Momentum effects : essays on trading rule returns in G10 currency pairs
Chapter 1: Momentum Effects: G10 Currency Return Survivals The chapter analyses momentum effects in G10 currencies. For each of the currency crosses within the G10 universe the chapter models the “survival” probabilities of trading signals obtained from a wide set of dual crossover moving average co...
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City University London
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.681389 |