A Study of Forex Investment Strategy Based on Interest - Rate Indicator
| Autor: | HSU,TSE-YUAN, 許哲源 |
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| Rok vydání: | 2015 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 103 The purpose of this paper is providing a feasible investment strategies for Forex-investor. We use the Fisher exact test to construct investment strategies. In order to compare with literature, we also consider Technical Indicator as interest -rate Indicator. We find that Interest-rate Indicator performs better than Technical Indicator in the long term in term of average return, success ratios and entry and exit times for EUR, GBP, CHF, AUD and CAD vs. USD using Fisher effect test. In the short term, nevertheless, we suggest that select Indicator depend on different financial situation. For example, the correlation between Forex and interest rate has been destroyed in 2009-2013. Its better to select KD, MA as Indicator for GBP, JPY vs. USD in that period. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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