Can Markov switching models replicate chartist profits in the foreign exchange market?-Reference-Cited by-同舟云学术

Can Markov switching models replicate chartist profits in the foreign exchange market?

Published:2001-02 Issue:1 Volume:20 Page:25-41
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Dewachter Hans

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Why do Markov switching models forecast so badly?;Dacco;Journal of Forecasting,1999

2. Sign predictions of exchange rate changes: charts as proxies for Bayesian inferences;Dewachter;Weltwirtschaftliches Archiv,1997

3. Dewachter, H., 1997b. Can Markov switching models replicate chartist profits in the foreign exchange market. CES Discussion Paper Series DPS 97.27.

4. Exchange Rate and Trade Instability: Causes, Consequences and Remedies;Dooley,1983

5. Can the Markov switching model forecast exchange rates?;Engel;Journal of International Economics,1994

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