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Lessons from the evolution of foreign exchange trading strategies

Neely, Christopher J.; Weller, Paul A. - Federal Reserve Bank of St. Louis - 2011

exchange (forex) technical rules in major and emerging markets, the carry trade, and U.S. equities. The results show that forex … does not select carry trade strategies until well into the 1990s, which helps to explain the relatively recent surge in …

Persistent link: https://www.econbiz.de/10009321080

Trade, wages and employment

Poole, William - Federal Reserve Bank of St. Louis - 2004

Address before the LeMoyne-Owen College, Memphis, March. 25, 2004

Persistent link: https://www.econbiz.de/10011185082

Export market diversification and productivity improvements: theory and evidence from Argentinean firms

Juvenal, Luciana; Monteiro, Paulo Santos - Federal Reserve Bank of St. Louis - 2013

This paper examines the relationship between trade and investment in technology adoption when firms face demand …

Persistent link: https://www.econbiz.de/10010640523

Risk-adjusted, ex ante, optimal technical trading rules in equity markets

Neely, Christopher J. - Federal Reserve Bank of St. Louis - 2001

Allen and Karjalainen (1999) used genetic programming to develop optimal ex ante trading rules for the S&P 500 index. They found no evidence that the returns to these rules were higher than buy-and-hold returns but some evidence that the rules had predictive ability. This comment investigates...

Persistent link: https://www.econbiz.de/10005353017

Nash equilibrium tariffs and illegal immigration: an analysis of preferential trade liberalization

Bandyopadhyay, Subhayu; Takashima, Ryo - Federal Reserve Bank of St. Louis - 2007

decrease) in response to reciprocal trade liberalization between the source and host nations (of illegal immigration). Next we … of this tariff liberalization on the Nash equilibrium tariffs can modify the traditional (trade creating/diverting) gains …

Persistent link: https://www.econbiz.de/10005360623

Trade, wages and employment

Poole, William - Federal Reserve Bank of St. Louis - 2004

Address before the LeMoyne-Owen College, Memphis, March. 25, 2004

Persistent link: https://www.econbiz.de/10005420454

The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits

Neely, Christopher J. - Federal Reserve Bank of St. Louis - 2002

This paper characterizes the temporal pattern of trading rule returns and official intervention for Australian, German, Swiss and U.S. data to investigate whether intervention generates technical trading rule profits. High frequency data show that abnormally high trading rule returns precede...

Persistent link: https://www.econbiz.de/10005491014

U.S. trade deficit: causes, consequences and cures : proceedings of the twelfth annual Economic Policy Conference, held on October 23 and 24, 1987

Burger, Albert E. - Federal Reserve Bank of St. Louis - 1987

Persistent link: https://www.econbiz.de/10005712279