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It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza; Caldeira, João F.; Raimundo … - In: Applied economics letters 29 (2022) 2, pp. 118-122
Persistent link: https://www.econbiz.de/10012803391
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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Should (co)jump variation be included in asset allocation?
Chen, Zirong; Lin, Haonan; Zheng, Xu - In: Applied economics letters 29 (2022) 20, pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
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Asymmetric ambiguity spillover among international equity markets
Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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Growth and volatility in the European Union : a linear or a non-parametric approach?
Botsaris, Charalampos; Tsagkanos, Athanasios - In: Applied economics letters 14 (2007) 1/3, pp. 65-69
Persistent link: https://www.econbiz.de/10003448353
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Exchange rate variability, pressures and optimum currency area criteria : some empirical evidence from the 1990s
Horváth, Roman - In: Applied economics letters 12 (2005) 15, pp. 919-922
Persistent link: https://www.econbiz.de/10003237718
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Change in unconditional foreign exchange rate volatility : an analysis of the GBP and USD price of the Euro from 2002 to 2003
Heaney, Richard A.; Pattenden, Kerry - In: Applied economics letters 12 (2005) 15, pp. 929-932
Persistent link: https://www.econbiz.de/10003237730