FX market
Essays in FX market microstructure
... the FX market. Our findings are robust to controlling for global FX volatility, market movements and ...Global FX volatility is found to increase transactions costs, consistent with ...
159
FX market liquidity, funding constraints and capital
... the FX market ...the FX market, these flows include both liquidity traders that enter the market via dealers and sophisticated informed traders, such as hedge funds and large banks, ...
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The information content of a limit order book : the case of an FX market
... recent market microstructure research has been whether knowledge of the structure of the limit order book is informative regarding future price ...use market orders (see Glosten, 1994; Rock, 1996; Seppi, ...
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Stepping out of the limit order book: Empirical evidence from the EBS FX market
... the market as cancellations or revisions without a ...in market price and limit order book depth affect cancellations, consistent with optimal behaviors that consider both order placement and order ...exit. ...
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FX market liquidity, funding constraints and capital
... Permanent repository link: http://openaccess.city.ac.uk/14625/ Link to published version: http://dx.doi.org/10.1016/j.jimonfin.2014.11.002 Copyright and reuse: City Research Online aims [r] ...
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Real-financial connectedness in the Swiss economy
... We study macro-financial linkages and their importance within the Swiss economy from a network perspective. First, we investigate the real-financial connectedness in the Swiss economy, using the KOF economic barometer, ...
20
Order flow and exchange rate dynamics in emerging economies: The case of Ghana
... emerging market based on the recent microstructure framework of foreign exchange markets where the main explanatory variable is the order ...parallel market for ...Ghanaian market, and for a long ...
294
Global liquidity risk in the foreign exchange market
... of market participants, the FX market is characterized by infor- mational asymmetries, so that dealers gather disperse information from the orders placed by their customers ...Indeed, FX ...
51
FX Smile in the Heston Model
... the market price of volatility risk as it is already embedded in the market ...in FX markets is specified as a function of ...the FX market setting we have to use the Garman and ...
32
What do retail FX traders learn?
... trading FX at the retail ...retail FX trading as negligible in ...that FX markets are both liquid and have low correlations with other markets, has led to the establishment of numerous platforms ...
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Origins of scaling in FX markets
... for FX rates and metals, EST for indices) and FX rates, metal prices or index values, respectively, were reported sequentially in 30 minute ...global FX or metals ...the FX rates were the most ...
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Development and functioning of FX markets in Asia and the Pacific 1
... traditional FX products and derivatives in Asia and the Pacific has expanded rapidly over the last 15 years, more so than in other ...crisis, FX markets in the region experienced added turbulence during the ...
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The Effects of Japanese Interventions on FX Forecast Heterogeneity
... Since the seminal work of Allen and Taylor (1990) and Ito (1990) survey data of FX-market participants are used to shed light on the question of how exchange rate expectations are built. One important ...
11
Fact and Fictions in Fx Arbitrage Processes
... the FX market has focused attention on the role of order-flow information in explaining exchange rate ...from FX transactions in which banks deal directly with end-user ...Japanese FX ...
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Fact and Fiction in FX Arbitrage Processes
... the FX market has focused attention on the role of order-flow information in explaining exchange rate ...from FX transactions in which banks deal directly with end-user ...Japanese FX ...
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Carry Trades and Global FX Volatility
... They find that both risk factors are useful for understanding the pricing of U.S. stocks but that volatility dominates illiquidity when they are considered jointly. In their interpretation they regard both factors as ...
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'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?
... of FX market microstructure, ...‘quote-driven market,’ wherein private information is gained from the sequential arrival of distinct orders and is impounded in the asset price (Lyons, ...
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A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA
... the FX market in Indonesia is ...the FX market efficiency means investors and/or traders can extract profit by exploiting pricing anomalies and that policies pursued under the assumption of an ...
26
Czech Government Bond yields under FX pressure
... Keywords: yield curve estimation, zero–coupon yields, Czech bond market, Czech National Bank, ECB JEL: C51, E43, G12.. The Czech Government bond secondary market offers an opportunity to[r] ...
9
Nanocapsule delivered Sleeping Beauty mediates therapeutic Factor VIII expression in liver sinusoidal endothelial cells of hemophilia A mice
... red fluorescent protein version 2; FVIII, Factor VIII; FIXa, activated Factor IX; FX, Factor X; FXa, activated FX; HA, hyaluronan; HARE, HA receptor for endocytosis; IF, mouse eukaryotic[r] ...
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