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The pricing of FX forward contracts : micro evidence from banks' dollar hedging

Abbassi, Puriya; Bräuning, Falk - 2018 - This version: March 2018

We use transaction-level data on foreign exchange (FX) forward contracts for the period 2014 through 2016 in conjunction with supervisory balance sheet information to study the drivers of banks' dollar hedging costs. Comparing contracts of the same maturity that are initiated during the same...

Persistent link: https://www.econbiz.de/10011911789

Money, banking and the foreign exchange market in emerging economies

Khemraj, Tarron - 2014

Persistent link: https://www.econbiz.de/10010407598

System bankowy w Polsce : materiały z konferencji "System bankowy w Polsce a wejście III Rzeczypospolitej do Unii Europejskiej"

Sikorski, Jerzy (contributor) - Konferencja System Bankowy w Polsce a wejście III … - 2005

Persistent link: https://www.econbiz.de/10003279134

Money, banking and the foreign exchange market in emerging economies

Khemraj, Tarron - 2014

oligopolistic banking systems. While economists have, for some time now, been working on developing models to explain the behaviour … of firms in such market structures, this book is unique as it applies these tools to monetary models of the banking … system. In doing so, the text highlights many of the important differences between banking systems in small states and those …

Persistent link: https://www.econbiz.de/10011851503

Timing foreign exchange markets

Malone, Samuel W.; Gramacy, Robert B.; Horst, Enrique ter - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model...

Persistent link: https://www.econbiz.de/10011505885