Results 11 to 20 of about 1,190,193 (384)
Indeterminacy in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2000 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
core +8 more sources
Technical Analysis in the Foreign Exchange Market [PDF]
SSRN Electronic Journal, 2011 This article introduces the subject of technical analysis in the foreign exchange market, with emphasis on its importance for questions of market efficiency. “Technicians” view their craft, the study of price patterns, as exploiting traders’ psychological regularities.
Christopher J. Neely, P. Weller
semanticscholar +6 more sources
The Foreign Exchange Market [PDF]
, 2016 By its very nature, the pure theory of international trade treated in Book I does not require any reference to money nor to the money prices of goods (expressed in terms of one or other of the national currencies: US dollar, UK pound, Italian lira, etc.). This derives from the fact (see Chap.
Giancarlo Gandolfo
semanticscholar +3 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
Impact of Economic Policy Uncertainty on Exchange Market Pressure
SAGE Open, 2019 Capturing changes in foreign reserves and exchange rates through the exchange market pressure, this article investigates whether economic policy uncertainty plays any role in exchange market pressure movements while controlling for the effects of ...
Ifedolapo Olabisi Olanipekun +2 more
doaj +2 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
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 +6 more sources
Inverse statistics in the foreign exchange market [PDF]
Physica A: Statistical Mechanics and its Applications, 2004 8 pages.
Anders Johansen +5 more
openaire +6 more sources
Cogent Economics & Finance, 2017 This study re-examines the stock market development and economic growth nexus. Also, examine the moderating role of foreign capital inflows and exchange rate on the relationship between stock market development and economic growth of Malaysia during 1981–
Mohammad Enamul Hoque +1 more
doaj +2 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