Currency predictions: do they add value?

By Erik van Dijk and Harry GeelsOctober 2006 (Magazine)

In IPE’s March issue, Compendeon’s Erik van Dijk and Harry Geels investigated if the strategists of investment management firms included in IPE’s Investment Managers Expectations survey added value through their bond market predictions. In this article, the authors analyse the added value of forecasts by currency strategists using a similar approach. Once again, they come up with some very interesting conclusions