An Equilibrium Foundation of the Soros Chart

Takashi Kano, 隆 加納, Hiroshi Morita and 裕史 森田

No 2014-07, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Japanese yen/U.S. dollar exchange rate; Soros chart; Random walk; Bayesian analysis (search for similar items in EconPapers)
JEL-codes: E31 E37 F41 (search for similar items in EconPapers)
Pages: 26 pages
Date: 2015-03-27
New Economics Papers: this item is included in nep-mac, nep-mon and nep-opm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/26676/070econDP14-07.pdf

Related works:
Journal Article: An equilibrium foundation of the Soros chart (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2014-07

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().