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -