The cost of technical trading rules in the forex market : a utility-based evaluation
Year of publication: |
2006
|
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Authors: | Dewachter, Hans ; Lyrio, Marco |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 7, p. 1072-1089
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Subject: | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Rationale Erwartung | Rational expectations | US-Dollar | US dollar | Deutschland | Germany | Großbritannien | United Kingdom | Japan | Schweiz | Switzerland | 1973-2003 |
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