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Pappa, Anna A. - In: International journal of business innovation and research 8 (2014) 4, pp. 411-421

Persistent link: https://www.econbiz.de/10010401015

Analyzing exchange market pressure dynamics with Markov regime switching : the case of Turkey

İlhan, Ali; Akdeniz, Coşkun; Özdemir, Metin - In: Organizations and markets in emerging economies 13 (2022) 1/25, pp. 238-259

This study analyzes the dynamics of exchange market pressure in Turkey by employing the Markov regime switching model for the period from January 2006 to December 2019. Our findings show that there are two regimes in the foreign exchange market, characterized as low- and high-pressure periods....

Persistent link: https://www.econbiz.de/10013279667

Złoty wobec turbulencji na rynkach finansowych

Nowak, Alojzy Z.; Ryć, Kazimierz - In: Bank i kredyt 38 (2007) 8/9, pp. 4-11

Persistent link: https://www.econbiz.de/10003666337

Interest and exchange rate shocks on the capital market risk and capital mobility : evidence from four Asian countries

Min, Hong-Ghi; McDonald, Judith Ann - In: International business and economics research journal 6 (2007) 5, pp. 23-48

Persistent link: https://www.econbiz.de/10003494006

Financial integration and exchange rate determination : a Brazilian case study

Kaltenbrunner, Annina - In: International review of applied economics 29 (2015) 2, pp. 129-149

Persistent link: https://www.econbiz.de/10010533037

Are capital controls in the foreign exchange market effective?

Straetmans, Stefan T. M.; Versteeg, Roald J.; Wolff, … - In: Journal of international money and finance 35 (2013), pp. 36-53

Persistent link: https://www.econbiz.de/10009751759

Exchange rate fluctuations and international portfolio rebalancing in Thailand

Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip - 2012

We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market transactions undertaken by nonresident investors in Thailand in 2005 and 2006....