Handbook of Exchange Rates

References

Aggarwal RK, Jorion P. Hidden survivorship in hedge fund returns, Financ Anal J, 2010; 66(2): 69–74.

Aiken AL, Clifford CP, Ellis J. Out of the dark: Hedge fund reporting biases and commercial databases. working paper; 2010. Available at http://ssrn.com/abstract=1519914.

Bank for International Settlements. Triennial central bank survey: report on global foreign exchange market activity in 2010. 2010 Dec.

Burnside C, Eichenbaum M, Kleschelski I, Rebelo S. The returns to currency speculation. Am Econ Rev 2007; 97(2): 333–338.

Chen N, Roll R, Ross S. Economic forces and the stock market. J Bus 1986; 59(3): 383–403.

Dickson T. The Growing Appeal of Overseas Assets. Financial Times, Survey on Pension Fund Investment. 1991 April 18; VI.

Freeman A. Now Equity Managers Cut the Risk — Currency Hedging. Financial Times, Survey on International Fund Management. 1976 October 26: VI.

Fung W, Hsieh DA. Performance characteristics of hedge funds and commodity funds: natural vs. Spurious biases. J Financ Quant Anal 2000; 35(3): 291–307.

Fung W, Hsieh DA. Asset-based style factors for hedge fund. Financ Anal J 2002; 58(5): 16–27.

Givant M. Hedged Indexes Mulled. Pensions Invest Age. 1998 June 27: 2.

Huberman G, Wang Z. Arbitrage pricing theory. Federal Reserve Bank of New York, Staff Report no. 216; 2005 August.

Leibowitz M. Alpha hunters and beta grazers. Financ Anal J 2005; 61(5): 32–39.

Lequeux P, Acar E. A dynamic benchmark for managed currencies funds. Eur J Finance 1998; 4(4): ...