Similar Search Results

Is the foreign exchange market efficiency adaptive? : the empirical evidence from India

Khuntia, Sashikanta; Pattanayak, Jamini Kanta; … - In: Journal of Asia Pacific business 19 (2018) 4, pp. 261-285

Persistent link: https://www.econbiz.de/10011955261

Asymmetric impact of monetary surprises on exchange rate

Ding, Liang; Yang, Qianyi - In: Applied economics 50 (2018) 7, pp. 789-803

Persistent link: https://www.econbiz.de/10011847172

The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market

Kukačka, Jiří; Staněk, Filip - 2015

We explore possible effects of a Tobin tax on exchange rate dynamics in a heterogeneous agent model. To assess the impact of the Tobin tax in this framework, we extend the model of De Grauwe and Grimaldi (2006) by including transaction costs and perform numerical simulations. Motivated by the...

Persistent link: https://www.econbiz.de/10011384443

The determinanants of bid-ask spread in the Guyanese FX market

Khemraj, Tarron; Pasha, Sukrishnalall - In: The journal of developing areas 48 (2014) 2, pp. 39-62

Persistent link: https://www.econbiz.de/10010364679

Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014442581

Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969

Persistent link: https://www.econbiz.de/10012287504

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762

Endogenous and exogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012517831

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

Information jumps, liquidity jumps, and market efficiency

Tseng, Michael; Mahmoodzadeh, Soheil - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21

We formulate a measure of information efficiency in a general, no-arbitrage semimartingale model of the price process. The market quality measure is applied to a high-frequency dataset from the interdealer FX market to identify changes in market efficiency after a decimalization of tick size.

Persistent link: https://www.econbiz.de/10013161552