Trading rule profits in European currency spot cross-rates

Chun I. Lee, Ike Mathur

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)949-962
Number of pages14
JournalJournal of Banking and Finance
Volume20
Issue number5
DOIs
StatePublished - Jun 1996
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • European currencies
  • Trading rules

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