Jump risk, time-varying risk premia, and technical trading profits
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | inglés |
| Publicado: |
Atlanta
Federal Reserve Bank of Atlanta
1997
|
| Colección: | Working Paper
97-17 |
| Materias: | |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: Jump risk, time-varying risk premia, and technical trading profits
- Time-varying/sign-switching risk perception on foreign exchange markets
- Managing Foreign Exchange Risk Advanced Strategies for Global Investors, Corporations and Financial Institutions
- Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies
- Měnové páry na Forexu a výpočet zisku z obchodů
- <A> new look at exchange rate volatility and trade flows
- Real Interest Rates, Real Exchange Rates, and Net Foreign Assets in the Adjustment Process