1. accedaCRIS
  2. Publicaciones
  3. Artículos
Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/15473
DC FieldValueLanguage
dc.contributor.authorFernández Pérez, Adriánen_US
dc.contributor.authorFernández Rodríguez, Fernandoen_US
dc.contributor.authorSosvilla Rivero, Simónen_US
dc.date.accessioned2016-01-22T09:51:38Z-
dc.date.accessioned2018-06-15T09:21:51Z-
dc.date.available2016-01-22T09:51:38Z-
dc.date.available2018-06-15T09:21:51Z-
dc.date.issued2012en_US
dc.identifier.issn1350-4851en_US
dc.identifier.urihttp://hdl.handle.net/10553/15473-
dc.description.abstractWe offer further evidence on the relevance of technical trading in exchange-rate markets using daily data for 95 currencies against the US dollar. To that end, we investigate the profitability of a simple technical trading rule based on Taylor's (1980) price trend model, generating optimal one-step-ahead forecasts of returns using genetic algorithms. These trading rules, that bear similarity to the popular trading rules based on moving averages, overcome the buy-and-hold strategy in 25 of 39 cases where trends are detected, even in the presence of transaction costs.en_US
dc.languageengen_US
dc.relationNuevas Metodologías en la Estimación de la Etti. Aplicaciones en Las Estrategias de Gestión de Renta Fija y en la Predicción Del Ciclo Económico.en_US
dc.relation.ispartofApplied Economics Lettersen_US
dc.sourceApplied Economics Letters [ISSN 1350-4851], 19, 591-597en_US
dc.subject531009 Relaciones comerciales internacionalesen_US
dc.subject.otherPrice trend modelen_US
dc.subject.otherGenetic algorithmsen_US
dc.subject.otherTrading rulesen_US
dc.subject.otherExchange ratesen_US
dc.titleExploiting trends in the foreign exchange marketsen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.doi10.1080/13504851.2011.589801en_US
dc.identifier.scopus2-s2.0-80051914810-
dc.identifier.scopus80051914810-
dc.identifier.isi000301656400014-
dc.contributor.authorscopusid50161225400-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid6701863324-
dc.description.lastpage597en_US
dc.description.firstpage591en_US
dc.relation.volume19en_US
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess-
dc.type2Artículoen_US
dc.contributor.daisngid2763673-
dc.contributor.daisngid1514720-
dc.contributor.daisngid514725-
dc.description.notasJEL Classification: C53; F31; G14en_US
dc.utils.revisionSíen_US
dc.contributor.wosstandardWOS:Fernandez-Perez, A-
dc.contributor.wosstandardWOS:Fernandez-Rodriguez, F-
dc.contributor.wosstandardWOS:Sosvilla-Rivero, S-
dc.date.coverdate2012en_US
dc.identifier.ulpgcSíen_US
dc.description.sjr0,388
dc.description.jcr0,295
dc.description.sjrqQ3
dc.description.jcrqQ4
dc.description.ssciSSCI
item.grantfulltextopen-
item.fulltextCon texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.project.principalinvestigatorAndrada Félix, Julián-
Appears in Collections:Artículos
Thumbnail
pdf
Adobe PDF (114,4 kB)
Show simple item record

SCOPUSTM   
Citations

2
checked on Nov 24, 2024

WEB OF SCIENCETM
Citations

2
checked on Nov 24, 2024

Page view(s)

104
checked on Nov 9, 2024

Download(s)

124
checked on Nov 9, 2024

Google ScholarTM

Check

Altmetric


Share


Export metadata


Items in accedaCRIS are protected by copyright, with all rights reserved, unless otherwise indicated.