Results 161 to 170 of about 1,224,575 (391)

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

open access: green, 2004
Alain Chaboud   +5 more
openalex   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Zimbabwe’s Black Market for Foreign Exchange [PDF]

open access: yes
This paper looks into the changes of the black market premium for foreign exchange in Zimbabwe. Generally, the black market for foreign exchange arises as a direct consequence of the adoption of exchange rate controls in many developing economies facing ...
Albert Makochekanwa
core  

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

Dispersion of Beliefs and Market Volatility in the Foreign Exchange Market

open access: green, 2006
Remco C. J. Zwinkels   +3 more
openalex   +1 more source

Imitation of location choices for rare foreign ventures: Tax‐motivated relocations of headquarters

open access: yesGlobal Strategy Journal, EarlyView.
Abstract Research Summary Peer firms tend to imitate each other's location choices for foreign subsidiaries. We examine whether they also engage in location choice imitation when undertaking rare, high‐stakes foreign ventures in the form of tax‐motivated relocations of headquarters.
Aleksi Eerola   +2 more
wiley   +1 more source

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