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Foreign Exchange Market Interventions: New Empirical Views of Emerging Markets

Brause, Alexander F. - 2010

Ergebnisse dieser Studien führten in den letzten Jahren zu der weitverbreiteten Meinung, dass Interventionen am Devisenmarkt kein … über Notenbankinterventionen am Devisenmarkt näher zu bringen und neue Aspekte in Bezug auf Emerging Markets zu diskutieren …. Der Kernpunkt befasst sich mit der Frage, warum Notenbanken in Emerging Markets am Devisenmarkt intervenieren und ob diese …

Persistent link: https://www.econbiz.de/10009433706

<<A>> software framework for data based analysis

Krätzig, Markus - 2005

, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …

Persistent link: https://www.econbiz.de/10009467166

Time series analysis : textbook for students of economics and business administration ; [part 2]

Strohe, Hans Gerhard - 2004

Persistent link: https://www.econbiz.de/10009449118

The behavioral economics of foreign exchange markets - a psychological view on human expectation formation in foreign exchange markets

Schmidt, Robert - 2004

Heuristiken am Devisenmarkt zu untersuchen. Die Entscheidungssituation am Devisenmarkt kann aufgrund seiner Komplexität als ein … zukünftigen Wechselkurse bilden und dass der Devisenmarkt effizient ist. Insgesamt zeigen die eigenen empirischen Untersuchungen … wird die Relevanz von Spekulation am Devisenmarkt diskutiert. Zum Schluss des Kapitels setzt sich der Autor mit der …

Persistent link: https://www.econbiz.de/10009433679

A comprehensive approach for currency crises theories stressing the role of the anchor country

Ganz, Verena - 2008

unvermeidlich in einer Währungskrise. Die Theorie bezieht sich demnach klar auf das externe Gleichgewicht am Devisenmarkt …

Persistent link: https://www.econbiz.de/10009433694

Econometric model for Intraday Trading on the Spot Foreign Exchange Market, Considering Heavy Tails and Volatility Clustering

Serbinenko Anna - 2009

The research analyzes aspects of the spot forex intraday trading and the existing models based on macro fundamentals or describing market microstructure. Most of analysis is done on high frequency data, over an extensive period and on 70 currency pairs. A hybrid model based on microstructure...

Persistent link: https://www.econbiz.de/10009434490

Modeling dependency: application to currency

Aw, Ee Ling Grace - 2011

The primary purpose of this dissertation is to investigate the behavior of the elements of the foreign exchange market, the largest financial market in the world. Whilst the market itself is not new, the concept of currency as an alternative asset, is. Apart from growing awareness of the...

Persistent link: https://www.econbiz.de/10009434892

A Multivariate Integer Count Hurdle Model : Theory and Application to Exchange Rate Dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - 2007

In this paper we propose a model for the conditional multivariate density of integer count variables defined on the set Zn. Applying the concept of copula functions, we allow for a general form of dependence between the marginal processes, which is able to pick up the complex nonlinear dynamics...

Persistent link: https://www.econbiz.de/10009471644

The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market

Penm, Jack H.W; Brailsford, Tim; Terrell, R.D - 2000

VAR models are increasingly being used in the analysis of relationships between financial markets. In such models, there are circumstances that require zero entries in the coefficient matrices. Such circumstances can be particularly relevant in the context of emerging markets given their...

Persistent link: https://www.econbiz.de/10009451291

Essays on speculative bubbles in financial markets

Mungule, Oswald Kombe - 2012

The first essay formulates a dynamic rational contagion model in order toanalyse the evolution of speculative bubbles. The model consists of two laws ofmotion: the speculative bubble and the probability of the bubble. The rst essayshows that the model has two stable equilibria and one unstable...

Persistent link: https://www.econbiz.de/10009481284