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Technical Analysis and the Profitability of United States Foreign Exchange Intervention

Version
v0
Resource Type
Dataset : survey data
Creator
  • Neely, Christopher J. (Federal Reserve Bank of St. Louis)
Other Title
  • Archival Version (Subtitle)
Publication Date
1999-04-30
Language
English
Free Keywords
foreign exchange
Description
  • Abstract

    These data reconcile an apparent contradiction found by recent research on United States intervention in foreign exchange markets. LeBaron (1996) and Szakmary and Mathur (1997) show that extrapolative technical trading rules trade against United States foreign exchange intervention and produce excess returns during intervention periods. Leahy (1995) shows that United States intervention itself is profitable over long periods of time. In other words, technical traders make excess returns when they take positions contrary to United States intervention. United States intervention itself is profitable, however.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • (1) The file submitted is 9807cn.exe, which unzips to 9807CN.ZIP, which contains readme.txt, allcbi.xls, leahy.xls, and bigexch.xls. The explanation for each Excel file is in readme.txt. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

Availability
Delivery
This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (help@icpsr.umich.edu).
Alternative Identifiers
  • 1193 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01193.v1
Publications
  • Neely, Christopher J.. Technical analysis and the profitability of U.S. foreign exchange intervention. Federal Reserve Bank of St. Louis Review.80, (4), 3-17.1998.

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Neely, Christopher J. (1999): Technical Analysis and the Profitability of United States Foreign Exchange Intervention. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01193