Narrow search
Showing 1 - 10 of 56,256
Cover Image
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
Cover Image
Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
Cover Image
The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Cover Image
The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003113337
Cover Image
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung; Chen, Shikuan; Chang, Ming-Jen - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Cover Image
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Cover Image
Foreign exchange markets, behavior of options volatility and bid-ask spread around macroeconomic announcements
Ishfaq, Muhammad; Muhammad Usman Arshad; Durrani, … - In: Cogent economics & finance 10 (2022) 1, pp. 1-28
announcements than the USA, UK, Japan, and Euro. Moreover, findings distinctly signify the role of China as a global liquidity …The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables … characteristics of market participants appear to trump macroeconomic considerations. The volatility indices and bid-ask spreads were …
Persistent link: https://www.econbiz.de/10013431442
Cover Image
FX intervention in the Yen-US dollar market : a coordination channel perspective
Reitz, Stefan; Taylor, Mark P. - In: International economics and economic policy : IEEP 9 (2012) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10009569705
Cover Image
FX intervention in the yen-US dollar market : a coordination channel perspective
Reitz, Stefan; Taylor, Mark P. - 2012
The coordination channel has recently been established as an additional means by which foreign exchange market intervention may be effective. It is conjectured that strong and persistent misalignments of the exchange rate are caused by a coordination failure among fundamentals-based traders. In...
Persistent link: https://www.econbiz.de/10009520140
Cover Image
Central bank intervention and risk in the forward market
Baillie, Richard - In: Journal of international economics 43 (1997) 3, pp. 483-497
Persistent link: https://www.econbiz.de/10001233548