Trading rule profits in European currency spot cross-rates

Chun I. Lee; Ike Mathur

doi:10.1016/0378-4266(95)00037-2

Trading rule profits in European currency spot cross-rates

Chun I. Lee
, Ike Mathur

Southern Illinois University Carbondale

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

Original language	English
Pages (from-to)	949-962
Number of pages	14
Journal	Journal of Banking and Finance
Volume	20
Issue number	5
DOIs	https://doi.org/10.1016/0378-4266(95)00037-2
State	Published - Jun 1996
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

European currencies
Trading rules

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10.1016/0378-4266(95)00037-2

Cite this

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title = "Trading rule profits in European currency spot cross-rates",

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author = "Lee, \{Chun I.\} and Ike Mathur",

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AU - Lee, Chun I.

AU - Mathur, Ike

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KW - Trading rules

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EP - 962

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 5

ER -

Trading rule profits in European currency spot cross-rates

ASJC Scopus Subject Areas

Keywords

Access to Document

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