Influence of jump-at-default in IR and FX on Quanto CDS prices [PDF]
arXiv, 2017 We propose a new model for pricing Quanto CDS and risky bonds. The model operates with four stochastic factors, namely: hazard rate, foreign exchange rate, domestic interest rate, and foreign interest rate, and also allows for jumps-at-default in the FX and foreign interest rates. Corresponding systems of PDEs are derived similar to how this is done in
arxiv
The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank [PDF]
Between 1999 and 2002, Brazil's Central Bank sold expressive amounts of dollar indexed debt and foreign exchange swaps. This paper shows that in periods of high volatility of the exchange rate, first semester of 1999 and second semester of 2002, the ...
Fernando N. de Oliveira, Walter Novaes
core
Novel Electroactive Therapeutic Platforms for Cardiac Arrhythmia Management
Advanced Science, EarlyView.Electroactive platforms offer promising applications in cardiac arrhythmia. Based on their energy sources and mechanisms, electroactive platforms are categorized into i) direct electrical stimulation, ii) self‐powered electroactive systems, iii) physical stimuli‐mediated electroactive systems, and iv) conductive systems, and their applications in ...
Juwei Yang +4 more
wiley +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
Stochastic Theory of Foreign Exchange Market Dynamics [PDF]
arXiv, 1999 A new stochastic theory of a foreign exchange markets dynamics is developed. As a result we have the new probability distribution which well describes statistical and scaling dependencies ''experimentally'' observed in foreign exchange markets in recent years.
arxiv
FOREIGN DIRECT INVESTMENT AND EXCHANGE RATE VOLATILITY IN NIGERIA
, 2017 This study investigated the empirical evidence on the effect of exchange rate volatility on foreign direct investment (FDI) in Nigeria, using secondary time series data from1970 to 2004.
T. Osinubi, L. Amaghionyeodiwe
semanticscholar +1 more source
Foreign exchange swaps have appeared for some time in the intervention toolkit of many central banks around the world, although their popularity seems to be on the wane. In a Bank for International Settlements survey taken in 1997 (BIS 1997, p.
Leonardo Bartolini
core
Tailored 3D Lattice Microstructures for Enhanced Functionality in Blood‐Gas Exchange
Advanced Science, EarlyView.Common hollow fiber structures are associated with inhomogeneous flow, leading to many complications in the medical application of extracorporeal membrane oxygenation. Using locally adapted lattice structures, the overall flow distribution can be manipulated.
Kai P. Barbian +10 more
wiley +1 more source
Exchange rate policy in Republic of Serbia in conditions of the global economic crisis and Covid-19 pandemic: Similarities and differences [PDF]
Trendovi u PoslovanjuThe foreign exchange market represents the direct connection between a national economy and the global environment. The smooth functioning of the foreign exchange market contributes to national financial markets increasingly establishing relationships ...
Dimić Maja +2 more
doaj +1 more source
IMPLEMENTASI TEKNOLOGI INFORMASI UNTUK PERAMALAN DINAMIKA BISNIS (STUDI PADA BISNIS VALAS)
Journal of Management and Accounting, 2020 This study aims to determine the implementation of information technology in foreign exchange. By using quantitative and qualitative research methods as well as associative.
Khofifah Amalia +1 more
doaj +1 more source