Uncertainty of Trading Rules in Currency Markets: An Application of Nonparametric Bootstrapping

SSRN Electronic Journal ◽

10.2139/ssrn.252518 ◽

2000 ◽

Author(s):

Paolo Pasquariello

Keyword(s):

Currency Markets ◽

Trading Rules

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Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(01)00049-4 ◽

2002 ◽

Vol 12 (2) ◽

pp. 107-133 ◽

Cited By ~ 4

Author(s):

Paolo Pasquariello

Keyword(s):

Currency Markets ◽

Trading Rules ◽

Parametric Bootstrapping ◽

Non Parametric

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Informative spillovers in the currency markets: a practical approach through exogenous trading rules

Advanced Trading Rules ◽

10.1016/b978-075065516-3.50012-1 ◽

2002 ◽

pp. 279-311

Author(s):

PIERRE LEQUEUX

Keyword(s):

Practical Approach ◽

Currency Markets ◽

Trading Rules

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Realizing the Impacts of Sovereign Ratings on Equity and Currency Markets during Financial Crises: High Frequency Evidence from the Pacific-Rim

SSRN Electronic Journal ◽

10.2139/ssrn.1240168 ◽

2008 ◽

Author(s):

Sirimon Treepongkaruna ◽

Eliza Wu

Keyword(s):

High Frequency ◽

Financial Crises ◽

Pacific Rim ◽

Currency Markets ◽

The Pacific

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Using Genetic Algorithms to Find Technical Trading Rules: A Comment on Risk Adjustment

SSRN Electronic Journal ◽

10.2139/ssrn.189488 ◽

1999 ◽

Cited By ~ 1

Author(s):

Christopher J. Neely

Keyword(s):

Genetic Algorithms ◽

Risk Adjustment ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules

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Volume and Return Effects of Technical Trading Rules on the German Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2022282 ◽

2012 ◽

Author(s):

Thomas Etheber

Keyword(s):

Stock Market ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

German Stock ◽

German Stock Market

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Could Even the Simplest Trading Rules Improve the VAR Estimations? A Note and Empirical Evidence from the Greek Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2645339 ◽

2015 ◽

Author(s):

Evangelos Vasileiou

Keyword(s):

Stock Market ◽

Empirical Evidence ◽

Trading Rules

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Nonlinear Technical Trading Rules Profits and Relative Efficiency: Evidence from the French Market

SSRN Electronic Journal ◽

10.2139/ssrn.296680 ◽

2002 ◽

Author(s):

Nicolas Wesner

Keyword(s):

Relative Efficiency ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules

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Bank Foreign Currency Funding Gap and Currency Markets: The Case of Mexico Post GFC

SSRN Electronic Journal ◽

10.2139/ssrn.3283208 ◽

2018 ◽

Author(s):

Georgia R. Bush

Keyword(s):

Foreign Currency ◽

Currency Markets ◽

Funding Gap

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The Equity Differential Factor in Currency Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3382621 ◽

2019 ◽

Author(s):

David Turkington ◽

Alireza Yazdani

Keyword(s):

Currency Markets

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Sind Krypto-Währungsmärkte Fair? (Are Crypto-Currency Markets Fair?)

SSRN Electronic Journal ◽

10.2139/ssrn.3466919 ◽

2019 ◽

Author(s):

Bjoern Holste ◽

Christoph Gallus

Keyword(s):

Currency Markets ◽

Crypto Currency

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