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The Profitability of Speculators in Currency Futures Markets

1 Sep 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
Research Discussion Paper – RDP 2004-07 The Profitability of Speculators in Currency Futures Markets. Jonathan Kearns and Phil Manners. September 2004. 143. KB. The authors are grateful to Barry Goss, Marianna Grimaldi, Luci Ellis and Anthony
https://www.rba.gov.au/publications/rdp/2004/2004-07/

The Profitability of Speculators in Currency Futures Markets

1 Sep 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2004/2004-07.html

Appendix A: Stationarity Tests

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets Appendix A: Stationarity Tests. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. Tables A1 and A2 present stationarity tests for net speculator
https://www.rba.gov.au/publications/rdp/2004/2004-07/appendix-a.html

Conclusions

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets 5. Conclusions. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. Using data on the net positions of speculators in six currency futures contracts
https://www.rba.gov.au/publications/rdp/2004/2004-07/conclusions.html

References

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets References. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. Aliber RZ, B Chowdhry and S Yan (2002), ‘Some evidence that a Tobin tax on foreign
https://www.rba.gov.au/publications/rdp/2004/2004-07/references.html

Introduction

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets 1. Introduction. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. “Amoral maybe, but currency speculators are both necessary and productive”.
https://www.rba.gov.au/publications/rdp/2004/2004-07/introduction.html

Profitability

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets 3. Profitability. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. We estimate profits each week for each trader group, speculators and hedgers,
https://www.rba.gov.au/publications/rdp/2004/2004-07/profitability.html

Description of the Data

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets 2. Description of the Data. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. Our analysis uses seven major currencies for which futures contracts
https://www.rba.gov.au/publications/rdp/2004/2004-07/description-of-the-data.html

Explaining Speculator Profitability

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
RDP 2004-07: The Profitability of Speculators in Currency Futures Markets 4. Explaining Speculator Profitability. Jonathan Kearns and Phil Manners. September 2004. Download the Paper 143. KB. In this Section we examine the two classes of
https://www.rba.gov.au/publications/rdp/2004/2004-07/explaining-speculator-profitability.html