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MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY

✍ Scribed by Agnieszka Markiewicz

Book ID: 115240352
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 756 KB
Volume: 53
Category: Article
ISSN: 0020-6598
DOI: 10.1111/j.1468-2354.2012.00702.x

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## Abstract The purpose of this paper is to implement theoretically, the observation that the relative importance of fundamental versus technical analysis in the foreign exchange market depends on the time horizon in currency trade. For shorter time horizons, more weight is placed on technical anal