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Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
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Rewards available to currency futures speculators : compensation for risk or evidence of inefficient pricing?
Taylor, Stephen - In: The economic record : er (1992), pp. 105-116
Persistent link: https://www.econbiz.de/10001130521
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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The term structure of volatility implied by foreign exchange options
Xu, Xinzhong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
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Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong - In: Journal of banking & finance 19 (1995) 5, pp. 803-821
Persistent link: https://www.econbiz.de/10001185510