TY  - JOUR
AU  - Fernández-Pérez, Adrian
AU  - Sosvilla Rivero, Simón Javier
PY  - 2012
DO  - 10.1080/13504851.2011.587757
SN  - 1466-4291
UR  - https://hdl.handle.net/20.500.14352/42994
T2  - Applied Economics Letters
AB  - We test for the existence of trends in exchange-rate series for 95 currencies against the US dollar. To that end, we make use of Taylor’s (1980) price trend model that, instead of focusing on the mean reverting behaviour of exchange rates measured...
LA  - eng
M2  - 493
PB  - Taylor & Francis
KW  - Exchange rates
KW  - Price trend model
KW  - Genetic algorithms.
TI  - Detecting trends in the foreign exchange markets
TY  - journal article
VL  - 19
ER  -