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TECHNICAL ANALYSIS ON FOREIGN EXCHANGE: 1975 - 2004

Rubio, Fernando - EconWPA - 2004

The aim of this paper is to determine the potential profitability of technical analysis applied on the foreign exchange market. Eight simple rules of trading are tested in five markets. Only long positions are tracked and reported. When neither commissions nor indexation are included in the...

Persistent link: https://www.econbiz.de/10005134787

A model to distribute mark-up amongst quotation component item

Cattell, David; Bowen, Paul; Kaka, Ammar - EconWPA - 2004

The outline of a proposed new unbalanced bidding model is discussed. Background is provided as regards the role of item price loading, otherwise known as unbalanced bidding. Three types of loading are described, namely those of ‘front-end loading’, ‘back-end loading’ and ‘quantity...

Persistent link: https://www.econbiz.de/10005407989

Long Range Interaction Generating Fat-Tails in Finance

Airoldi, Marco; Antonelli, Vito; Bassetti, Bruno; … - EconWPA - 2004

It's commonly known that the correlation between stocks increases during market turbulent periods. In this work we propose a modellization of this feature, viewed as a collective effect, rearranging a toy-model first proposed in 2001. Equities are modelled as quasi random walk variables, where...

Persistent link: https://www.econbiz.de/10005556701

Introducing a scale of market shocks

Zumbach, Gilles O.; Dacorogna, Michel M.; Olsen, Jorgen L. - EconWPA - 2004

Two 'event' scales for financial markets, called 'scale of market shocks' (SMS), are introduced, which measure the importance of the market movements. These indices are based on the price volatility and are computed by integrating mapped asset volatilities over time horizons that range from 1...

Persistent link: https://www.econbiz.de/10005076995

Asset measurement in the costing of government services

EconWPA; Steering Committee for the Review of … - 2001

Differences in asset measurement techniques can have a major impact on reported capital costs. Their influence on total … that different methods of asset measurement could lead to quite large variations in reported capital costs. Considered in … the context of total unit costs, however, the differences created by these asset measurement effects were relatively small …

Persistent link: https://www.econbiz.de/10005125897

The Discounted Economic Stock of Money with VAR Forecasting

Barnett, William; Chae, Unja; Keating, John - EconWPA - 2005

discount rates. Based on Barnett’s (1991) definition of the economic stock of money, we compute the U.S. economic stock of …

Persistent link: https://www.econbiz.de/10005412591

THE HIDDEN INEQUALITY IN SOCIALISM

Henderson, David; McNab, Robert M; Rozsas, Tamas - EconWPA - 2004

In the same time period over which the former socialist countries of Eastern Europe and Central Asia became freer, measured inequality of income for those countries increased. Researchers linked the increase to the egalitarian values of socialism and to the process of economic and political...

Persistent link: https://www.econbiz.de/10005118811

Understanding Social Capital: Its Nature and Manifestiations in Rural Canada

Reimer, Bill - EconWPA - 2005

This presentation discusses an interpretation and analysis of social capital that is strongly integrated into a framework of social relations. We argue that social capital is organized in four fundamental types of social relations: market, bureaucratic, associative, and communal. Each type of...

Persistent link: https://www.econbiz.de/10005118864

Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan

McCulloch, Neil; Baulch, Bob - EconWPA - 2000

fluctuations of income over time ('smoothing policies') after making an explicit adjustment for measurement error. Since the …

Persistent link: https://www.econbiz.de/10005119120

Measuring the Degree of Efficiency of Financial Market

Los, Cornelis - EconWPA - 2004

market risk is needed. This new risk concept should allow for the measurement of the degree of market efficiency, which is …

Persistent link: https://www.econbiz.de/10005561619