Chatrath, Arjun, Dailing, Ryan , Miao, Hong and Ramchander, Sanjay, Currency Jumps, Cojumps and Trading Profits: Role of Macroeconomic Announcements (June 28, 2011). Available at SSRN: http://ssrn.com/abstract=1874486
Abstracts:
"This paper identif…
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