foreign currencies exchange markets
Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
... the foreign currencies exchange rates dynamics at the ultra high frequency electronic trading in the foreign currencies exchange ...the foreign currencies ...
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
... the foreign currencies exchange ...the foreign exchange markets at an influence by the discrete information absorption processes in the diffusion – type financial systems with ...
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Do Carry Trades in the Foreign Exchange Markets Influence Stock Prices
... in foreign exchange markets by producing shocks to interest rate ...the foreign exchange markets in which market participants can choose to become carry ...determining ...
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Information flows in foreign exchange markets: Dissecting customer currency trades
... in currencies with the highest versus lowest order ...15 markets (T15) as well as for total order flows and the subsample of nine devel- oped markets ...
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Trading Price Jump Clusters in Foreign Exchange Markets
... in foreign exchange markets using daily data and show the presence of a persistent and profitable trend for some currency portfolios, mainly minor currencies with high transaction ...
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Volatility Modelling with Applications to Equity and Foreign Exchange Markets
... of exchange rate returns and their option-implied ...of exchange rate returns and then relate it to the economic ...of exchange rate returns include the variances of global factors and the common ...
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Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets
... the foreign exchange markets, it is a difficult task for both academic researchers and policy makers to verify whether countries let their exchange rate adjust freely as they ...in ...
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... control exchange rate fluctuations and reduce the vulnerability of the domestic economy, would also be contingent on market ...that exchange rate returns of the BRICS countries tend to be unpredictable at ...
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Return and volatility spillovers among stock and foreign exchange markets: empirical evidence from selected African markets
... financial markets and mostly caused as a result of irrational nature of participants through trading of financial ...developed markets where prices of stocks and currencies change rapidly during the ...
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Moderating Effect of Interest Rates on Relationship between Foreign Exchange Rate Fluctuation and Performance of Nairobi Securities Exchange Market
... different currencies. Exchange rate is a national and international political, social and economic ...perspective, foreign exchange rate has an effect on the country’s economy whereas from a ...
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Essays on the application of the market microstructure approach in exchange rate economics
... stock markets 2 , which operate differently than the FX ...stock markets do not have separate venues for inter-dealer and customer trading, so it is understandable that these models do not make such a ...
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Impact of foreign economic sanctions on the Russian market of bonds denominated in foreign currencies
... A bond market is getting quite a lot attention in the literature. In his famous book, F. Fabozzi presented “an applied approach to understanding bond markets” [2.]. There are many interesting studies of a bond ...
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Considerations on the relantionship between exchange rates and stock markets in Eastern Europe in time of crisis
... the exchange rates, the cointegration relationships between the two variables will be ...the exchange rates influence the stock returns in a cointegration relationship, the Vector Error Correction Model ...
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Monetary independence in a financially integrated world: what do measures of interest rate co- movement tell us?
... flexible exchange rates offer sufficient insulation from foreign monetary and financial developments? To provide an answer to these questions, this paper summarises the outcome of ongoing research conducted ...
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Order flow, information and trading behaviour in foreign exchange and equity markets
... based exchange rates, the explanatory power o f Euro-Dollar order flow, which is not mainly covered by D2000-2 system, is much stronger than Sterling order ...based exchange rates in our sample because ...
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A Comparative Study of the Taiwan and Japan Equity and Foreign Exchange Markets: Modeling, Estimation and Application of the Component Garch-in-Mean Model
... respective exchange rate ...thus exchange rates can potentially influence both side’s capital and equity ...equity markets by exploring the effects of the short and long-run volatility components on ...
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The best of both worlds: scale economies and discriminatory policies in London’s global financial centre
... At first glance, compared with its major rival – New York’s Wall Street - London’s regulatory advantage is subtle. The UK has been subject to pan-European rules and regulations that traditionally are thought to be more ...
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Ch07-VersC.ppt
... cost foreign financing Preferential treatment from creditors Greater access to international capital markets Larger size International diversification Exposure to exchange rate r[r] ...
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Exchange Rate Market Sentiment Analysis of Major Global Currencies
... A simple market sentiment analysis that deals with daily trading series is the one based on the “pivotal theory”. In this analysis, current day’s market sentiment is arrived based on the pivot point which is simply de- ...
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London’s rise as an offshore RMB financial centre: state finance relations and selective institutional adaptation
... ‘free markets’ is a ‘Western trap’ to undermine Chinese sovereignty (Kirshner, ...Western markets and thus maintain financial stability in the long-run (PBOC, ...for foreign investors to hold ...
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