Work

Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets

Year: 1996

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(95)00861-8

Author: Bong-Chan Kho

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2041573997

FWCI: 7.181

Cites: 70

Cited by: 156

Related to: 10