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

Dunis, Christian L. and Miao, Jia (2007) Trading foreign exchange portfolios with volatility filters: the carry model revisited. Applied Financial Economics, 17(3), pp. 249-255. ISSN (print) 0960-3107

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Item Type: Article
Research Area: Accounting and finance
Faculty, School or Research Centre: Faculty of Business and Law > Kingston Business School (Accounting and Finance) (until July 2013)
Faculty of Business and Law
Depositing User: Patricia Lally
Date Deposited: 24 Jan 2013 15:31
Last Modified: 24 Jan 2013 15:31
URI: http://eprints.kingston.ac.uk/id/eprint/24586

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