Trading rule profits in european currency spot cross-rates
- 30 June 1996
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 20 (5) , 949-962
- https://doi.org/10.1016/0378-4266(95)00037-2
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examplesJournal of Futures Markets, 1994
- The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approachJournal of International Money and Finance, 1993
- An Empirical Examination of Foreign Exchange Market Efficiency: Applying the Filter Rule Strategy to Intra‐Daily DM/$ Exchange RatesJournal of International Financial Management & Accounting, 1991
- Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"The Journal of Business, 1991
- European Monetary Reform: Progress and ProspectsBrookings Papers on Economic Activity, 1990
- Flexible exchange ratesThe Journal of Portfolio Management, 1989
- The statistical properties of daily foreign exchange rates: 1974–1983Journal of International Economics, 1988
- Testing for market timing abilityJournal of Financial Economics, 1987
- Beating the Foreign Exchange MarketThe Journal of Finance, 1986
- Modeling The persistence Of Conditional Variances: A CommentEconometric Reviews, 1986