Efficiency Tests in Foreign Exchange Market
The main purpose of the paper is applying filter rules to examine the efficiency of foreign exchange. This paper uses three strategies of filter rules (buy long, sell short, buy long and sell short strategies) to test the performance of the transaction for EUR, JPY, GBP. The findings show that peopl...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2012-01-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | http://www.econjournals.com/index.php/ijefi/article/view/150/pdf |