Similar Search Results

Methodical madness : technical analysis and the irrationality of exchange-rate forecasts

Chang, P. H. Kevin; Osler, Carol - In: The economic journal : the journal of the Royal … 109 (1999), pp. 636-661

Persistent link: https://www.econbiz.de/10001433089

Evaluating chart-based technical analysis : the head-and-shoulder pattern in foreign exchange markets

Chang, P. H. Kevin; Osler, Carol - 1994

Persistent link: https://www.econbiz.de/10000905493

The forecasting ability of correlations implied in foreign exchange options

Campa, José Manuel; Chang, P. H. Kevin - 1997

Persistent link: https://www.econbiz.de/10000623860

A portfolio-based approach to applying and evaluationg currency forecasts : CSFB's recommendations and past performance

Chang, P. H. Kevin; Prendergast, Joe M. - In: Added value in financial institutions : risk or return?, (pp. 121-135). 2001

Persistent link: https://www.econbiz.de/10001662570

The forecasting ability of correlations implied in foreign exchange options

Campa, José Manuel; Chang, P. H. Kevin - In: Journal of international money and finance 17 (1998) 6, pp. 855-880

Persistent link: https://www.econbiz.de/10001381741

The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Campa, José Manuel - 2008

This paper evaluates the forecasting accuracy of correlation derived from implied volatilities in dollar-mark, dollar-yen, and mark-yen options from January 1989 to May 1995. As a forecast of realized correlation between the dollar-mark and dollar-yen, implied correlation is compared against...

Persistent link: https://www.econbiz.de/10012774954

The Forecasting Ability of Correlations Implied in Foreign Exchange Options

Campa, Jose M. - 1997

Persistent link: https://www.econbiz.de/10012472847

Support for resistance : technical analysis and intraday exchange rates

Osler, Carol - In: Economic policy review 6 (2000) 2, pp. 53-68

Persistent link: https://www.econbiz.de/10001495399