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Applied Economics Letters Volume 14, 2007 - Issue 5
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Original Articles

A comparison of MA and RSI returns with exchange rate intervention

Thomas C. Shik Department of Economics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
&
Terence Tai-Leung Chong Department of Economics, The Chinese University of Hong Kong, Shatin, N.T., Hong KongCorrespondence[email protected]
Pages 371-383 | Published online: 18 Feb 2011

References

  • LeBaron , B . 1999 . Technical trading rule profitability and foreign exchange intervention . Journal of International Economics , 49 : 125 – 43 .
  • Neely , CJ . 2002 . The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits . Journal of International Economics , 58 : 211 – 32 .
  • Sarno , L and Taylor , MP . 2001 . Official intervention in the foreign exchange market: is it effective and, if so, how does it work? . Journal of Economic Literature , 39 : 839 – 68 .
  • Sweeney , R . 1986 . Beating the foreign exchange market . Journal of Finance , 41 : 163 – 82 .
  • Taylor , MP and Allen , H . 1992 . The use of technical analysis in the foreign exchange market . Journal of International Money and Finance , 11 : 304 – 14 .

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