Is the Foreign Exchange Market Efficient?
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Bibliographic InfoArticle provided by Oxford University Press in its journal Oxford Review of Economic Policy.
Volume (Year): 5 (1989)
Issue (Month): 3 (Autumn)
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- L. Menkhoff & M. Schlumberger, 1995. "Persistent profitability of technical analysis on foreign exchange markets?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 48(193), pages 189-215.
- Andrés Felipe García-Suaza & Jose Eduardo Gómez González, .
"A Simple Test of Momentum in Foreign Exchange Markets,"
Borradores de Economia
647, Banco de la Republica de Colombia.
- José Eduardo Gómez-González & Andrés F. García-Suaza, 2012. "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(5), pages 66-77, September.
- Andres Felipe Garcia-Suaza & Jose Eduardo Gómez, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," BORRADORES DE ECONOMIA 008230, BANCO DE LA REPÚBLICA.
- Andres Felipe García-Suaza & José E. Gómez González, 2011. "A simple test of momentum in foreign exchange markets," DOCUMENTOS DE TRABAJO 008170, UNIVERSIDAD DEL ROSARIO.
- Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.
- L. Menkhoff & M. Schlumberger, 1995. "Persistent profitability of technical analysis on foreign exchange markets?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 48(193), pages 189-215.
- Oliver HoltemÃ¶ller, 2005.
"Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries,"
International Economics and Economic Policy,
Springer, vol. 2(1), pages 33-63, 06.
- Holtemöller, Oliver, 2003. "Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries," SFB 373 Discussion Papers 2003,40, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Pasquariello, Paolo, 2002. "Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 107-133, April.
- Richard M. Levich & Lee R. Thomas, 1994. "The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach," NBER Working Papers 3818, National Bureau of Economic Research, Inc.
- G. Bird & R. Rajan, 2001. "Would International Currency Taxation and Currency Stabilisation in Developing Countries?," Journal of Development Studies, Taylor & Francis Journals, vol. 37(3), pages 21-38.
- Harris, Richard D.F. & Yilmaz, Fatih, 2009. "A momentum trading strategy based on the low frequency component of the exchange rate," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1575-1585, September.
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