Similar Search Results

New evidence from assessing the Tobin tax effects on exchange stability and trade

Jaouadi, Said - In: Business and Economic Research : BER 3 (2013) 2, pp. 146-155

Persistent link: https://www.econbiz.de/10010379004

Tobin tax and trading volume tightening : a reassessment

Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141

Persistent link: https://www.econbiz.de/10011289358

The effect of a transaction tax on exchange rate volatility

Lanne, Markku; Vesala, Timo - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 123-133

Persistent link: https://www.econbiz.de/10008702361

The Effect of a Transaction Tax on Exchange Rate Volatility

Lanne, Markku; Vesala, Timo - 2007

We argue that a transaction tax is likely to amplify, not dampen, volatility in the foreign exchange markets. Our … trades disproportionately, leading to increased volatility. Empirical support for this prediction is found by investigating … the effect of transaction costs on the volatility of DEM/USD and JPY/USD returns. High-frequency data are used and an …

Persistent link: https://www.econbiz.de/10014223793

Transaction costs and volatility on Warsaw Stock Exchange : implications for financial transaction tax

Zator, Michał - In: Bank i kredyt 45 (2014) 4, pp. 349-372

Persistent link: https://www.econbiz.de/10010410227

The effects of a financial transaction tax in an artificial financial market

Fricke, Daniel; Lux, Thomas - 2013

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these effects, adjustments in trading strategies and their...

Persistent link: https://www.econbiz.de/10009783698