Results 321 to 330 of about 1,224,575 (391)
Some of the next articles are maybe not open access.
2015
In 1994, China decided to undertake fundamental reform in its foreign exchange management system to unify the dual exchange rates, adopt the managed floating exchange rate regime of RMB, implement the compulsory settlement system of foreign exchange, and establish an interbank foreign exchange market.
Sun Guofeng
openaire +2 more sources
In 1994, China decided to undertake fundamental reform in its foreign exchange management system to unify the dual exchange rates, adopt the managed floating exchange rate regime of RMB, implement the compulsory settlement system of foreign exchange, and establish an interbank foreign exchange market.
Sun Guofeng
openaire +2 more sources
Social Science Research Network, 2021
We examine the cross-sectional predictive ability of the Refinitiv Environmental, Social and Governance (ESG) score for returns in the foreign exchange market, using ESG scores aggregated at the national level, and find that ESG is a strong negative ...
I. Filippou, Mark P. Taylor
semanticscholar +1 more source
We examine the cross-sectional predictive ability of the Refinitiv Environmental, Social and Governance (ESG) score for returns in the foreign exchange market, using ESG scores aggregated at the national level, and find that ESG is a strong negative ...
I. Filippou, Mark P. Taylor
semanticscholar +1 more source
Impact of uncertainty on foreign exchange market stability: based on the LT-TVP-VAR model
, 2020PurposeThe purpose of this study is to investigate the effects of uncertainty, namely, macroeconomic uncertainty (MU) and financial uncertainty (FU) on foreign exchange market stability, specifically on foreign exchange market pressure (EMP) and jump ...
Jingshan Liu
semanticscholar +1 more source
, 2021
PurposeThe purpose of this paper is to analyse the long-run relationship between geopolitical risk and exchange rates in four ASEAN countries.Design/methodology/approachWe augment theoretical nominal exchange rate models available in the literature with ...
Hon-Chung Hui
semanticscholar +1 more source
PurposeThe purpose of this paper is to analyse the long-run relationship between geopolitical risk and exchange rates in four ASEAN countries.Design/methodology/approachWe augment theoretical nominal exchange rate models available in the literature with ...
Hon-Chung Hui
semanticscholar +1 more source
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 ...
openaire +3 more sources
FOREIGN EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE RATES
The Journal of Finance, 1977This paper presents an empirical analysis of spot exchange rate behavior subsequent to this decision. Its purpose is to test whether the price changes of the Canadian dollar, German mark and British pound conformed to those which would be expected in an efficient market (i.e. a weak random walk model).
Burt, John +2 more
openaire +1 more source
Foreign Debt and Foreign Exchange Markets [PDF]
Economic Analysis and Policy, 1995 -
openaire +1 more source
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.
openaire +1 more source
Journal of International Money and Finance, 2006
Judith Piggot, Andy Kilmister
openaire +2 more sources
Judith Piggot, Andy Kilmister
openaire +2 more sources