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Ruirui Liu
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The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement
S Cao, H Huang, R Liu, R MacDonald
Journal of International Money and Finance 95, 379-401, 2019
82019
Currency Portfolio Selection with Factors: Additive Gradients and Model Sparsity in a Data-Rich Environment
G Chortareas, G Kapetanios, R Liu
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Articles 1–2