foreign currencies exchange rates
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 markets in the conditions of the discrete information absorption processes in the diffusion - type financial systems with the induced ...the foreign ...
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FOREIGN EXCHANGE RESERVE MANAGEMENT IN THE EUROZONE AND THE GLOBAL INTEREST RATES
... gold, foreign exchange reserves were maintained in the most liquid financial assets of the shortest available ...remaining foreign assets at their disposal were still ...of exchange ...
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Selected aspects of modelling of foreign exchange rates with neural networks
... This paper deals with forecasting of the high-frequency foreign exchange market with neural networks. The objective is to investigate some aspects of modelling with neural networks (impact of topology, size ...
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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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Exchange rates, expected returns and risk: what can we learn from Asia-Pacific currencies?
... interest rates are assumed to be ...bank rates, can reflect a considerable “specialness premium” (Krishnamurthy and Vissing-Jorgensen (2012)), and any interest rate with a maturity greater than zero ...
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Examine the effects of money supply m1 and gdp on fdi in pakistan
... and Exchange Rates with other currencies, these variables influence the relationship of money supply and rate of interest in an ...on foreign direct investment ...
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What is the most appropriate model for generating scenarios for daily foreign exchange rates?
... of exchange rates that should probably be considered ...Australian exchange rates (vis-à-vis the US dollar) should probably model the exchange rates together as there appears to ...
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Genetic Algorithm for Arbitrage with More than Three Currencies
... of exchange rates used in the GA increase after the subprime crisis in August ...that foreign ex- change markets were very tight at that time leading to up- set exchange ...
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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 ...
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Essays On Foreign Exchange Rates
... interest rates and currency ...sort currencies into portfolios based on bank leverage, and find that currency returns monotonically increase from high leverage portfolios to low leverage ...
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Recurrence Plots of Exchange Rates of Currencies
... real exchange rates, in particular to examine the validity of the purchasing power parity theory ...nominal exchange rates, and therefore, that the real exchange rates must ...
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Do Terms-of-Trade Shocks Affect Exchange Rate Regime Choice?
... fixed exchange rate system versus a flexible exchange rate is optimum currency area (OCA) ...fixed exchange rate as opposed to a floating exchange rate since the relevance of its main ...
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Imbalances in China and U S Capital Flows
... Negative consequences of China’s imbalances include the build-up of large, low-return foreign exchange, leading to rapid growth in money and credit and to a sharp acceleration in inflation. Moreover, ...
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Trading Price Jump Clusters in Foreign Exchange Markets
... selected currencies are traded on the open markets. However, the eight currencies can be split in general into three categories based on the de facto exchange rate arrange- ments: The first category ...
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Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange
... After September 15, 2008 and until February 2010 the foreign exchange rates affected not only stock returns but also their volatility. In this period of time there were strong perceptions, stimulated ...
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Real exchange rates and foreign assets : three essays
... Apart from slight differences due to the separation of ry from 81 compared to the CRRA economy, the cost estimates are qualitatively very similar in the sense that valuation-effect volat[r] ...
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Net foreign assets and real exchange rates revisited
... in foreign currency are likely to be relatively immune to real exchange rate ...real exchange rate as a ratio of XM, because the real exchange rate affects XM measured in domestic ...real ...
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Commodity Currency: An Alternative Route to Currency Union
... For the trading nations of East Asia, the volatility of cur- rency exchange rates is disruptive and costly. For several years, economists have given careful consideration to methods for stabilising ...
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FACTORS THAT AFFECT INDONESIA’S ECONOMIC GROWTH
... that foreign debt, exchange rates, interest rates, and unemployment have positive and significant effected on Indonesia economic growth ...
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