Predicting currency markets behavior after scheduled macroeconomic news releases through a trading system approach
This paper analyses the effectiveness of the “Trading the News” phenomena, practiced by many speculators. We examine, through a trading system approach, in the very short time (3 hours), how several macroeconomic news announcements, from 5 different regions (U.S., Euro Zone, U.K., Japan and Australi...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2013
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| Texto completo: | http://hdl.handle.net/10071/4313 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/4313 |