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Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Sosvilla-Rivero, Simon; Andrada Félix, Julián; … - 2003

In this paper we present new evidence on the positive correlation between returns from technical trading rules and periods of central bank intervention. To that end, we evaluate the profitability of a trading strategy based on nearest-neighbour (nonlinear) predictors, which may be viewed as a...

Persistent link: https://www.econbiz.de/10014119848

Further Evidence on Technical Trading Profitability and Foreign Exchange Intervention

Sosvilla-Rivero, Simon; Andrada Félix, Julián; … - 2002

In this paper we present new evidence on the positive correlation between returns from technical trading rules and periods of central bank intervention. To that end, we evaluate the profitability of a trading strategy based on nearest-neighbour (nonlinear) predictors, which may be viewed as a...

Persistent link: https://www.econbiz.de/10014120228

Rendimento del análisis técnico en mercados cambiarios e intervención de los bancos centrales

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - In: Información comercial española : ICE : revista de … (1999), pp. 109-116

Persistent link: https://www.econbiz.de/10001452522

Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS

Fernández Rodríguez, Fernando (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000997481

Assessing the economic value of nearest-neighbour exchange-rate forecasts

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 1998

Persistent link: https://www.econbiz.de/10000997745

Testing nonlinear forecastability in time series : theory and evidence from the EMS

Fernández Rodríguez, Fernando - In: Economics letters 59 (1998) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10001239094

Further evidence on technical analysis and profitability of foreign exchange intervention

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - 1999

Persistent link: https://www.econbiz.de/10001340697

Volatilidad y predecibilidad en las series del tipo de cambio peseta-dólar : un enfoque basado en el caos determinista

Bajo Rubio, Oscar - In: Revista española de economía (1992), pp. 91-109

Persistent link: https://www.econbiz.de/10001331332

Chaotic behaviour in exchange-rate series : first results for the Peseta-US Dollar case

Bajo Rubio, Oscar - In: Economics letters 39 (1992) 2, pp. 207-211

Persistent link: https://www.econbiz.de/10001130814

Una medida de volatilidad local en series temporales : teoría y aplicación al tipo de cambio peseta-marco

Bajo Rubio, Oscar - In: Hacienda pública española : review of public economics (1995), pp. 49-58

Persistent link: https://www.econbiz.de/10001220729

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