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Predictable and profitable price patterns: Evidence from US interest rates

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  • Moorthy, Vivek

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  • Moorthy, Vivek, 1996. "Predictable and profitable price patterns: Evidence from US interest rates," Economics Letters, Elsevier, vol. 51(1), pages 101-107, April.
    • Handle: RePEc:eee:ecolet:v:51:y:1996:i:1:p:101-107
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    References listed on IDEAS

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    1. Lewis, Karen K, 1989. "Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange," American Economic Review, American Economic Association, vol. 79(4), pages 621-636, September.
    2. Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-192, Summer.
    3. Agrawal, Anup & Tandon, Kishore, 1994. "Anomalies or illusions? Evidence from stock markets in eighteen countries," Journal of International Money and Finance, Elsevier, vol. 13(1), pages 83-106, February.
    4. Hakkio, Craig S & Pearce, Douglas K, 1985. "The Reaction of Exchange Rates to Economic News," Economic Inquiry, Western Economic Association International, vol. 23(4), pages 621-636, October.
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