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Generating currency trading rules from the term structure of forward foreign exchange premia

Generating currency trading rules from the term structure of forward foreign exchange premia

Sager, Michael; Taylor, Mark P.

期刊名称Journal of International Money and Finance
作者Sager, Michael; Taylor, Mark P.
卷第44卷
印刷ISSN0261-5606
文件大小345.60KB
发表时间2014-06
DOI10.1016/j.jimonfin.2013.03.005
页码230-250

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