Predictability of exchange rates during periods of financial stress: a strategy based on risk reversals
Sabani, Luca (A.A. 2016/2017) Predictability of exchange rates during periods of financial stress: a strategy based on risk reversals. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 72. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (2MB) | Request a copy |
Abstract/Index
Risk reversal and market prediction. Profitability of technical analysis; literature overview. Data.
References
Bibliografia e sitografia: pp. 56-58.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Financial and credit derivatives |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2016/2017 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jun 2018 13:47 |
| Last Modified: | 21 Jun 2018 13:47 |
| URI: | https://tesi.luiss.it/id/eprint/21436 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
