CHANGE LANGUAGE | Home > Doc > Chartists and Fundamentalists in the Currency Market > References

Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates: First Results

Introduction

Theoretical framework

Expectations formations

Formal analysis of the model

Saddle-Path Stability

Concluding Remarks

References

Appendix

Books: Currency Market

Chartists and Fundamentalists in the Currency Market

References

Bask, M. (2002). Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates. Umeh University. Mimeo.

Bishop, P. and Dixon, D. (1992). Foreign Exchange Handbook: Managing Risk and Opportunity in Global Currency Markets. McGraw-Hill.

Coppel, W. A. (1965). Stability and Asymptotic Behavior of Differential Equations. D. C. Heath Company.

Dornbusch, R. (1976). Expectations and Exchange Rate Dynamics. Journal of Political Economy, 84, 1161-1176.

Frankel, J. A. and Froot, K. A. (1990). Chartists, Fundamentalists and the Demand for Dollars. In Private Behaviour and Government Policy in Interdependent Economies by Courakis, A. S. and Taylor, M. P., eds., Oxford University Press, 73-126.

Horn, R. A. and Johnson, C. A. (1985). Matrix Analysis. Cambridge University Press.

Lui, Y.-H. and Mole, D. (1998). The Use of Fundamental and Technical Analyses by Foreign Exchange Dealers: Hong Kong Evidence. Journal of International Money and Finance, 17, 535-545.

Taylor, M. P. and Allen, H. (1992). The Use of Technical Analysis in the Foreign Exchange Market. Journal of International Money and Finance, 11, 304-314.

By Mikael Bask

PerformanceTrading.it ed il suo contenuto sono di esclusiva proprietà degli autori. E' vietata la riproduzione anche parziale di qualsiasi parte del sito senza autorizzazione, compresa la grafica e il layout. Prima della consultazione del sito leggere il disclaimer nella sezione [info].