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A theory of very short-time price change : security price drivers in times of high-frequency trading

Virgilio, Gianluca P. M. - In: Financial innovation : FIN 8 (2022), pp. 1-34

, financial markets face many ultrafast orders, yet a coherent theory of price change at time scales incomprehensible by humans … and only manageable by computers is still lacking. The theory presented in this paper attempts to fill this gap. The … outcome of such a theory is important for purposes of market stability, crisis avoidance, investment planning, risk management …

Persistent link: https://www.econbiz.de/10013272630

Time-frequency analysis of financial stress and global commodities prices : insights from wavelet-based approaches

Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to December 2021). For this purpose, we resort to the bi- and...

Persistent link: https://www.econbiz.de/10013389437

Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate

Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390

This paper quantitatively compares the intrinsic features of the daily USD-GBP exchange rates in two different periods, the 1920s and the 2010s, under the same freely floating exchange rate system. Even though the foreign exchange markets in the 1920s seem to be much less organized and developed...

Persistent link: https://www.econbiz.de/10011765010

Growth at risk : methodology and applications in an open-source platform

Ossandon Busch, Matias; Sánchez-Martínez, Manuel; … - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-21

This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible analytical tool for policymakers and researchers aiming to use the GaR approach to characterize the probability density of GDP growth conditional on domestic and international...

Persistent link: https://www.econbiz.de/10013393355

Modelling volatility of the exchange rate of the Naira to major currencies

David, Reuben O.; Dikko, Hussaini G.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-29

The exchange rate between the Naira and other currencies has continued to witness variability with depreciation. This variability makes it difficult to predict returns. Against this background, this paper examines the naira exchange rate vis-a-vis four other currencies. The impact of exogenous...

Persistent link: https://www.econbiz.de/10011661515

Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data

Pasionek, Jolanta - In: Financial internet quarterly 19 (2023) 1, pp. 1-7

dynamically developing financial market in the world. In the globalized world the exchange rates are mainly influenced by economic …

Persistent link: https://www.econbiz.de/10014281308

Currency market efficiency revisited : evidence from Korea

Kang, Min-woo - In: International Journal of Financial Studies : open … 7 (2019) 3/52, pp. 1-17

This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical findings indicate that the currency market...

Persistent link: https://www.econbiz.de/10012150302

Assessing the relationship between the user-based market share and unit sales-based market share for pirated software brands in competitive markets

Givon, Moshe - In: Technological forecasting & social change : an … 55 (1997) 2, pp. 131-144

Persistent link: https://www.econbiz.de/10001222749

Modellgestützte Marketing-Mix-Planung unter Berücksichtigung von Konkurrenzeffekten

Decker, Reinhold - In: Journal of business economics : JBE 67 (1997) 11, pp. 1167-1187

Persistent link: https://www.econbiz.de/10001228359

Hallmarks in the development of marketing: Chinese managers' market orientation and ability to deliver service quality

Pitta, Dennis A.; Smith, Darlene Brannigan - In: International marketing : emerging markets, (pp. 155-187). 2011

Persistent link: https://www.econbiz.de/10008937369

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