Results 1 to 10 of about 18,432 (263)
The crisis in the foreign exchange market [PDF]
Journal of International Money and Finance, 2009 Abstract We provide an overview of the important events of the recent global financial crisis and their implications for exchange rates and market dynamics. Our goal is to catalogue all that was truly of major importance in this episode. We also construct a quantitative measure of crises that allows for a comparison of the current crisis to earlier ...
Michael Melvin, Mark P Taylor
exaly +5 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
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
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
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
openaire +2 more sources
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
openaire +3 more sources
The Relationship between Exchange Rate Regimes and Capital Market in Iran [PDF]
راهبرد مدیریت مالی, 2023 providing a model for better identifying the pattern of exchange rate effects on the capital market and forecast the next one and two years of the Iranian capital market is The purpose of this study.
Mehdi Davari +2 more
doaj +1 more source
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,
Berardi L, SERVA, Maurizio
openaire +2 more sources
Efficiency in Foreign Exchange Markets [PDF]
SSRN Electronic Journal, 1999 A quantitative check of weak efficiency in US dollar/German mark exchange rates is developed using high frequency data. We show the existence of long term return anomalies. We introduce a technique to measure the available information and show it can be profitable following a particular trading rule.
R. Baviera +4 more
openaire +2 more sources