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Currency carry trades - speculating against international parity conditions and the risk of exchange rate reversion : working Paper, this version July 2020

Mayer-Fiedrich, Matija Denise; Grzimek, Volker - 2020

Persistent link: https://www.econbiz.de/10013550042

Profit-making speculation in foreign exchange markets

Surajaras, Patchara - 1992 - 1. [print.]

Persistent link: https://www.econbiz.de/10013534604

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

Empirical Analysis of Speculative Attacks with Contractionary Real Effects

Arciniegas Rueda, Ismael E. - 2010

The effects of a currency crisis on a country's economy depend on non-linear relations among several variables that characterize the economic, financial, legal, and socio-political structure of the country at the onset of the crisis. Those effects can be associated with contractions or...

Persistent link: https://www.econbiz.de/10013149538

Do Currency Fundamentals Matter for Currency Speculators?

Nozaki, Masahiro - 2010

The answer seems affirmative. We compare currency carry trades with an investment strategy based on currency fundamentals: taking a long (short) position in undervalued (overvalued) currencies. Carry trades have high risk-adjusted returns, but are subject to ""crash risk."" In contrast, the...

Persistent link: https://www.econbiz.de/10014404307

Destabilizing exchange rate speculation : a counterexample to Milton Friedman

Ljungqvist, Lars - 1992

Persistent link: https://www.econbiz.de/10013359745

Currency Crises : Strategic Game between Central Bank and Spot Speculators

Černý, Aleš - 2009

The paper studies an optimal switching policy between fixed and floating exchange rate regimes when the central bank dislikes losing reserves. We show that the optimal central bank intervention rule is not fully transparent in that the central bank will choose to randomize the devaluation over a...

Persistent link: https://www.econbiz.de/10014206662

Global Access to Currency Speculation Through Application of Computer to the Inclusive Financial Market World

Dasel, Ribetan - 2021

The purpose of this paper is to examine the global access to currency speculation through application of computer to … financial markets highly depends on the global access to currency speculation. It was also highlighted that application of …

Persistent link: https://www.econbiz.de/10014088332

Rational Speculation and Exchange Rates

Duarte, Margarida; Stockman, Alan C. - 2021

variables. Therefore, the model has the potential to deliver changes in exchange rates, resulting from rational speculation … like asset prices. However, it does not generate a sufficient degree of rational speculation to explain either observed …

Persistent link: https://www.econbiz.de/10013229053

Speculative Attacks

Guidotti, Pablo Emilio - 1991

A brief survey of the literature on speculative attacks is provided. The nature and causes of balance-of-payments crises, the implications for the behavior of the current account and the real exchange rate are discussed. Also, potential areas for future research on balance-of-payments crises are...

Persistent link: https://www.econbiz.de/10014396450