Tag Archives: Volatility

Another one of our best theses for 2016 was investment strategies for OECD and BRICS currencies

By: Blomeyer, Gregg Source: http://repository.up.ac.za/handle/2263/59882 Abstract: In this paper a graphical time-series approach was used to analyse style-based investment strategies for currencies. The styles investigated included momentum, volatility and value, and particular focus was given to understanding whether differences exist in the results between the currencies of developed versus emerging countries. The results showed that differences between […]
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