Foreign Exchange Market
Vue de Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period
... 7. Conclusion The objective of our research was to examine time-varying risk premiums in the Tunisian foreign exchange market by applying GARCH-M model to the TND/Euro parity for 1 to 12 months ...
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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 ...
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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 ...
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A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada
... an exchange rate from its target level through variations in a policy variable which are intended to counter these ...the exchange rate from its target), and threshold effects (intervention doesn’t occur ...
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Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
... on exchange rate determination is based on the premises that prices are sticky in the short run and that uncovered interest rate parity (UIP) holds ...nominal exchange rate must immediately overshoot its ...
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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 ...
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Exchange Rates, Stock Prices, and Stock Market Uncertainty
... excess foreign exchange market volatility, which started in March 2013 and continued for around five months, was provoked by the implementation of a very intense monetary stimulus in ...stock ...
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Volatility transmission between the oil price, the exchange rate and the stock market index
... the exchange rate to the stock market index can be explained by the fact that the changes of exchange rate influence indirectly the market power of firms’ products in international ...the ...
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Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004
... noted between spot and forward, this consistency in results is not surprising. Conversely, our results contradict those reported by Galati et al. (1999, 2004) as they did not find any significant impact of ...
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THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE
... stock market performances of soccer clubs, Ersan and Demir (2017) show that there is a strong off-season effect, in fact, during these periods, stocks of soccer clubs generate substantially higher ...
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Market Efficiencies and Market Risks
... financial market, we show that the diversity of agents is directly associated to the resulting quality of the information efficiency of the market: homogenous agents lead to good information propagation but ...
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Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates
... As a consequence, if we estimate a Hurst exponent H 6= 1/2, then the evolution of the log-prices is in part predictable and arbitrages may occur [36, 22]. This is in contradiction with most of the financial literature, ...
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A videoconferencing tandem exchange involving adult learners of english and spanish as foreign languages : an interactionist perspective
... 30 provided nearly double the metalinguistic explanations for asynchronous email corrective feedback as their Australian partners (9.7% and 5.0% respectively). Different reasons were evoked by the authors to explain the ...
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Reforms and the real exchange rate: The role of pricing-to-market
... the Foreign real wage plays a major role here as the 730 consumption would rise permanently by 47 euros (PMD) and 125 euros (CTP) per person and per year in the model featuring constant ...product market ...
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Income Inequality and Foreign Aid
... financial market imperfections (financial asymmetries, transaction cost, and contract enforcement costs) could be especially binding on the poor, who lack collaterals, credit histories and network ...
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Multi-Market Trading and Market Quality
... 6 securities tightens after a major third market broker-dealer starts operating. Boehmer and Boehmer (2003) document that the NYSE entry in the trading of ETFs listed on the American Stock Exchange ...
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Essays on uncertainty and foreign direct investments
... in foreign markets, taking into account the risks in those ...the exchange rate, interest rate, and politics (Cushman, 1988; Goldberg and Kolstad, 1995; Büthe and Milner, ...
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Institutional Distance and Foreign Direct Investment
... Proposition 2: Institutional distance negatively affects the intensive margin of FDI, such as an increase in institutional distance reduces FDI. 3. Empirical specification The gravity equation is commonly used to study ...
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Essays on international trade and foreign policy
... negotiate and sign these agreements with smaller countries that offer political benefits at the expense of economic ones. Chapter 2 provides an empirical analysis of the effect of sanctions on sanctioning ...
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Musical expertise and foreign speech perception
... Kraus and Chandrasekaran, 2010 and Besson et al., 2011 , for reviews). While several studies have examined the influence of musi- cal expertise on non-native tone perception, only one study has, to our knowledge, ...
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