search query: @freeterm TECHNICAL ANALYSIS / total: 2
reference: 2 / 2
« previous | next »
| Author: | Neely, C.J. Weller, P.A. |
| Title: | Technical analysis and central bank intervention |
| Journal: | Journal of International Money and Finance
2001 : DEC, VOL. 20:7, p. 949-970 |
| Index terms: | CENTRAL BANKS EXCHANGE RATES USA |
| Freeterms: | INTERVENTION TECHNICAL ANALYSIS |
| Language: | eng |
| Abstract: | This paper extends genetic programming techniques to show that US foreign exchange intervention information improves technical trading rules' profitability for two of four exchange rates over part of the out-of-sample period. Rules trade contrary to intervention and are unusually profitable on days prior to intervention, indicating that intervention is intended to halt predictable trends. |
« previous | next »
SCIMA