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

Christian L. Dunis, Jia Miao

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	249-255
Journal	Applied Financial Economics
Volume	17
Issue number	3
DOIs	https://doi.org/10.1080/09603100500447578
Publication status	Published - Feb 2007

Keywords

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title = "Trading foreign exchange portfolios with volatility filters: the carry model revisited",

keywords = "Accounting and finance",

author = "Dunis, \{Christian L.\} and Jia Miao",

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