Three Essays on the Intraday Dynamics of the Foreign Exchange Market PDF Download
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Author: Siroos Khademalomoom
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 184
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Book Description
Containing three essays on the intraday dynamics of the foreign exchange market, the dissertation highlights the role of higher-moments in improving the forecasting ability of exchange rates models while contributing to the literature through the identification of new calendar anomalies in the currency market which has implications for regulators and investors.
Author: Siroos Khademalomoom
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 184
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Book Description
Containing three essays on the intraday dynamics of the foreign exchange market, the dissertation highlights the role of higher-moments in improving the forecasting ability of exchange rates models while contributing to the literature through the identification of new calendar anomalies in the currency market which has implications for regulators and investors.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 496
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Book Description
Author: Nengzhi Jiang
Publisher:
ISBN:
Category : Foreign exchange market
Languages : en
Pages : 226
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Book Description
Author: Sheng-Yung Yang
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 428
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Book Description
Author: Hsin-Yen Wen
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 816
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Book Description
Author: Marcos Rietti Souto
Publisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 234
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Book Description
Author: Jeffrey A. Frankel
Publisher: University of Chicago Press
ISBN: 0226260232
Category : Business & Economics
Languages : en
Pages : 358
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Book Description
The foreign exchange market is the largest, fastest-growing financial market in the world. Yet conventional macroeconomic approaches do not explain why people trade foreign exchange. At the same time, they fail to explain the short-run determinants of the exchange rate. These nine innovative essays use a microstructure approach to analyze the workings of the foreign exchange market, with special emphasis on institutional aspects and the actual behavior of market participants. They examine the volume of transactions, heterogeneity of traders, the time of day and location of trading, the bid-ask spread, and the high level of exchange rate volatility that has puzzled many observers. They also consider the structure of the market, including such issues as nontransparency, asymmetric information, liquidity trading, the use of automated brokers, the relationship between spot and derivative markets, and the importance of systemic risk in the market. This timely volume will be essential reading for anyone interested in the economics of international finance.
Author: Richard K. Lyons
Publisher: MIT Press (MA)
ISBN:
Category : Business & Economics
Languages : en
Pages : 360
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Book Description
Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.
Author: Banco de Pagos Internacionales (Basilea, Suiza). Departamento Monetario y Económico
Publisher:
ISBN: 9789291319626
Category : Banks and banking, Central
Languages : es
Pages : 0
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Book Description
