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Simple technical trading rules and the stochastic properties of stock returns

Brock, William A. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1731-1764

Persistent link: https://www.econbiz.de/10001138543

What can central bankers learn from hedge fund replication strategies?

Hsieh, David A. - In: Globalization and systemic risk, (pp. 331-347). 2008

Persistent link: https://www.econbiz.de/10003817458

Test of rational expectations and no risk premium in forward exchange markets

Hsieh, David A. - 1982

Persistent link: https://www.econbiz.de/10002961009

A nonlinear stochastic rational expectations model of exchange rates

Hsieh, David A. - In: Journal of international money and finance 11 (1992) 3, pp. 235-250

Persistent link: https://www.econbiz.de/10001127460

Testing for nonlinear dependence in daily foreign exchange rates

Hsieh, David A. - In: The journal of business : B 62 (1989) 3, pp. 339-368

Persistent link: https://www.econbiz.de/10001069300

Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats

Hsieh, David A. - 1982

This paper tests the hypothesis that traders have rational expeatations and charge no risk premium in the forward exchange market. It uses a statistical procedure which is consistent under a large class of heteroscedasticity, and a set of data which takes into account the institutional features...

Persistent link: https://www.econbiz.de/10012478268