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Non-linearities in the relation between the exchange rate and its fundamentals

Altavilla, Carlo (contributor); De Grauwe, Paul (contributor) - 2005

This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First, we develop a simple theoretical model in which chartists and fundamentalists interact. This model predicts the existence of different regimes, and thus nonlinearities in the...

Persistent link: https://www.econbiz.de/10003202226

Cournot model of brokered FX trading

Ulibarrí, Carlos A.; Anselmo, Peter C.; Trabatti, Mauro X. - In: Journal of international financial markets, … 15 (2005) 5, pp. 425-436

Persistent link: https://www.econbiz.de/10003270622

Spekulative Währungsattacken

Stadler, Manfred - In: Funktionsfähigkeit und Stabilität von Finanzmärkten …, (pp. 261-287). 2005

Persistent link: https://www.econbiz.de/10003249994

Bid/ask spreads in the foreign exchange market : an alternative interpretation

Poskitt, Russell - In: Pacific-Basin finance journal 13 (2005) 5, pp. 562-583

Persistent link: https://www.econbiz.de/10003176653

Essays on volatility in the foreign exchange market

Solheim, Haakon - 2004

Persistent link: https://www.econbiz.de/10002833293

Volume and volatility in the foreign exchange market : does it matter who you are?

Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - In: Exchange rate economics : where do we stand?, (pp. 39-62). 2005

Persistent link: https://www.econbiz.de/10002836039

The impact of European Central Bank Governing Council announcements on the foreign exchange market : a microstructural analysis

Sager, Michael J.; Taylor, Mark P. - In: Journal of international money and finance 23 (2004) 7/8, pp. 1043-1051

Persistent link: https://www.econbiz.de/10002485125

Heterogeneous expectations in the foreign exchange market : evidence from daily DM/US dollar exchange rates

Ahrens, Ralf; Reitz, Stefan - In: Journal of evolutionary economics : JEE 15 (2005) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10002624861

Microstructure of the yen/dollar foreign exchange market : patterns of intra-day activity revealed in the electronic broking system

Itō, Takatoshi; Hashimoto, Yūko - 2004

Persistent link: https://www.econbiz.de/10002418695

Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - 2004

Persistent link: https://www.econbiz.de/10002447981

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