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The profitability of forward currency speculation by central banks: a comment
Longworth, David J. - In: European economic review : EER 33 (1989) 4, pp. 839-843
Persistent link: https://www.econbiz.de/10001074673
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The profitability of currency speculation
Bilson, John F. O.; Hsieh, David A. - 1983
Persistent link: https://www.econbiz.de/10001907411
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The Profitability of Currency Speculation
Bilson, John F. O. - 2000
This paper presents the results of a post-sample simulation of a speculative strategy using a portfolio of foreign currency forward contracts.The main new features of the speculative strategy are (a)the use of Kalman filters to update the forecasting equation, (b) the allowance for...
Persistent link: https://www.econbiz.de/10012788637
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The Profitability of Currency Speculation
Bilson, John F. O. - 1983
This paper presents the results of a post-sample simulation of a speculative strategy using a portfolio of foreign currency forward contracts.The main new features of the speculative strategy are (a)the use of Kalman filters to update the forecasting equation, (b) the allowance for...
Persistent link: https://www.econbiz.de/10012477902
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Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya; Neely, Christopher J.; Rapach, David E.; … - 2014
Persistent link: https://www.econbiz.de/10010423540
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The carry trade : risks and drawdowns
Daniel, Kent; Hodrick, Robert J.; Lu, Zhongjin - 2014
Persistent link: https://www.econbiz.de/10010413206
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Components of the Profitability of Technical Currency Trading
Schulmeister, Stephan - 2010
This paper investigates the sources of the profitability of 1024 moving average and momentum models when trading in the … have been profitable over the entire sample period. Second, this profitability is exclusively due to the exploitation of …. Fifth, the profitability of technical trading the German mark (euro)/U. S. dollar exchange rate has been significantly lower …
Persistent link: https://www.econbiz.de/10013135722
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Enhancing the profitability of lottery strategies
Kwon, Kyungyoon; Min, Byoung-Kyu; Sun, Chenfei - In: Journal of empirical finance 69 (2022), pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
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The profitability of technical analysis : evidence from the piercing line and dark cloud cover patterns in the forex market
Alanazi, Ahmed S.; Alanazi, Ammar S. - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
is a large burden on profitability. Overall, our evidence suggests that technical analysis could generate excess returns … and that the profitability of technical analysis cannot be explained by market inefficiency. Rather, the evidence is … consistent with that on the link between the efficiency and profitability of technical analysis. …
Persistent link: https://www.econbiz.de/10012440320
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Carry trade and momentum in currency markets
Burnside, Craig; Eichenbaum, Martin S.; Rebelo, Sérgio - 2011
Persistent link: https://www.econbiz.de/10008991151