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Volumn 18, Issue 3, 1999, Pages 429-458

Technical trading rules in the European Monetary System

Author keywords

European Monetary System; Exchange rates; G0; G14; Genetic programming; Target zones; Technical analysis; Trading rules

Indexed keywords


EID: 0001548699     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(99)85005-0     Document Type: Article
Times cited : (68)

References (16)
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    • Allen, F.1    Karjalainen, R.2
  • 2
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock W., Lakonishok J., LeBaron B. Simple technical trading rules and the stochastic properties of stock returns. J Finance. 47:1992;1731-1764.
    • (1992) J Finance , vol.47 , pp. 1731-1764
    • Brock, W.1    Lakonishok, J.2    Lebaron, B.3
  • 3
    • 0000718360 scopus 로고
    • Testing for market timing ability: A framework for forecast evaluation
    • Cumby R.E., Modest D.M. Testing for market timing ability: A framework for forecast evaluation. J Financial Econ. 19:1987;169-189.
    • (1987) J Financial Econ , vol.19 , pp. 169-189
    • Cumby, R.E.1    Modest, D.M.2
  • 5
    • 0003027847 scopus 로고
    • The covariation of risk premiums and expected future spot exchange rates
    • Hodrick R.J., Srivastava S. The covariation of risk premiums and expected future spot exchange rates. J Int Money Finance. 5:1986;S5-S21.
    • (1986) J Int Money Finance , vol.5
    • Hodrick, R.J.1    Srivastava, S.2
  • 10
    • 0030162495 scopus 로고    scopus 로고
    • Trading rule profits in European currency spot cross-rates
    • Lee C.I., Mathur I. Trading rule profits in European currency spot cross-rates. J Banking Finance. 20:1996;949-962.
    • (1996) J Banking Finance , vol.20 , pp. 949-962
    • Lee, C.I.1    Mathur, I.2
  • 11
    • 0041776665 scopus 로고
    • The significance of technical trading rule profits in the foreign exchange market: A bootstrap approach
    • Levich R., Thomas L. The significance of technical trading rule profits in the foreign exchange market: A bootstrap approach. J Int Money Finance. 12:1993;451-474.
    • (1993) J Int Money Finance , vol.12 , pp. 451-474
    • Levich, R.1    Thomas, L.2
  • 12
    • 0041806112 scopus 로고    scopus 로고
    • Target Zones and Conditional Volatility: The Role of Realignments
    • Forthcoming in the Journal of Empirical Finance
    • Neely C.J. Target Zones and Conditional Volatility: The Role of Realignments. Federal Reserve Bank of St. Louis Working Paper 94-008C. 1998;. Forthcoming in the Journal of Empirical Finance.
    • (1998) Federal Reserve Bank of St. Louis Working Paper 94-008C
    • Neely, C.J.1
  • 14
    • 0031328861 scopus 로고    scopus 로고
    • Is technical analysis in the foreign exchange market profitable? A genetic programming approach
    • Neely C.J., Weller P., Dittmar R. Is technical analysis in the foreign exchange market profitable? A genetic programming approach. J Fin Quantitative Anal. 32:1997;405-426.
    • (1997) J Fin Quantitative Anal , vol.32 , pp. 405-426
    • Neely, C.J.1    Weller, P.2    Dittmar, R.3
  • 15
    • 0000935002 scopus 로고
    • Beating the foreign exchange market
    • Sweeney R.J. Beating the foreign exchange market. J Finance. 41:1986;163-182.
    • (1986) J Finance , vol.41 , pp. 163-182
    • Sweeney, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.