Foreign Exchange
Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates
... This paper is not the first to deal with the analysis of Hurst exponents of foreign exchange rates. But existing papers on the subject focus on the estimate of a piecewise fBm for different market phases ...
25
Application of valuation-by-components to risk measurement and foreign exchange exposures in international projects
... The fourth chapter reviews the effects of the foreign exchange exposures in the international investments on the contractual and non-contractual cash flows in nomina[r] ...
286
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
... The foreign exchange data used in this study are taken from the HFDF 2000 data set compiled and distributed by Olsen Group, ...Switzerland. Foreign exchange returns recorded every five minutes ...
29
Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
... the monetary policy to current changes of interest differential and exchange rate. In this context, there is no systematic response of the monetary authority to movements in foreign-exchange ...
39
Vue de Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period
... an exchange rate (Balduzzi and Chiang, ...Tunisian foreign exchange market, despite CBoT’s ...the exchange rate is to increase the interest ...the exchange market (exchange rate ...
11
Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004
... on foreign exchange interventions: (i) drawing on over- the-counter option prices to characterize more precisely the distribution of market expectations; (ii) redefining interventions in terms of events as ...
38
Did Foreign Exchange Holding Influence Growth Performance During The Global Financial Crisis?
... of foreign exchange reserves, in particular after ...both exchange rate depreciations and contraction in domestic absorption following a sudden stop ...
38
The January effect in the foreign exchange market: Evidence for seasonal equity carry trades
... the foreign exchange market comes from the inconclusive and sometimes contradictory findings of the few studies in this ...DM-USD exchange rate as a proxy for the EUR-USD prior to the formation of ...
35
Continuous time regime switching model applied to foreign exchange rate.
... all foreign exchange rate data the RS-CIR model gives the best calibra- tion ...better foreign exchange rate data than other stochastic models because the log likelihood values for the Vasicek ...
29
Inflation-Targeting and Foreign Exchange Interventions in Emerging Economies
... inflation-targeting exchange-rate policy in emerging economies through exchange market interventions, rather than as an augmented Taylor ...classifying exchange-rate arrangements, the degree of ...
42
Testing unit roots and long range dependence of foreign exchange
... less than 3000. This latter result raises concern as regards the applications of Robinson’s (1994) test to seasonal macroeconomics data. The application of Robinson’s (1994) test on the popular 23 daily foreign ...
22
Conventions in the foreign exchange market : Can they really explain exchange rate dynamics ?
... of exchange rate value forecasts (RMSE and ...out-of-sample exchange rate value forecasts from 3 months to 5 ...the exchange rate dynamics at short/medium ...of exchange rate (model 1) provide ...
39
A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada
... in foreign exchange markets by central banks in response to deviations of exchange rates from target ...Canada-U.S. exchange rate, with changes in foreign reserves proxying for ...
25
Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ...
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Money and Foreign Trade Ricardo’s “ Magic Numbers”
... Our research provides the following conclusions. Firstly, Ricardo’s statement of the comparative advantage theory involves the monetary theory; specifically it presupposes the validity of the quantity theory. The specie ...
24
Money and Foreign Trade Ricardo’s “ Magic Numbers”
... “Of two countries having precisely the same population, and the same quantity of land of equal fertility in cultivation, with the same knowledge too in agriculture, the prices of row produce will be highest in that ...
25
Heterogeneous Firms and Foreign Direct Investment Strategies
... “unilateral control” by the authors (See Bai et al. ( 2004 , table 3, p.282)). In our view BTW’s theoretical model does not fully exploit this possibility of different forms of decisional power within the same JV, which ...
240
Moroccan Foreign Policy in sub-Saharan Africa
... Nonetheless, these efforts remain mitigated. Morocco continues to focus most of its efforts towards developing its foreign relations with Europe and North America rather than with Africa. Trade with sub-Saharan ...
25
Challenging foreign body surgery: residual needlefish jaws
... about 20-mm. On the patient’s return to France two weeks later, two exploratory anterior cervicotomies along the penetrating wound were performed by a plastic surgery team and then by ENT with X-ray guidance failed to ...
8
Environmental regulation, foreign direct investment and pollution
... the foreign subsidiary level, despite its own "clean" and highly performing technologies, are, in fact, determined at the level of the hosting national ...
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