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Technical analysis and the profitability of US foreign exchange intervention

Neely, Christopher J. - In: Review / Federal Reserve Bank of St. Louis 80 (1998) 4, pp. 3-17

Persistent link: https://www.econbiz.de/10001250233

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

Neely, Christopher J. - 2000

Persistent link: https://www.econbiz.de/10001591341

Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?

Neely, Christopher J. - In: Journal of international financial markets, … 19 (2009) 1, pp. 188-205

Persistent link: https://www.econbiz.de/10003797288

The temporal pattern of trading rule returns and exchange rate intervention : intervention does not generate technical trading profits

Neely, Christopher J. - In: Journal of international economics 58 (2002) 1, pp. 211-232

Persistent link: https://www.econbiz.de/10001692402

The temporal pattern of trading rule returns and exchange rate intervention : intervention does not generate technical trading profits

Neely, Christopher J. - In: Foreign exchange markets, (pp. 203-224). 2005

Persistent link: https://www.econbiz.de/10003290906

The adaptive markets hypothesis: evidence from the foreign exchange market

Neely, Christopher J.; Weller, Paul A.; Ulrich, Joshua M. - Federal Reserve Bank of St. Louis - 2007

We analyze the intertemporal stability of excess returns to technical trading rules in the foreign exchange market by conducting true, out-of-sample tests on previously studied rules. The excess returns of the 1970s and 1980s were genuine and not just the result of data mining. But these profit...

Persistent link: https://www.econbiz.de/10005490883