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Technical trading rule profitability and foreign exchange intervention

โœ Scribed by Blake LeBaron

Book ID
117140482
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
363 KB
Volume
49
Category
Article
ISSN
0022-1996

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## Abstract We find a large positive correlation between daily trading volume in currency futures markets and foreignโ€exchange intervention by the Federal Reserve over the period 1979 to 1996. Neither contemporaneous nor predicted volatility can fully account for the increases in trading activity.