Components of the Profitability of Technical Currency Trading

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Schulmeister, Stephan;
  • Publisher: Austrian Institute of Economic Research (WIFO) Vienna
  • Subject: F31 | G14 | G15 | Exchange rate | Technical trading | Währungsspekulation | Deutsche Mark | US-Dollar | Informationseffizienz | Schätzung
    • ddc: ddc:330

This paper investigates the sources of the profitability of 1024 moving average and momentum models when trading in the German mark (euro)/U.S. dollar market based on daily data. The main results are as follows. First, each of these models would have been profitable ove... View more
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