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The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series

Sen, Chitrakalpa; Chakrabarti, Gagari - In: Decision 41 (2014) 4, pp. 399-410

Persistent link: https://www.econbiz.de/10010483861

Foreign exchange risk and the predictability of carry trade returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313

Persistent link: https://www.econbiz.de/10010408374

Order flow and exchange rate dynamics : an application to emerging markets

Duffuor, Kwabena; Marsh, Ian; Phylaktis, Kate - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 290-304

Persistent link: https://www.econbiz.de/10009615676

The efficiency of foreign exchange markets in Pakistan : an empirical analysis

Bashir, Rizwana; Shakir, Rabia; Ashfaq, Badar; Hassan, Atif - In: The Lahore journal of economics 19 (2014) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10010391820

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195

Persistent link: https://www.econbiz.de/10003842244

Australian dollar carry trades : time varying probabilities and determinants

Kim, Suk-Joong - In: International review of financial analysis 40 (2015), pp. 64-75

Persistent link: https://www.econbiz.de/10011475609

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

Persistent link: https://www.econbiz.de/10011476532

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

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 FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - 2005

In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...

Persistent link: https://www.econbiz.de/10003090615