Trading foreign exchange portfolios with volatility filters: The carry model revisited

Applied Financial Economics

Volumn 17, Issue 3, 2007, Pages 249-255

  Dunis, Christian L ^a   Miao, Jia ^b  

^a LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

^b MANCHESTER METROPOLITAN UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; INTEREST RATE; NUMERICAL MODEL;

EID: 33847191733     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100500447578     Document Type: Article

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