Intervention reaction functions in the dollar-deutschmark market
Tài liệu tham khảo
DOOLEY, M. P. und J. R. SHAFER (1983): “Analysis of short-run exchange rate behavior: March 1973 to November 1981”, in: Bigman, D. und T. Taya (Hrsg.): Exchange Rate and Trade Instability, Cambridge, Mass.: Ballinger, pp. 43–69.
GREENE, W. H. (2000): Econometric Analysis, 4. Edition, New Jersey: Prentice Hall.
MADDALA, G. S. (1992): Introduction to Econometrics, Second Edition, New York: Macmillan Publishing Company.
NEELY, C. J. (1998): “Technical Analysis and The Profitability of U.S. Foreign Exchange Intervention”, Federal Reserve Bank of St. Louis Review, pp. 3–17.
NEELY, C. J. und P. WELLER (1999): Technical Analysis and Central Bank Intervention, Working Paper of the Federal Reserve Bank of St. Louis 97-002B (revised version March 26, 1999).
SAPP, S. (2000): The Role of Central Bank Interventions in the Profitability of Technical Analysis in the Foreign Exchange Market, Working Paper of the Richard Ivey School of Business.