Results 21 to 30 of about 1,156,459 (374)
Efficiency in Foreign Exchange Markets [PDF]
SSRN Electronic Journal, 1999 A quantitative check of weak efficiency in US dollar/German mark exchange rates is developed using high frequency data. We show the existence of long term return anomalies. We introduce a technique to measure the available information and show it can be profitable following a particular trading rule.
R. Baviera +4 more
openaire +3 more sources
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
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
Effectiveness of Foreign Exchange Market Intervention in Nigeria (1970-2013)
International Journal of Economics and Financial Issues, 2016 The instability in the value of naira have made the Central Bank of Nigeria (CBN) a regular actor in the foreign exchange market in its efforts to stabilise the value of Naira and counter the disorderly behaviour of the market.
Siba Dayyabu +2 more
doaj +6 more sources
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
doaj +1 more source
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
doaj +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
doaj +1 more source
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
core +1 more source
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
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
doaj +1 more source