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Regime switching and exchange rate bubbles

Van Norden, Simon - In: The exchange rate and the economy : [proceedings of a …, (pp. 275-324). 1993

Persistent link: https://www.econbiz.de/10001295379

An empirical study of speculation in the yen/dollar exchange rate, 1974-1977

Leonard, John Francis - 1983

Persistent link: https://www.econbiz.de/10002381375

Price Discovery of a Speculative Asset : Evidence from a Bitcoin Exchange

Ghysels, Eric - 2018

This paper examines price discovery and liquidity provision in the secondary market for bitcoin -- an asset that has no observable fundamentals and is associated with a high level of speculative trading. Based on a comprehensive dataset of the full limit order book of BTC-e over the 2013-2014...

Persistent link: https://www.econbiz.de/10012910270

Five facts about the uip premium

Kalemli-Ozcan, Sebnem; Varela, Liliana - 2021

Persistent link: https://www.econbiz.de/10012543249

Dollar Carry Timing

de Oliveira Souza, Thiago - 2021

Dollar carry trade risk premiums – unlike dollar-neutral or foreign exchange carry risk premiums – are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default...

Persistent link: https://www.econbiz.de/10013242629

Dollar Carry Timing

de Oliveira Souza, Thiago - 2021

Dollar carry trade risk premiums - unlike dollar-neutral or foreign exchange carry risk premiums - are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default spread....

Persistent link: https://www.econbiz.de/10013242806

Exchange rate dynamics under limits of arbitrage and heterogeneous expectations

Datta, Soumya - In: Journal of economic interaction and coordination : JEIC 14 (2019) 3, pp. 521-550

Persistent link: https://www.econbiz.de/10012167716

Profits and speculation in intra-day foreign exchange trading

Mende, Alexander (contributor); Menkhoff, Lukas (contributor) - 2006

This study examines profits and speculation in the USD/EUR trading of a bank in Germany over a four-month period …. Dealing activity at the bank generates profits but speculation does not seem to contribute to this. We find that speculative … reveals that there is hardly any room for revenues from speculation. …

Persistent link: https://www.econbiz.de/10003327198

Speculative Positioning Around Episodes of Central Bank Intervention : Evidence from the Yen/Dollar Market

Micu, Marian - 2011

This paper examines the central bank intervention in the yen/dollar market and its influence on the foreign exchange traders' speculative positions. We observe that speculators predominantly take up the opposite side of the transaction to the central bank. They appear to increase their relative...

Persistent link: https://www.econbiz.de/10013132448

Unemployment, growth and exchange rate dynamics

Parera-i-Ximénez, Lluís - 2001

Persistent link: https://www.econbiz.de/10001717953

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