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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Do currency markets absorb news quickly?
Evans, Martin D. D. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003335870
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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
. The second part deals with the econometric estimation of speculative dynamics. I find empirical evidence for similar …
Persistent link: https://www.econbiz.de/10008664302
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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10003964417
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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Do macroeconomic fundamentals affect exchange market pressure? : evidence from bounds testing approach for Turkey
Katırcıoğlu, Salih Turan; Feridun, Mete - In: Applied economics letters 18 (2011) 1/3, pp. 295-300
Persistent link: https://www.econbiz.de/10009230960
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Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - In: Journal of international economics 75 (2008) 1, pp. 93-109
Persistent link: https://www.econbiz.de/10003748942
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Can central bank intervention stabilize exchange rates by increasing confidence in fudamentals?
Reitz, Stefan; Stadtmann, Georg - In: Aspekte der internationalen Ökonomie, (pp. 197-212). 2005
Persistent link: https://www.econbiz.de/10003151675
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Do currency markets absorb news quickly?
Evans, Martin D. D.; Lyons, Richard K. - 2005
Persistent link: https://www.econbiz.de/10002555654
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Do currency markets absorb news quickly?
Evans, Martin D. D.; Lyons, Richard K. - In: Journal of international money and finance 24 (2005) 2, pp. 197-217
Persistent link: https://www.econbiz.de/10002635896