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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

exchange rates dynamics in the foreign currencies exchange markets in the classic finances theory; 3) the description on the … theory; 4) the derivation of the time dependent/time independent wave equation in the quantum finances theory; 5) the …/time independent wave equation in the quantum finances theory; 6) the discussion on the developed software program with the embedded …

Persistent link: https://www.econbiz.de/10013013057

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

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

The Anatomy of the Global FX Market Through the Lens of the 2013 Triennial Survey

Rime, Dagfinn - 2014

Trading in the FX market reached an all-time high of $5.3 trillion per day in April 2013, a 35% increase relative to 2010. Non-dealer financial institutions, including smaller banks, institutional investors and hedge funds, have grown into the largest and most active counterparty segment. The...

Persistent link: https://www.econbiz.de/10013057715

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

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

Foreign exchange fixings and returns around the clock

Krohn, Ingomar; Mueller, Philippe; Whelan, Paul - 2021 - Last updated: October 6, 2021

We document that intraday currency returns display systematic reversals around the major benchmark fixings, characterized by an appreciation of the U.S. dollar pre-fix and a depreciation post-fix. We propose an explanation based on constrained intermediation by foreign exchange dealers....

Persistent link: https://www.econbiz.de/10012650198

Foreign Exchange Trading in Emerging Currencies : More Financial, More Offshore

McCauley, Robert N. - 2013

Foreign exchange turnover evolves in a predictable fashion with increasing income. As income per capita rises, currency trading cuts loose from underlying current account transactions. In parallel, an increasing share of trading in the currency takes place outside the home country. At given...

Persistent link: https://www.econbiz.de/10013093730

'Large' vs. 'small' players : a closer look at the dynamics of speculative attacks

Bjønnes, Geir H.; Holden, Steinar; Rime, Dagfinn; … - 2009

What is the role of large playersʺ like hedge funds and other highly leveraged institutions in speculative attacks? In recent theoretical work, large players may induce an attack by an early move, providing information to smaller agents. In contrast, many observers argue that large players are...

Persistent link: https://www.econbiz.de/10003806083

The Retail Spot Foreign Exchange Market Structure and Participants

Forman, John - 2016

The retail foreign exchange (forex) market is one which is only just starting to become a focus of research. Importantly, while it shares similarities and linkages to the more well-known institutional spot forex market, there are some key differences. These variations allow for a more...

Persistent link: https://www.econbiz.de/10012996231

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