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Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - In: Journal of international money and finance 20 (2001) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001546107
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The economic value of technical trading rules : a nonparametric utility-based approach
Dewachter, Hans; Lyrio, Marco - In: International journal of finance & economics : IJFE 10 (2005) 1, pp. 41-62
Persistent link: https://www.econbiz.de/10002608349
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Zijn beleggingsbladen een goede belegging?
Abraham, Filip; Van Camp, Guy; Dewachter, Hans - 1992
Persistent link: https://www.econbiz.de/10000904058
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Setting futures margins : the extremes approach
Dewachter, Hans - 1996
Persistent link: https://www.econbiz.de/10000940633
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An assessment of central banks' stand on exchange rate stabilization policies
Dewachter, Hans; Gielens, Geert; Veestraeten, Dirk - 1997
Persistent link: https://www.econbiz.de/10000955542
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A cross-country comparison of CPI as a measure of inflation
Dewachter, Hans; Lustig, Hanno - 1997
Persistent link: https://www.econbiz.de/10000965461
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Sticky prices and the nominal effects of real shocks
Dewachter, Hans; Lustig, Hanno - 1998
Persistent link: https://www.econbiz.de/10000977354
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Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - 1997
Persistent link: https://www.econbiz.de/10000977355
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Stochastic process switching and stage III of EMU
De Grauwe, Paul - 1997
Persistent link: https://www.econbiz.de/10000978325
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A chaotic monetary model of the exchange rate
De Grauwe, Paul; Dewachter, Hans - 1990
Persistent link: https://www.econbiz.de/10000819539