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Impact of economic data surprises on exchange rates in the inter-dealer market
James, Jessica; Kasikov, Kristjan - In: Quantitative Finance 8 (2008) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10005462697
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The fair value of FX options. Do you get what you pay for?
Charvin, Vincent; Fullwood, Jonathan; James, Jessica - In: Quantitative Finance 14 (2014) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10010751541
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[image omitted] Uncovered interest parity and the FX carry trade
James, Jessica; Kasikov, Kristjan; Secmen, Aysu - In: Quantitative Finance 9 (2009) 2, pp. 123-127
Persistent link: https://www.econbiz.de/10005639928
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FX trading models - how are they doing?
James, Jessica - In: Quantitative Finance 5 (2005) 5, pp. 425-431
Persistent link: https://www.econbiz.de/10005639934
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Robustness of simple trend-following strategies
James, Jessica - In: Quantitative Finance 3 (2003) 6, pp. 114-116
Persistent link: https://www.econbiz.de/10009208377
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Enhancing trend-following strategies with option selling
James, Jessica; Colchester, Hetty - In: Quantitative Finance 4 (2004) 1, pp. 1-6
Jessic James and Hetty Colchester discuss the benefits of switching between strategies in periods of high and los volatility for a variety of currencies.
Persistent link: https://www.econbiz.de/10009214953
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Simple trend-following strategies in currency trading
James, Jessica - In: Quantitative Finance 3 (2003) 4, pp. 75-77
Jessica James discusses how simple trading rules, applied systematically, can yield interesting results.
Persistent link: https://www.econbiz.de/10009215081
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Trend following and option writing—a surprising portfolio
James, Jessica - In: Quantitative Finance 3 (2003) 5, pp. 97-100
Jessica James finds a degree of polarization in the currency markets.
Persistent link: https://www.econbiz.de/10009215098
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The end of diversification
James, Jessica; Kasikov, Kristjan; Edwards, Kerry-Ann - In: Quantitative Finance 12 (2012) 11, pp. 1629-1636
Persistent link: https://www.econbiz.de/10010606809