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Arbitrage, hedging, and speculation : the foreign exchange market

Clark, Ephraim - 2004

Explains arbitrage, hedging, and speculation from the standpoint of a participant in the foreign exchange market … different markets; the profit comes from the difference in the buying and selling prices. Hedging and speculation are opposing … strategies for dealing with risk; hedging is a cover, and speculation is an assumption of risk. Authors a …

Persistent link: https://www.econbiz.de/10012675046

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

Predictability and Good Deals in Emerging and Developed Currency Markets : The Role of Spot vs. Forward Speculation

Levich, Richard M. - 2018

We study the predictability of forward and spot exchange rates of currencies of emerging and developed economies from 1994 to 2016 to shed light on the efficiency of currency markets and how it has evolved over this time. For the currencies of emerging economies, our analysis of rates of return...

Persistent link: https://www.econbiz.de/10012934887

The Profitability of Currency Speculation

Bilson, John F. - 2000

This paper presents the results of a post-sample simulation of a speculative strategy using a portfolio of foreign currency forward contracts.The main new features of the speculative strategy are (a)the use of Kalman filters to update the forecasting equation, (b) the allowance for...

Persistent link: https://www.econbiz.de/10012788637