This research investigates the information content of the translation information resulting from exchange rate fluctuations. Two hypotheses are examined. The dollar movement hypotheses investigate whether there is a positive relationship between security valuation and the translation information...

Exchange rate movements affect exports in two ways -- its depreciation and its variability (risk). A depreciation raises exports, but the associated exchange rate risk could offset that positive effect. The present paper investigates the net effect for eight Asian countries using a dynamic...

An f-percent filter rule in a foreign exchange market calls for buying a foreign currency when its price has risen by f percent above a trough and holding until its price has fallen f percent from a peak. If the foreign exchange rate following a random walk, this is an unprofitable strategy....

This paper investigates the role of currency denomination in the the intertemporal risk-return relation among G7 countries. Similar to the findings of previous studies, our estimation also shows that the financial markets of the G7 countries are integrated. We obtain significant pricing...

Monetary policy's weight in macroeconomic policy has increased over the past years, especially with the liberalization of financial markets and development of new financial instruments. With this new global economy, the gap between countries has become wider, and the less developed are...

The main purpose of this research is to analyze the affecting factors of the demand of private bonds in Indonesia. And to calculate the contribution of each variable to the demand of private bonds in Indonesia. The variables that considered affect the demand of private bonds are Gross Domestic...