foreign exchange derivatives
Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
... Foreign exchange derivatives (FXD) are important tools for hedging foreign exchange (FX) risks and enhancing returns of international ...of foreign portfolio ...of foreign ...
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Volume 08 Issue 01 (2019) Jan.-Feb. 2019
... of foreign exchange derivatives is positively related to the corporate value of listed companies in China, indicating the use of foreign exchange derivatives can enhance ...
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Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)
... Foreign exchange rates are empirically behaved too volatile at the efficient foreign exchange market, so the volatilities are gradually incorporated into the derivatives rate premiums ...
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Essays On Foreign Exchange Rates
... In light of the dominance of intermediaries in the FX market and the constraints they are facing, we introduce these features into an otherwise standard international asset pricing model. The model has two ex-ante ...
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Essays on foreign exchange risk
... the exchange- rate forecasting literature has struggled to overturn the frustrating fact, originally documented by Meese and Rogoff (1983), that it is hard even to outperform a ran- dom walk forecast out of ...
173
Chartism in the foreign exchange market
... LIST OF TABLES Paqe no Chapter 4 Table 4.1: Table 4.2: Table 4.3: Table 4.4: Summary of responses to questions 1 and 2 Summary of responses to questions 3 and 4 Breakdown of responses to[r] ...
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Foreign exchange reserves and inflation: Can monetary policy explain the changes?
... the foreign exchange reserve and the monetary policy, the growth of foreign exchange reserves has also imposed pressure to expected inflation ...China's foreign exchange reserves ...
5
Foreign Exchange Trading and Risk Management Technique On Quoted Commercial Banks Financial Performance in Nigeria (1993- (2018)
... Foreign exchange trading and risk management technique has gained prominence in the last decade as a result of the unusual occurrence of a large number of currency ...major exchange rate ...of ...
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The Balance of Payments
... ● The foreign exchange rate is a price and like all prices, demand and supply in the foreign exchange market determine its value and they are often determined by what people in each coun[r] ...
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The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market An Analysis
... a foreign currency can be acquired forward by paying an appropriate price for a future ...a foreign currency is likely to be above the current spot price, they may buy it forward by paying the required ...
19
Latin American foreign exchange intervention Updated
... Rather than relying on net foreign reserves, we take policy rule (1) to proxy for intervention and extend Almekinders’ results to the emerging markets of Latin America. We consider 13 countries, namely Argentina, ...
13
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 exchange rates at the ...
157
Introduction to the foreign exchange market
... Foreign currency trading is conducted without a central exchange, but instead is traded over-the-counter (OTC). Unlike other markets, this decentralization allows traders to choose from a large number of ...
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Evolution of Commodities Markets in India
... The exchange has also emerged as the sixth largest and amongst the fastest 6growing commodity futures exchange in the world, in terms of the number of contracts traded in ...The Exchange is the ...
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IMPACT OF OIL PRICE ON NIGERIAN ECONOMY
... Licensed under Creative Common Page 256 (2009) study the asymmetric effects of oil price shocks on the Nigerian economy. The findings from her study show a strong positive relationship between positive oil price changes ...
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Properties of foreign exchange risk premiums
... We describe the details of the model in the next subsection. However, three extensions deserve to be mentioned here. First, in contrast to Backus et al. (2001), we use a multi- period setting to account for fluctuations ...
87
Properties of Foreign Exchange Risk Premiums
... The empirical results reveal that the RA-UIP model is capable of identifying time- varying risk premiums that match observed exchange rate behavior. In particular, they fulfill the two conditions established by ...
86
Trading foreign exchange carry portfolios
... that exchange rates incur long trending periods which lead currencies to have long periods of appreciation and ...where exchange rates follow two normal ...the exchange rate movement in case of a ...
170
Spot and forward volatility in foreign exchange
... A more involved way of addressing this issue is to compare the separate portfolio performance of each of the CTV and CTC strategies with that of a combined strategy. The combined portfolio is constructed by investing in ...
40
Monthly Forecasting of the Dollar to the Ruble Exchange Rate with Adaptive Kalman Filter
... The inclusion of precisely these control actions is dictated by common sense, their availability and the results of some selections for the best description. The estimation of the multiple correlation coefficient of the ...
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