Results 1 to 10 of about 88,900 (317)
Indeterminacy in foreign exchange market [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.
Michele Pasquini, Maurizio Serva
arxiv +8 more sources
Market Efficiency in Foreign Exchange Markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2006 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
arxiv +6 more sources
Time and Foreign Exchange Markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2003 The definition of time is still an open question when one deals with high frequency time series. If time is simply the calendar time, prices can be modeled as continuous random processes and values resulting from transactions or given quotes are discrete samples of this underlying dynamics. On the contrary, if one takes the business time point of view,
Luca Berardi, Maurizio Serva
openalex +5 more sources
Foreign exchange market microstructure [PDF]
, 2003 This paper provides an overview of the recent literature on Foreign Exchange Market Microstructure. Its aim is not to survey the literature, but rather to provide an introductory tour to the main theoretical ideas and empirical results. The central theoretical idea is that trading is an integral part of the process through which information relevant to
Lucio Sarno, Mark P. Taylor
openalex +2 more sources
Efficiency Tests in Foreign Exchange Market [PDF]
International Journal of Economics and Financial Issues, 2012 The main purpose of the paper is applying filter rules to examine the efficiency of foreign exchange. This paper uses three strategies of filter rules (buy long, sell short, buy long and sell short strategies) to test the performance of the transaction ...
Yi Hsien Lee, Khatanbaatar Sodoikhuu
doaj +11 more sources
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
doaj +1 more source
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
doaj +1 more source
The Peculiarities of Foreign Exchange and Insurance Markets [PDF]
Economics, 2021 Foreign exchange risk is one of the most important components of the financial market. Like any other financial risk, it can be managed or avoided. Financial risk management requires the relevant knowledge and resources and only specialized financial institutions are engaged in doing so. Thee commercial banks do not accept foreign exchange risks, their
Nana Benidze Nana Benidze +1 more
openaire +1 more source
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
doaj +1 more source
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
doaj +1 more source