搜索结果: 1-15 共查到“经济学 FOREIGN exchange”相关记录15条 . 查询时间(0.078 秒)
重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter2 The Market for Foreign Exchange
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange。
Segmentation analysis on a multivariate time series of the foreign exchange rates
finite multivariate Gaussian mixture Jensen-Shannon divergence variance-covariance matrix cross-sectional analysis
2012/6/2
This study considers the multivariate segmentation procedure under the assumption of the multivariate Gaussian mixture. Jensen-Shannon divergence between two multivariate Gaussian distributions is emp...
Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix
Foreign Exchange Market Fluctuation Scaling Scaling Breaking Global Average of Cross-Correlations
2012/4/28
We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of num...
Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic
central banks foreign exchange markets emerging markets nominal exchange rate changes
2011/8/21
Inflation-targeting central banks often explicitly reserve the right to intervene in foreign exchange markets when the exchange rate ‘deviates from fundamentals’ and/or ‘displays excessive volatility’...
Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting
foreign exchange intervention monetary policy structural VAR exchange rate delayed overshooting.
2011/8/21
This paper provides an explanation for "delayed overshooting" puzzle based on foreign exchange policy's reaction to monetary policy, for Canada in which ample interactions between monetary and foreign...
Foreign Exchange Market and Monetary Management in Nigeria
price exchange rate monetary policy instruments money supply monetary management
2011/6/1
The main objective of this paper is to provoke some thoughts on the foreign exchange market and monetary management in Nigeria.
Teaching foreign exchange market issues in business education
experimental learning equal of your equilibrium business strategy
2010/10/18
This paper presents a classroom experiment that places students directly into the learning
environment and allows them to make foreign exchange decisions in simulated market arena.
The experiment of...
Foreign Exchange Reserves, Exchange Rate Regimes, and Monetary Policy: Issues in Asia
Foreign Exchange Reserves Monetary Policy Asia
2009/9/1
This paper seeks to outline issues arising from rapid foreign exchange reserve
accumulations in Asia. Attention is paid to People’s Republic of China and
India for the significance of the accumulati...
Wavelet Based Volatility Clustering Estimation of Foreign Exchange Rates
Time-Scale analysis Intermittency Nonlinearity and Chaos
2010/11/2
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar( US/EUR) using a combination of both statistical and ...
Structure and evolution of the foreign exchange networks
Structure evolution foreign exchange networks
2010/10/29
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including preciou...
Optimal intervention in the foreign exchange market when interventions affect market dynamics
exchange rate optimal impulse control quasi-variational inequalities stopping times
2010/11/2
We address the problem of optimal Central Bank intervention in the exchange rate market when interventions create feedback in the rate dynamics. In particular, we extend the work done on optimal impul...
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
foreign exchange market multifractality Epps effect
2010/12/13
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-G...
Intra-Day Seasonality in Foreign Exchange Market Transactions
limit orders market orders seasonality
2011/3/31
This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-...
Model-Free Evaluation of Directional Predictability in Foreign Exchange
Characteristic function Directional predictability Generalized cross-spectrum Uncovered Interest Parity Market Intervention Currency Crisis Market Contagion
2011/4/6
We examine directional predictability in foreign exchange markets using a model-free statistical evaluation procedure. Based on a sample of foreign exchange spot rates and futures prices in six major ...
Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets
foreign exchange markets
2011/4/2
We examine directional predictability in foreign exchange markets using a model-free statistical evaluation procedure. Based on a sample of foreign exchange spot rates and futures prices in six major ...