December 2013
Intermediate to advanced
192 pages
3h 13m
English
book
Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility
by Chiente Hsu
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Bibliography
Ang, Andrew and Joseph S. Chen. “Yield Curve Predictors of Foreign Exchange Returns.” Working Paper, 2010.
Baek, In-Mee, Arindam Bandopadhyaya, and Chan Du. “Determinants of Market-Assessed Sovereign Risk: Economic Fundamentals or Market Risk Appetite?” Journal of International Money and Finance 24 (June 2005): 533–548.
Bank for International Settlements, Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity: 2001, 2004, 2007, and 2010.
Bansal, Ravi and Magnus Dahlquist. “The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies.” Journal of International Economics, Elsevier 51(1) (June 2000): 115–144.
Bernales, Alejandro and Massimo Guidolin. “Can We Forecast the Implied Volatility ...
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