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FX Market Trends Before, Between and Beyond Triennial Surveys
Bech, Morten L. - 2014
This special feature looks at trading activity in the foreign exchange market between the Triennial Surveys conducted in 2010 and 2013 and in the months following. We estimate that the $5.3 trillion per day reported for April 2013 was a peak, with activity falling subsequently by $300 billion to...
Persistent link: https://www.econbiz.de/10013057712
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The $4 Trillion Question : What Explains FX Growth Since the 2007 Survey?
King, Michael R. - 2013
Daily average foreign exchange market turnover reached $4 trillion in April 2010, 20% higher than in 2007. Growth owed largely to the increased trading activity of “other financial institutions”, which contributed 85% of the higher turnover. Within this customer category, the growth is...
Persistent link: https://www.econbiz.de/10013094040
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Downsized FX Markets : Causes and Implications
Moore, Michael - 2016
For the first time in 15 years, FX trading volumes contracted between two consecutive BIS Triennial Surveys. The decline in trading by leveraged institutions and "fast money" traders, and a reduction in risk appetite, have contributed to a significant drop in spot market activity. More active...
Persistent link: https://www.econbiz.de/10012977224
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Wave Function Method to Forecast Foreign Currencies Exchange Rates at Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets
Ledenyov, Dimitri - 2015
The accurate forecast of the foreign currencies exchange rates at the ultra high frequency electronic trading in the foreign currencies exchange markets is a main topic of our research: 1) the present state of the foreign currencies exchange markets in Asia, Europe and North America; 2) the...
Persistent link: https://www.econbiz.de/10013013057
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Sizing Up Global Foreign Exchange Markets
Schrimpf, Andreas - 2019
The latest BIS Triennial Survey shows that global foreign exchange trading increased to more than $6 trillion per day. Trading bounced back strongly following a dip in 2016, buoyed by increased trading with financial clients such as lower-tier banks, hedge funds and principal trading firms....
Persistent link: https://www.econbiz.de/10012857869
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A User's Guide to the Triennial Central Bank Survey of Foreign Exchange Market Activity
King, Michael R.; Mallo, Carlos - 2013
This article provides an overview of the foreign exchange components of the Triennial Central Bank Survey. It highlights key dimensions of this dataset and methodological issues that are important to interpret it correctly. It also compares the methodology of the Triennial to that of more...
Persistent link: https://www.econbiz.de/10014188034
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Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2009
due to taxation and how emergent properties from the interaction of traders like bubbles and crashes, excess volatility …, excess kurtosis and volatility clustering change. Numerical simulations reveal that under taxation traders abstain from short …-term trading in favour of longer investment horizons. This change in behavior leads to less excess volatility and diminishing …
Persistent link: https://www.econbiz.de/10003905064
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Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2010
investment horizons. This change in behavior leads to less volatility and less mispricings. When the tax rate exceeds a certain …
Persistent link: https://www.econbiz.de/10003935223
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Foreign Exchange Market Structure, Players and Evolution
King, Michael R. - 2011
Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction of their former level. Entirely new agents have joined the fray,...
Persistent link: https://www.econbiz.de/10013119942
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Why Has FX Trading Surged? Explaining the 2004 Triennial Survey
Galati, Gabriele - 2013
The 2004 survey shows a surge in traditional foreign exchange trading. This seems to have been driven by momentum trading and carry trades in a global search for yield on the part of institutional investors and leveraged players as well as by hedging activity
Persistent link: https://www.econbiz.de/10013092062