Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan [PDF]
, 2006 Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method ...
Kemal, A. R., Qayyum, Abdul
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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
The microstructure of foreign exchange rate and foreign exchange rate formation [PDF]
Ekonomski Anali, 2005 The subject matter of market microstructure analysis are processes through which investor activities are transferred to quantities and prices. This direction indicates the fact that has been unjustifiably neglected in fundamental theories – foreign ...
Vučković Vladimir
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Empirical Assessment of Foreign Exchange Market Effect on the Nigerian Emerging Economy [PDF]
Management and Economics Review, 2018 This study examined Foreign Exchange Market effect on the Nigerian emerging economy. Specifically, the study considers the significant effect of foreign exchange rate, Balance of payment, Inflation rate and Interest rate on the Nigerian economy using ...
Sunday Oseiweh OGBEIDE
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Herd behaviour in foreign exchange market
Journal of Economic Structures, 2022 This study examines the presence of herding behaviour in the forex market of Pakistan. By analysing the daily returns of the top six traded currencies from January 2015 to December 2019, the current research explores the behaviour of investors towards ...
Anam Yasir, Umar Safdar, Yasir Javaid
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Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach. [PDF]
Physical review. E, Statistical, nonlinear, and soft matter physics, 2014 We present a Hawkes-model approach to the foreign exchange market in which the high-frequency price dynamics is affected by a self-exciting mechanism and an exogenous component, generated by the pre-announced arrival of macroeconomic news. By focusing on
M. Rambaldi, P. Pennesi, F. Lillo
semanticscholar +1 more source
A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2019 We test whether the Indonesian foreign exchange market is efficient. Since empiricalevidence has been inconclusive, we employ a new generalized autoregressiveconditional heteroskedasticity–based unit root test to examine the Efficient MarketHypothesis ...
B. N. Iyke
semanticscholar +1 more source
Exchange rate policy in Republic of Serbia in conditions of the global economic crisis and Covid-19 pandemic: Similarities and differences [PDF]
Trendovi u PoslovanjuThe foreign exchange market represents the direct connection between a national economy and the global environment. The smooth functioning of the foreign exchange market contributes to national financial markets increasingly establishing relationships ...
Dimić Maja +2 more
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Efficiency of the Black Foreign Exchange Market
International Journal of Economics and Finance, 2019 This empirical study is first of its nature to examine the weak-form of efficiency for unofficial foreign exchange market of Pakistan proxied by Japanese Yen (JPY/PKR), Swiss Franc (CHF/PKR), British Pound (GBP/PKR), and US Dollar (USD/PKR) exchange ...
A. Chaudhry +3 more
semanticscholar +1 more source
Investasi Valuta Asing dan Penerapannya Menggunakan Software Metatrader: Sebuah Alternatif
Binus Business Review, 2013 Investment in foreign exchange is growing very fast recently because of liberal market system and technology advancement. Technology makes investment in foreign exchange can be performed easier, faster, and simple regarding the foreign exchange market ...
Yoyo Cahyadi
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