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Financial intermediaries and speculation in the foreign exchange market : the role of monetary policy in Iran's economy
Sadeghi, Abdorasoul; Marzban, Hussein; Samadi, Ali Hussein - In: Journal of economic structures : JES; the official … 11 (2022), pp. 1-26
developing economy, like Iran, through the channel of the relationship between bank deposits, stock market, and speculation in … low banks deposits regimes. Both FIs have negatively impacted speculation in the FEM in high and low exchange rates … very high inflation regimes. In comparison, the impact of speculation in the FEM has been negative on investment and …
Persistent link: https://www.econbiz.de/10013459442
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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
The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables in determining whether the foreign exchange market’s price formation process in response to macroeconomic announcements is characterised by changes in risk perception and...
Persistent link: https://www.econbiz.de/10013431442
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The exchange rate effect of multi-currency risk arbitrage
Hau, Harald - In: Journal of international money and finance 47 (2014), pp. 304-331
Persistent link: https://www.econbiz.de/10010464012
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Trading strategies in currency markets
Abdel Zaher, Angie; Ghosh, Dipasri; Ghosh, Dilip K. - In: International journal of business 25 (2020) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10012183167
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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.; Sushko, Vladyslav - In: Journal of banking & finance 37 (2013) 4, pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
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Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange
Frömmel, Michael; Kadioglu, Eyup - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23
Using transaction-level tick-by-tick data of same- and next-day settlement of the Russian Ruble versus the US Dollar exchange rate (RUB/USD) traded on the Moscow Exchange Market during the period 2005-2013, we analyze the impact of trading hours extensions on volatility. During the sample...
Persistent link: https://www.econbiz.de/10014364050
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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
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Intervention strategies in foreign exchange market
Martin, Vesna - In: Ekonomske teme 58 (2020) 3, pp. 381-399
The goal of the paper is to present the intervention strategies used by central banks in order to influence the value of the domestic currency, transparency versus discretion when it comes to publishing data about FX intervention and the cost and effectiveness of intervention. It is rarely that...
Persistent link: https://www.econbiz.de/10012522647
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Cross-speculation in currency futures markets
Röthig, Andreas - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 272-278
Persistent link: https://www.econbiz.de/10009615683