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Technical analysis and central bank intervention

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Author Info
Neely, Christopher J.
Weller, Paul A.

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File URL: http://www.sciencedirect.com/science/article/B6V9S-44KKT23-1/2/bb14f001df9abb98399aec02c5eb0ef0
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 20 (2001)
Issue (Month): 7 (December)
Pages: 949-970
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Handle: RePEc:eee:jimfin:v:20:y:2001:i:7:p:949-970

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Web page: http://www.elsevier.com/locate/inca/30443

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Sweeney, Richard J, 1986. " Beating the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 41(1), pages 163-82, March. [Downloadable!] (restricted)
  2. Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17. [Downloadable!]
  3. Bhattacharya, Utpal & Weller, Paul, 1997. "The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 251-277, July. [Downloadable!] (restricted)
  4. Christopher J. Neely & Paul A. Weller & Robert Dittmar, 1997. "Is technical analysis in the foreign exchange market profitable? a genetic programming approach," Working Papers 1996-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  5. Klein, Michael W., 1993. "The accuracy of reports of foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 12(6), pages 644-653, December. [Downloadable!] (restricted)
    Other versions:
  6. Neely, Christopher J. & Weller, Paul A., 1999. "Technical trading rules in the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 429-458. [Downloadable!] (restricted)
    Other versions:
  7. Szakmary, Andrew C. & Mathur, Ike, 1997. "Central bank intervention and trading rule profits in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 513-535, August. [Downloadable!] (restricted)
  8. Peiers, Bettina, 1997. " Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 52(4), pages 1589-1614, September. [Downloadable!] (restricted)
  9. repec:fth:pennfi:70 is not listed on IDEAS
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Christopher J. Neely & Paul A. Weller, 2001. "Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics," Working Papers 2001-009, Federal Reserve Bank of St. Louis. [Downloadable!]
  2. Fernando Rubio, 2004. "Technical Analysis On Foreign Exchange: 1975 - 2004," Finance 0405033, EconWPA, revised 01 Jul 2004. [Downloadable!]
  3. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Christopher Neely & Paul Weller, 1998. "Technical trading rules in the European Monetary System," Working Papers 1997-015, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  5. Piruna Polsiri & Yupana Wiwattanakantang, 2006. "Corporate Governance of Banks in Thailand," CEI Working Paper Series 2005-18, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  6. Reitz, Stefan, 2002. "Central Bank Intervention and Exchange Rate Expectations – Evidence from the Daily DM/US-Dollar Exchange Rate," Discussion Paper Series 1: Economic Studies 2002,17, Deutsche Bundesbank, Research Centre. [Downloadable!]
  7. Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, . "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA. [Downloadable!]
  8. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January. [Downloadable!] (restricted)
  9. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA. [Downloadable!]
  10. Owen F. Humpage, 1998. "The Federal Reserve as an informed foreign-exchange trader," Working Paper 9815, Federal Reserve Bank of Cleveland. [Downloadable!]
  11. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
  12. Alain P. Chaboud & Owen F. Humpage, 2003. "An analysis of Japanese foreign exchange interventions, 1991-2002," Working Paper 0309, Federal Reserve Bank of Cleveland. [Downloadable!]
  13. Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  14. M. A. H. Dempster & C. M. Jones, 2002. "Can channel pattern trading be profitably automated?," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 275-301, September. [Downloadable!] (restricted)
  15. F. FernÁndez-RodrÍguez & S. Sosvilla-Rivero & J. Andrada-FÉlix, 2003. "Technical analysis in foreign exchange markets: evidence from the EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 113-122, January. [Downloadable!] (restricted)
  16. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  17. Christopher J. Neely & Paul A. Weller, 2001. "Intraday technical trading in the foreign exchange market," Working Papers 1999-016, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
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