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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Bibliographic Details
Main Author: Ciet, Giovanni (author)
Format: masterThesis
Language:eng
Published: 2013
Subjects:
Forex market
Trading system
Scheduled news
Macroeconomic indicators
Online Access:http://hdl.handle.net/10071/4313
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/4313

Internet

http://hdl.handle.net/10071/4313

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