haku: @freeterm intervention / yhteensä: 7
viite: 5 / 7
| Tekijä: | Neely, C.J. Weller, P.A. |
| Otsikko: | Technical analysis and central bank intervention |
| Lehti: | Journal of International Money and Finance
2001 : DEC, VOL. 20:7, p. 949-970 |
| Asiasana: | CENTRAL BANKS EXCHANGE RATES USA |
| Vapaa asiasana: | INTERVENTION TECHNICAL ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA