Can abnormal returns be earned on bandwidth-bounded currencies? Evidence from a genetic algorithm

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Pedro Godinho;
(2012)
  • Journal: Economic Issues,volume 17,issue 1 March,pages1-26

Most of the studies about the Foreign Exchange market (Forex) analyse the behaviour of currencies that are allowed to float freely (or almost freely), but some currencies are still bounded by bandwidths (either disclosed or undisclosed). In this paper, I try to find out... View more
  • References (4)

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