Louisa Chen

University of Sussex

Falmer, Brighton BN1 9SL

United Kingdom

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal

Bank of England Working Paper No. 711

Number of pages: 30 Posted: 21 Feb 2018

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

University of London, Queen Mary - School of Economics and Finance, University of Sussex, University of St. Gallen and Bank of England

Downloads 167 (174,581)

Abstract:

2.

Time Varying Factors in the Performance of Corporate Bond Indices

Number of pages: 62 Posted: 03 Jan 2019

Wolfgang Aussenegg, Louisa Chen, Ranko Jelic and Dietmar Maringer

Vienna University of Technology, University of Sussex, University of Sussex Business School and University of Basel

Downloads 23 (492,812)

Abstract:

3.

Learning and Forecasts about Option Returns through the Volatility Risk Premium

Number of pages: 37 Posted: 27 Feb 2019

Alejandro Bernales, Louisa Chen and Marcela Valenzuela

Universidad de Chile, University of Sussex and University of Chile

Downloads 22 (498,426)

Abstract:

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