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Indeterminacy in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2000 We discuss price variations distributions in foreign exchange markets, characterizing them both in calendar and business time frameworks. The price dynamics is found to be the result of two distinct processes, a multi-variance diffusion and an error process.
Michele Pasquini, Maurizio Serva
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The microstructure of foreign exchange rate and foreign exchange rate formation [PDF]
Ekonomski Anali, 2005 The subject matter of market microstructure analysis are processes through which investor activities are transferred to quantities and prices. This direction indicates the fact that has been unjustifiably neglected in fundamental theories – foreign ...
Vučković Vladimir
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Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. [PDF]
Q Rev Econ Finance, 2023 Huynh TLD, Nasir MA, Nguyen DK.
europepmc +2 more sources
The Foreign Exchange Market [PDF]
, 1986 By its very nature, the pure theory of international trade treated in Book I does not require any reference to money nor to the money prices of goods (expressed in terms of one or other of the national currencies: US dollar, UK pound, Italian lira, etc.). This derives from the fact (see Chap.
Giancarlo Gandolfo
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On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. [PDF]
Technol Forecast Soc Change, 2020 Aslam F +4 more
europepmc +2 more sources
A Theory of Foreign Exchange Interventions [PDF]
The Review of Economic Studies, 2016 Abstract We study a real small open economy with two key ingredients (1) partial segmentation of home and foreign bond markets and (2) a pecuniary externality that makes the real exchange rate excessively volatile in response to capital flows.
Sebastián Fanelli, Ludwig Straub
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Timing Foreign Exchange Markets [PDF]
Econometrics, 2016 To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange ...
Samuel W. Malone +2 more
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High-Frequency Data and Volatility in Foreign-Exchange Rates [PDF]
, 1996 Exchange rates, like many other financial time series, display substantial heteroscedasticity. This poses obstacles in detecting trends and changes. Understanding volatility becomes extremely important in studying financial time series.
Bin Zhou
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Corpus-based Development of Syntactic Complexity in EFL Writing [PDF]
SHS Web of Conferences, 2023 Syntactic complexity has long been taken as a significant factor in determining writing quality by EFL learners. And researchers in recent years have made a lot of efforts to devise and verify a wide range of factors or indicators for the purpose of ...
Wang Weilu, Duan Manfu, Zhang Hongmei
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