Nierzeczywiste transakcje terminowe – czynniki rozwoju i struktura rynku
Przegląd Prawno-Ekonomiczny, 2022 Transakcja terminowa to umowa pomiędzy dwoma stronami na zakup lub sprzedaż określonej ilości waluty w ustalonym terminie w przyszłości po z góry określonym kursie, tzw. kursie terminowym.
Iwona Sobol, Monika Szmelter
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IMF Working Papers, 2020 Non-deliverable forward (NDF) markets in many Asian emerging market currencies are large, rapidly growing, and often exceed onshore markets in transaction volume. NDFs tend to price significant depreciation during market stress episodes including COVID-19. Spillovers from NDFs to onshore markets are a policymaker concern.
Jochen M Schmittmann, Han Teng Chua
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Journal of Stock & Forex Trading, 2015 This paper examines the inter-linkages in Asia Pacific, currency market before and after the introduction of currency futures in India using simple correlation and Granger causality tests. It is found that inter-linkages among Asia- pacific markets have increased after the emergence of currency future, and Asia-Pacific NDF markets are closely linked ...
A. Saravanan, Velmurugan Ps
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The Economic Value of Fundamental and Technical Information in Emerging Currency Markets [PDF]
, 2007 We measure the economic value of information derived from macroeconomic variables and from technical trading rules for emerging markets currency investments.
G. Zwart +6 more
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INFORMATION FLOW BETWEEN THE US DOLLAR-RUPIAH EXCHANGE RATES
Buletin Ekonomi Moneter dan Perbankan, 2020 This study investigates the information flow between non-deliverable forward (NDF), spot, and forward US dollar–rupiah exchange rates during the post-Quantitative Easing (QE) period. Our results show a unidirectional information flow from NDF to the spot
Wee-Yeap Lau, Tien-Ming Yip
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OFFSHORE AND ONSHORE IDR MARKET: AN EVIDENCE ON INFORMATION SPILLOVER
Buletin Ekonomi Moneter dan Perbankan, 2012 This paper investigates the information transmission between off-shore and on-shore Rupiah currency markets Indonesian. We found the evidence of persistent volatility in all IDR/USD markets. Using EGARCH model on daily data for the period of 2008 - 2011,
Yayat Cadarajat, Alexander Lubis
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OFFSHORE AND ONSHORE IDR MARKET: EVIDENCE ON INFORMATION SPILLOVER
Buletin Ekonomi Moneter dan Perbankan, 2012 This paper investigates the information transmission between off-shore and on-shore Rupiah currency markets Indonesian. We found the evidence of persistent volatility in all IDR/USD markets. Using EGARCH model on daily data for the period of 2008 - 2011,
Yayat Cadarajat, Alexander Lubis
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Jakarta Interbank Spot Dollar Rate (JISDOR) as The Reference Rate: Is It Effective?
Indonesian Capital Market Review, 2016 This study analyze the influence of non-deliverable forward (NDF) and the spot rate of USD/IDR against Bank Indonesia reference rate, Jakarta Interbank Spot Dollar Rate (JISDOR). NDF which came earlier than JISDOR is used by the market participant as the
Marwadi Marwadi, Rofikoh Rokhim
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Measurement campaign on transmit delay diversity for mobile DVB-T/H systems [PDF]
, 2010 This article is posted here with permission from IEEE - Copyright @ 2010 IEEEThis paper describes the work carried out by Brunel University and Broadreach Systems (UK) to quantify the advantages that can be achieved if Transmit Delay Diversity is applied
Araniti, Giuseppe +7 more
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Characterisation framework of key policy, regulatory and governance dynamics and impacts upon European food value chains: Fairer trading practices, food integrity, and sustainability collaborations. : VALUMICS project “Understanding Food Value Chains and Network Dynamics” funded by EU Horizon 2020 G.A. No 727243. Deliverable D3.3 [PDF]
, 2019 The report provides a framework that categorises the different European Union (EU) policies, laws and governance actions identified as impacting upon food value chains in the defined areas of: fairer trading practices, food integrity (food safety and ...
Barling, David +3 more
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