Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD

Detalhes bibliográficos
Autor(a) principal: Ausloos,M.
Data de Publicação: 2004
Outros Autores: Ivanova,K.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Brazilian Journal of Physics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000300029
Resumo: The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespa and Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange rates between Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY , USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect to DEM, GBP, JPY and USD. They indicate a very complex or speculative behavior.
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spelling Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USDThe classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespa and Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange rates between Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY , USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect to DEM, GBP, JPY and USD. They indicate a very complex or speculative behavior.Sociedade Brasileira de Física2004-06-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000300029Brazilian Journal of Physics v.34 n.2a 2004reponame:Brazilian Journal of Physicsinstname:Sociedade Brasileira de Física (SBF)instacron:SBF10.1590/S0103-97332004000300029info:eu-repo/semantics/openAccessAusloos,M.Ivanova,K.eng2004-09-01T00:00:00Zoai:scielo:S0103-97332004000300029Revistahttp://www.sbfisica.org.br/v1/home/index.php/pt/ONGhttps://old.scielo.br/oai/scielo-oai.phpsbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br1678-44480103-9733opendoar:2004-09-01T00:00Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)false
dc.title.none.fl_str_mv Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
title Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
spellingShingle Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
Ausloos,M.
title_short Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
title_full Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
title_fullStr Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
title_full_unstemmed Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
title_sort Classical technical analysis of Latin American market indices: correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
author Ausloos,M.
author_facet Ausloos,M.
Ivanova,K.
author_role author
author2 Ivanova,K.
author2_role author
dc.contributor.author.fl_str_mv Ausloos,M.
Ivanova,K.
description The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespa and Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange rates between Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY , USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect to DEM, GBP, JPY and USD. They indicate a very complex or speculative behavior.
publishDate 2004
dc.date.none.fl_str_mv 2004-06-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000300029
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-97332004000300029
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0103-97332004000300029
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Física
publisher.none.fl_str_mv Sociedade Brasileira de Física
dc.source.none.fl_str_mv Brazilian Journal of Physics v.34 n.2a 2004
reponame:Brazilian Journal of Physics
instname:Sociedade Brasileira de Física (SBF)
instacron:SBF
instname_str Sociedade Brasileira de Física (SBF)
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institution SBF
reponame_str Brazilian Journal of Physics
collection Brazilian Journal of Physics
repository.name.fl_str_mv Brazilian Journal of Physics - Sociedade Brasileira de Física (SBF)
repository.mail.fl_str_mv sbfisica@sbfisica.org.br||sbfisica@sbfisica.org.br
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