Technical Trading Rule Profitability and Foreing Exchange Intervention

Blake Lebaron ()

Working papers from Wisconsin Madison - Social Systems

Abstract: There is reliable evidence that simple rules used by traders have some predictive value over the future momoment of foreign exchange prices. This paper will review some of this evidence and discuss the economic magnitude of this predictabiliy.

Keywords: FINANCIAL POLICY; EXCHANGE RATE (search for similar items in EconPapers)
JEL-codes: F30 F31 (search for similar items in EconPapers)
Pages: 12 pages
Date: 1996
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Citations: View citations in EconPapers (25)

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Related works:
Journal Article: Technical trading rule profitability and foreign exchange intervention (1999)
Working Paper: Technical Trading Rule Profitability and Foreign Exchange Intervention (1996)
Working Paper: Technical Trading Rule Profitability and Foreign Exchange Intervention (1994)
Working Paper: Technical Trading Rule Profitability and Foreign Exchange Intervention
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Persistent link: https://EconPapers.repec.org/RePEc:att:wimass:9445r

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