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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-
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