Results 151 to 160 of about 899,362 (362)
Commodity Futures Deliveries: Theory and Evidence From the US Corn Market
Journal of Futures Markets, EarlyView.ABSTRACT For corn futures, deliveries facilitate convergence by allowing for arbitrage between physical and “paper” markets. We explain the delivery process in detail, including the key role of Shipping Certificates. We investigate what drives deliveries and their timing and the feedback on futures prices when deliveries happen.
Vitor M. O. Fernandes +2 more
wiley +1 more source
Intervention and the dollar's decline [PDF]
An analysis of U.S. foreign exchange-market intervention and its effect on dollar depreciation, finding there is no systematic relationship between intervention and daily exchange-rate movements.Dollar, American ; Foreign exchange - Law and ...
Owen F. Humpage
core
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley +1 more source
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets [PDF]
We develop a novel financial market model in which the stock markets of two countries are linked via and with the foreign exchange market. To be precise, there are domestic and foreign speculators in each of the two stock markets which rely either on ...
Dieci, Roberto, Westerhoff, Frank
core
Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets
, 1974 Norman S. Fieleke
openalex +1 more source
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market [PDF]
, 1995 By Robert F Engle +2 more
openalex +1 more source
Global Strategy Journal, EarlyView.Abstract Research Summary We extend the property rights theory to show that stronger ownership control incentivizes owners to push for communalizing private environmental costs unless counterbalancing internal and external governance mechanisms are prevalent. Using a sample of 16,286 observations for 3275 firms across 43 countries between 2008 and 2017,
Punit Arora, Tanusree Jain, Ajai Gaur
wiley +1 more source
Welfare Effects of Transparency in Foreign Exchange Markets: The Role of Hedging Opportunities [PDF]
, 2002 Burkhard Drees, Bernhard Eckwert
openalex +3 more sources
When the Bubble Bursts: Monetary Policy Rules and Foreign Exchange Market Behavior [PDF]
, 2000 Nicoletta Batini, Edward Nelson
openalex +1 more source