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The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation

Dewachter, H.D.R.; Lyrio, M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2003

We compute the opportunity cost for rational risk averse agents of using technical trading rules in the foreign exchange rate market. Our purpose is to investigate whether these rules can be interpreted as near-rational investment strategies for rational investors. We analyze four di.erent...

Persistent link: https://www.econbiz.de/10005288478

Learning, macroeconomic dynamics and the term structure of interest rates

Dewachter, Hans; Lyrio, Marco - In: Asset prices and monetary policy, (pp. 191-238). 2008

Persistent link: https://www.econbiz.de/10003780845

Macro factors and the term structure of interest rates

Dewachter, Hans; Lyrio, Marco - In: Journal of money, credit and banking : JMCB 38 (2006) 1, pp. 119-140

Persistent link: https://www.econbiz.de/10003287605

A joint model for the term structure of interest rates and the macroeconomy

Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - In: Journal of applied econometrics 21 (2006) 4, pp. 439-462

Persistent link: https://www.econbiz.de/10003338629

Macroeconomic and financial determinants of the term premium

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2011

Persistent link: https://www.econbiz.de/10008808117

The cost of technical trading rules in the forex market : a utility-based evaluation

Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089

Persistent link: https://www.econbiz.de/10003394348

Previsão dos preços de commodities por meio das taxas de câmbio

Roseolen, Davi; Araujo, Michael Viriato; Lyrio, Marco - 2013

Persistent link: https://www.econbiz.de/10010226713

The predictive content of the yield curve for inflation

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Developments in macro-finance Yield curve modelling, (pp. 390-411). 2014

Persistent link: https://www.econbiz.de/10010253910

Previsão dos preços de commodities por meio das taxas de câmbio

Rosolen, Davi; Araujo, Michael Viriato; Lyrio, Marco - In: Estudos econômicos : publicação trimestral do … 43 (2013) 4, pp. 813-830

Persistent link: https://www.econbiz.de/10011456242

Information in the Yield curve : a macro-finance approach

Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Journal of applied econometrics 29 (2014) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10010414258

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