A comparison of MA and RSI returns with exchange rate intervention

Applied Economics Letters

Volumn 14, Issue 5, 2007, Pages 371-383

  Shik, Thomas C ^a   Chong, Terence Tai Leung ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

CENTRAL BANK; CURRENCY; EXCHANGE RATE;

EID: 34247639473     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500426269     Document Type: Article

References (5)

1. LeBaron, B. (1999) Technical trading rule profitability and foreign exchange intervention. Journal of International Economics, 49, pp. 125-143.
2. Neely, CJ (2002) The temporal pattern of trading rule returns and exchange rate intervention: Intervention does not generate technical trading profits. Journal of International Economics, 58, pp. 211-232.
3. Sarno, L. and Taylor, MP (2001) Official intervention in the foreign exchange market: Is it effective and, if so, how does it work?. Journal of Economic Literature, 39, pp. 839-868.
4. Sweeney, R. (1986) Beating the foreign exchange market. Journal of Finance, 41, pp. 163-182.
5. Taylor, MP and Allen, H. (1992) The use of technical analysis in the foreign exchange market. Journal of International Money and Finance, 11, pp. 304-314.