Similar Search Results

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis

Fu, Tian Yong; Holmes, Mark J.; Choi, Daniel F. S. - In: Studies in economics and finance 28 (2011) 1, pp. 36-50

Persistent link: https://www.econbiz.de/10009007562

Jumps in foreign exchange rates and stochastic unwinding of carry trades

Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127

Persistent link: https://www.econbiz.de/10009304196

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157

On the issue of currency internationalisation - South Korean won

Kim, Jaemin - In: International journal of economics and business research 9 (2015) 2, pp. 233-244

Persistent link: https://www.econbiz.de/10011346654

New evidence from assessing the Tobin tax effects on exchange stability and trade

Jaouadi, Said - In: Business and Economic Research : BER 3 (2013) 2, pp. 146-155

Persistent link: https://www.econbiz.de/10010379004

Periodicities of foreign exchange markets and the directional change power law

Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206

Persistent link: https://www.econbiz.de/10010196979

The microstructure of exchange rate management : FX intervention and capital controls in Brazil

Roure, Calebe de; Furniagiev, Steven; Reitz, Stefan - 2013

This paper uses a microstructure approach to analyze the effectiveness of capital controls introduced in Brazil to counter an appreciation of the Real. Based on a rich data set from the Brazilian foreign exchange market, we estimate a reduced-form VAR to characterize the interaction of the...

Persistent link: https://www.econbiz.de/10009783713

Intraday exchange rate volatility transmissions across QE announcements

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134

Persistent link: https://www.econbiz.de/10011552689

Spillovers in exchange rates and the effects of global shocks on emerging market currencies

Kavli, Haakon; Kotzé, Kevin - In: The South African journal of economics 82 (2014) 2, pp. 209-238

Persistent link: https://www.econbiz.de/10010501387

1
2
3
4
5
6
7
8
9
10
Next
Last