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

DOI10.1007/S11079-008-9095-3MaRDI QIDQ1034802zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

foreign exchangeautoregressionmean reversiontechnical analysisfundamental analysis

Mathematics Subject Classification ID

Trade models (91B60)

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

Cites work

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

Cited in

(2)

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

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