Can Markov switching models replicate chartist profits in the foreign exchange market?

B-Tier
Journal: Journal of International Money and Finance
Year: 2001
Volume: 20
Issue: 1
Pages: 25-41

Authors (1)

Dewachter, Hans (KU Leuven)

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jimfin:v:20:y:2001:i:1:p:25-41
Journal Field
International
Author Count
1
Added to Database
2026-01-25