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Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach · Study

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PreprintSwitching between Chartists and Fundamentalists: A Markov Regime-Switching Approach

Robert John Vigfusson1996

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Preprintgreen1996

Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach

Robert John Vigfusson

34 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Forecasting Techniques and Applications

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References

1990Noise Trader Risk in Financial Markets 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1992The use of technical analysis in the foreign exchange market 1994Perspectives on PPP and Long-Run Real Exchange Rates 1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation 1996Specification testing in Markov-switching time-series models 1990Speculative Dynamics and the Role of Feedback Traders

Cited by

2012Estimating behavioural heterogeneity under regime switching 2011Technical and Fundamental Trading in the Chinese Stock Market: Evidence Based on Time-Series and Panel Data 2007Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data*2008Exchange Rate Dynamics in a Target Zone - A Heterogeneous Expectations Approach

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1997Switching between chartists and fundamentalists: a Markov regime-switching approacharticle · 8 shared references 1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedurespreprint · 6 shared references 2006Chapter 23 Heterogeneous Agent Models in Economics and Financechapter · 5 shared references 1994A Survey of Empirical Research on Nominal Exchange Ratesreport · 5 shared references 2011Markov Switching Models in Empirical Financechapter · 5 shared references 2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysisarticle · 5 shared references

Details

Year1996

Typepreprint

Published1996-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.50562

openalex_workW2250786535

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