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

Beine, Michel (contributor); De Grauwe, Paul (contributor); … - 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/10003113337

FX trading and exchange rate dynamics

Evans, Martin D. D. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001592933

FX trading and exchange rate dynamics

Evans, Martin D. D. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2405-2447

Persistent link: https://www.econbiz.de/10001721527

FX trading and exchange rate dynamics

Evans, Martin D. D. - 2001

Persistent link: https://www.econbiz.de/10001552374

Public information arrival, exchange rate volatility, and quote frequency

Melvin, Michael; Yin, Xixi - In: The economic journal : the journal of the Royal … 110 (2000), pp. 644-661

Persistent link: https://www.econbiz.de/10001495743

Effects of high-frequency trading in the multidealer spot foreign exchange

Schmidt, Anatoly B. - In: The journal of trading 10 (2015) 2, pp. 72-78

Persistent link: https://www.econbiz.de/10011293525

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10013261076

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

The impact of exchange rate volatility on trade : a panel study on Pakistan's trading partners

Khan, Abdul Jalil; Azim, Parvez; Syed, Shabib Haider - In: The Lahore journal of economics 19 (2014) 1, pp. 31-66

Persistent link: https://www.econbiz.de/10010391826

Intraday exchange rate volatility transmissions across QE announcements

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134

Persistent link: https://www.econbiz.de/10011552689