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

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  • Pasquariello, Paolo

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  • Pasquariello, Paolo, 2002. "Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 107-133, April.
    • Handle: RePEc:eee:mulfin:v:12:y:2002:i:2:p:107-133
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    1. Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521466004, September.
    2. Levich, Richard M, 1989. "Is the Foreign Exchange Market Efficient?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 5(3), pages 40-60, Autumn.
    3. Levich, Richard M. & Thomas, Lee III, 1993. "The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 451-474, October.
    4. N/A, 1984. "Confidence Intervals," National Institute Economic Review, National Institute of Economic and Social Research, vol. 109(1), pages 33-37, August.
    5. Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521460477, September.
    6. Levich, Richard M., 1985. "Empirical studies of exchange rates: Price behavior, rate determination and market efficiency," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 19, pages 979-1040, Elsevier.
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    Cited by:

    1. Neely, Christopher J., 2008. "Central bank authorities' beliefs about foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 1-25, February.

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