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Indeterminacy in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 1999 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.
Pasquini M, SERVA, Maurizio
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Market efficiency in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2007 We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the efficiency of various foreign exchange ...
Oh, G, Kim, S, Eom, C
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Impact of Economic Policy Uncertainty on Exchange Market Pressure
SAGE Open, 2019 Capturing changes in foreign reserves and exchange rates through the exchange market pressure, this article investigates whether economic policy uncertainty plays any role in exchange market pressure movements while controlling for the effects of ...
Ifedolapo Olabisi Olanipekun +2 more
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Cogent Economics & Finance, 2017 This study re-examines the stock market development and economic growth nexus. Also, examine the moderating role of foreign capital inflows and exchange rate on the relationship between stock market development and economic growth of Malaysia during 1981–
Mohammad Enamul Hoque +1 more
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Exchange Market Pressure and Monetary Policy: Evidence from Pakistan [PDF]
Lahore Journal of EconomicsThe study employs the Girton and Roper (1977) measure of exchange market pressure (defined as the sum of exchange rate depreciation and foreign reserves outflow), to examine the interaction between exchange market pressure and monetary variables, viz ...
M. Idrees Khawaja
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Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [PDF]
Mathematics and Modeling in Finance, 2023 This study examines the dynamics of the Iranian foreign exchange market and its impact on the exchange rate used by traders, and not the official rate in Iran. The study aims to extend Fama's theory of market efficiency and proposes a new model to define
Majid Lotfi Ghahroud +4 more
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Bubble Migration between the Foreign Exchange Market and the Housing Market [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2020 The main objective of the study is to investigate the bubble migration between foreign exchange and housing markets in Iran using seasonal data of 1966-1396.
Madjid Hatefi Madjumerd, Mohsen Mehrara
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Applications of Financial Technology in Foreign Exchange Market [PDF]
E3S Web of Conferences, 2021 Financial technology (Fintech), including a series of advanced technologies such as big data, artificial intelligence and block-chain, has been gradually applied to various industries after years of development and will become the major driver of the ...
Li Wei
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Foreign exchange market pressure index and monetary policy in Iraq [PDF]
Ekonomski Anali, 2018 This paper’s aims are to adequately measure a foreign exchange market pressure index that can be used to discover pressures in the Iraqi foreign exchange market early on, and to examine the effect of monetary policy intervention in the Iraqi ...
Khalaf Ammar Hamad
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Timing Foreign Exchange Markets [PDF]
SSRN Electronic Journal, 2012 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 rates. Forecasts from the BTGP model conditional on the carry and dollar factors dominate random walk
Malone, Samuel W. +2 more
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