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Issue Date | Title | Author(s) |
---|---|---|
1 October 2008 | Day-of-the-month effects in the performance of momentum trading strategies in the foreign exchange market | Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih |
1 August 2009 | Hedging and value at risk: a semi-parametric approach | Cao, Zhiguang; Harris, Richard D. F.; Shen, Jane |
31 December 2011 | A cyclical model of exchange rate volatility | Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih |