15. Volatility and Correlation Timing in Active Currency Management

  1. Jessica James,
  2. Ian W. Marsh3 and
  3. Lucio Sarno3,4
  1. Pasquale Della Corte1,
  2. Lucio Sarno3,4 and
  3. Ilias Tsiakas2

Published Online: 8 OCT 2012

DOI: 10.1002/9781118445785.ch15

Handbook of Exchange Rates

Handbook of Exchange Rates

How to Cite

Della Corte, P., Sarno, L. and Tsiakas, I. (2012) Volatility and Correlation Timing in Active Currency Management, in Handbook of Exchange Rates (eds J. James, I. W. Marsh and L. Sarno), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118445785.ch15

Editor Information

  1. 3

    Cass Business School, London, UK

  2. 4

    CEPR, UK

Author Information

  1. 1

    Imperial College, London, UK

  2. 2

    Department of Economics and Finance, University of Guelph, Guelph, Ontario, Canada

  3. 3

    Cass Business School, London, UK

  4. 4

    CEPR, UK

Publication History

  1. Published Online: 8 OCT 2012
  2. Published Print: 14 JUN 2012

ISBN Information

Print ISBN: 9780470768839

Online ISBN: 9781118445785

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