Fundamentals and technical trading: Behavior of exchange rates in the CEECs

DOI10.1007/S11079-008-9095-3zbMATH Open1195.91103OpenAlexW1965519098MaRDI QIDQ1034802FDOQ1034802

Authors: Mikael Bask, Jarko Fidrmuc 

Publication date: 6 November 2009

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-008-9095-3

Recommendations

• Technical trading and the volatility of exchange rates
• Foreign exchange trading models and market behavior
• Exchange rates and fundamentals under adaptive learning
• Exchange rate dynamics, asset market structure, and the role of the trade elasticity
• Compositional Analysis of Exchange Rates
• Exchange Rate Dynamics in a Multilateral Target Zone

zbMATH Keywords

foreign exchangeautoregressionmean reversiontechnical analysisfundamental analysis

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

• Efficient Tests for an Autoregressive Unit Root
• A Rational Route to Randomness
• On the unstable behaviour of stock exchanges
• Joint modeling of cointegration and conditional heteroscedasticity with applications

Cited In (2)

• Technical trading and the volatility of exchange rates
• Risk related non linearities in exchange rates: Evidence from a panel of central and Eastern European countries

This page was built for publication: Fundamentals and technical trading: Behavior of exchange rates in the CEECs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1034802)