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Beating the Foreign Exchange Market
The Journal of Finance, 1986ABSTRACTFilter rule profits found in foreign exchange markets in the early days of the current managed float persist in later periods, as shown by statistical tests developed and implemented here. The test is consistent with, but independent of, a wide variety of asset pricing models.
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COHERENT FOREIGN EXCHANGE MARKET MODELS
International Journal of Theoretical and Applied Finance, 2013A model describing the dynamics of a foreign exchange (FX) rate should preserve the same level of analytical tractability when the inverted FX process is considered. We show that affine stochastic volatility models satisfy such a requirement. Such a finding allows us to use affine stochastic volatility models as a building block for FX dynamics that ...
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INTRODUCTION TO THE FOREIGN EXCHANGE MARKET [PDF]
Journal of Knowledge Management, Economics and Information Technology, 2010 Before I’ll describe forex market I’d like to say why I have choose this subject for this article. First of all I really think that still exist people which don’t know about this activity and I strongly believe that in our days it’s a must, especially for those people how want to double or triple their profits from their own business.
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Foreign Exchange Markets and Foreign Exchange Rates
2009A foreign exchange market is a market where a convertible currency is exchanged for another convertible currency or other convertible currencies.
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How did China’s foreign exchange reform affect the efficiency of foreign exchange market?
Physica A: Statistical Mechanics and Its Applications, 2017Chi-Wei Su
exaly