Results 11 to 20 of about 2,348,604 (321)
Entropic Dynamics of Exchange Rates and Options. [PDF]
Entropy (Basel), 2019 An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternative framework to model dynamics. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is ...
Abedi M, Bartolomeo D.
europepmc +2 more sources
Wealth Redistribution and Mutual Aid: Comparison using Equivalent/Nonequivalent Exchange Models of Econophysics [PDF]
Entropy 2023, 25(2), 224, 2022 Given the wealth inequality worldwide, there is an urgent need to identify the mode of wealth exchange through which it arises. To address the research gap regarding models that combine equivalent exchange and redistribution, this study compares an equivalent market exchange with redistribution based on power centers and a nonequivalent exchange with ...
arxiv +1 more source
TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
Economic Journal of Emerging Markets, 2011 The aim of this paper is to investigate the statistical relationship between stock prices and exchange rates in ASEAN from 1993–2006. Using Engle-Granger test, it finds that the re-lationship between stock prices and exchange rates is characterized by a ...
Dwipraptono Agus Harjito
doaj +7 more sources
Accounting and Management Journal, 2023 Perubahan perekonomian dari suatu negara dapat mempengaruhi nilai perusahaan, termasuk pada perusahaan sub sektor makanan dan minuman yang terdaftar di BEI.
Dini Murjiani, Mochamad Reza Adiyanto
doaj +1 more source
Jurnal Aplikasi Manajemen, 2021 The purpose of this study was to determine the effect of technical information on stock returns partially. Risk and return are interrelated. The greater the return, the greater the risk obtained.
Suharyanto Suharyanto, Achmad Zaki
doaj +1 more source
A mixed-frequency approach for exchange rates predictions [PDF]
Electron J Appl Stat Anal 14 (2021) 230-253, 2021 Selecting an appropriate statistical model to forecast exchange rates is still today a relevant issue for policymakers and central bankers. The so-called Meese and Rogoff puzzle assesses that exchange rate fluctuations are unpredictable. In the literature, a lot of studies tried to solve the puzzle finding alternative predictors and statistical models ...
arxiv +1 more source
Evaluating non-linear models on point and interval forecasts: an application with exchange rates
PSL Quarterly Review, 2012 The aim of this paper is to compare the forecasting performance of SETAR and GARCH models against a linear benchmark using historical data for two bilateral dollar exchange rates, namely the Japanese Yen and the British Pound.
Gianna Boero, Emanuela Marrocu
doaj +1 more source
Exchange-rate policy in eastern Europe and EU integration
PSL Quarterly Review, 2012 The paper examines potential conflicts between rapid EU integration of economies in transition (EiTs) and their pursuing catch-up by focusing on exchange-rate policies.
Jozef M. Van Brabant
doaj +1 more source
The foreign exchange market interventions of the European Central Bank
PSL Quarterly Review, 2012 We analyze the effectiveness of the foreign exchange market interventions conducted by the European Central Bank (ECB) in the fall of 2000 to support the external stability of the euro.
M. Frenkel, C. Pierdzionc, G. Stadtmann
doaj +1 more source
Floating exchange rates, reciprocity and trade balance
PSL Quarterly Review, 2013 The basis for reciprocal concessions in the process of multilateral trade liberalisation is firmly established for fixed exchange rate regimes. The move from fixed to flexible exchange rates suggests that commercial policy negotiations and indeed trade ...
J. AHMAD
doaj +1 more source