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Speculation and Hedging in the Currency Futures Markets : Are They Informative to the Spot Exchange Rates
Tornell, Aaron - 2013
This paper presents an empirical analysis investigating the relationship between the futures trading activities of speculators and hedgers and the potential movements of major spot exchange rates. A set of trader position measures are employed as regression predictors, including the level and...
Persistent link: https://www.econbiz.de/10013086080
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Carry Trade
Jorda, Oscar - Economics Department, University of California-Davis - 2010
To appear in the Encyclopedia of Financial Globalization
Persistent link: https://www.econbiz.de/10008691734
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Carry Trade
Jorda, Oscar - Economics Department, University of California-Davis
To appear in the Encyclopedia of Financial Globalization
Persistent link: https://www.econbiz.de/10008691735
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Speculative Attacks and Investor Attention
Piccoli, Pedro - 2019
This paper presents the first evidence that retail investors play a central role in a speculative attack. Investigating the attacks that affected several emerging economies in the second semester of 2018, I document a strong influence of investor attention on the price and risk of the currency...
Persistent link: https://www.econbiz.de/10012857842
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Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
Tornell, Aaron; Yuan, Chunming - Economics Department, University of Maryland-Baltimore …
This paper presents an empirical analysis investigating the relationship between the futures trading activities of speculators and hedgers and the potential movements of major spot exchange rates. A set of trader position measures are employed as regression predictors, including the level and...
Persistent link: https://www.econbiz.de/10008552107
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Foreign exchange option and returns based correlation forecasts: evaluation and two applications
Castrén, Olli; Mazzotta, Stefano - 2005
correlations. We then apply the correlation forecasts to two policyrelevant topics, to produce scenario analyses for the euro …
Persistent link: https://www.econbiz.de/10011604493
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The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Federici, Daniela; Gandolfo, Giancarlo - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10010274880
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The Euro/Dollar exchange rate : chaotic or non-chaotic?
Federici, Daniela; Gandolfo, Giancarlo - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10009011774
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The Euro/Dollar Exchange Rate : Chaotic or Non-Chaotic?
Federici, Daniela - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10013126002
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Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy
Dąbrowska-Gruszczyńska, Katarzyna; Gruszczyński, Marcin - In: Journal of economics & management 43 (2021) 1, pp. 293-316
rates EUR/GRD and EUR/ITL during the euro zone membership period. Leaving the euro area one can expect the following market … rates: EUR/GRD 600 and EUR/ITL 1850. That would mean 75% depreciation and 5% appreciation to the current euro parities EUR …
Persistent link: https://www.econbiz.de/10013166669