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Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets

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  • Bong-Chan, Kho

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  • Bong-Chan, Kho, 1996. "Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets," Journal of Financial Economics, Elsevier, vol. 41(2), pages 249-290, June.
  • Handle: RePEc:eee:jfinec:v:41:y:1996:i:2:p:249-290
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