Results 11 to 20 of about 18,432 (263)
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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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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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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Timing Foreign Exchange Markets [PDF]
SSRN Electronic Journal, 2012 To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model conditional on the carry and dollar factors dominate random walk
Malone, Samuel W. +2 more
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Inverse statistics in the foreign exchange market [PDF]
Physica A: Statistical Mechanics and its Applications, 2004 We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) $ρ$ in the price of an investment.
Jensen, M. H. +3 more
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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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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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Foreign exchange markets with Last Look [PDF]
Mathematics and Financial Economics, 2018 We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that brokers are risk-neutral and they quote spreads so that losses to latency arbitrageurs (LAs) are recovered from other traders in the FX market.
Cartea, A, Jaimungal, S, Walton, J
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Effects and Implications for Adoption of Brokerage System in Korea's Foreign Exchange Market
East Asian Economic Review, 1999 Since January 1st 1999, the South Korean government has begun to establish the understructure of the foreign exchange market in order to achieve the liberalization of foreign exchange.
Yunjong Wang , Chae-Shick Chung
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Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria
Journal of Banking and Financial Economics, 2014 The direction of volatility transmission between stock and foreign exchange markets is important for hedging strategy, portfolio management and fi nancial market regulation.
Emenike Kalu O.
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