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Author : Hali J. Edison
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Reaction of Exchange Rates and Interest Rates to News Releases written by Hali J. Edison and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Massimo Tivegna
Publisher : Routledge
ISBN 13 : 1351152424
Total Pages : 289 pages
Book Rating : 4.3/5 (511 download)
Download or read book News and Exchange Rate Dynamics written by Massimo Tivegna and published by Routledge. This book was released on 2017-11-30 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.
Author :
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.3/5 (121 download)
Download or read book The High-frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements written by and published by . This book was released on 2003 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Irene Aldridge
Publisher : John Wiley and Sons
ISBN 13 : 0470579773
Total Pages : 258 pages
Book Rating : 4.4/5 (75 download)
Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley and Sons. This book was released on 2009-12-22 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Author : Jagjit S. Chadha
Publisher : Cambridge University Press
ISBN 13 : 1107044553
Total Pages : 571 pages
Book Rating : 4.1/5 (7 download)
Download or read book Developments in Macro-Finance Yield Curve Modelling written by Jagjit S. Chadha and published by Cambridge University Press. This book was released on 2014-02-06 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.
Author : Imad A Moosa
Publisher : World Scientific
ISBN 13 : 9814468509
Total Pages : 512 pages
Book Rating : 4.8/5 (144 download)
Download or read book The Theory And Empirics Of Exchange Rates written by Imad A Moosa and published by World Scientific. This book was released on 2009-07-15 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.
Author : Edwin J. Elton
Publisher : World Scientific
ISBN 13 : 9814335401
Total Pages : 417 pages
Book Rating : 4.8/5 (143 download)
Download or read book Investments and Portfolio Performance written by Edwin J. Elton and published by World Scientific. This book was released on 2011 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.
Author : Gabriele Galati
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.3/5 ( download)
Download or read book Macroeconomic News and the Euro/dollar Exchange Rate written by Gabriele Galati and published by . This book was released on 2001 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shantayanan Devarajan
Publisher : World Bank Publications
ISBN 13 : 9780821348338
Total Pages : 260 pages
Book Rating : 4.3/5 (483 download)
Download or read book World Bank Economists' Forum written by Shantayanan Devarajan and published by World Bank Publications. This book was released on 2001-01-01 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of nine papers presented at the first World Bank economists' forum, dealing with research on operational issues in the fields of health, education, fiscal policy, labour, trade and governance.
Author : Martin D. D. Evans
Publisher : Princeton University Press
ISBN 13 : 1400838843
Total Pages : 561 pages
Book Rating : 4.4/5 (8 download)
Download or read book Exchange-Rate Dynamics written by Martin D. D. Evans and published by Princeton University Press. This book was released on 2011-03-14 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and in-depth look at exchange-rate dynamics Variations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examination of the standard theories and latest research in exchange-rate economics. Covering a vast swath of theoretical and empirical work, the book explores established theories of exchange-rate determination using macroeconomic fundamentals, and presents unique microbased approaches that combine the insights of microstructure models with the macroeconomic forces driving currency trading. Macroeconomic models have long assumed that agents—households, firms, financial institutions, and central banks—all have the same information about the structure of the economy and therefore hold the same expectations and uncertainties regarding foreign currency returns. Microbased models, however, look at how heterogeneous information influences the trading decisions of agents and becomes embedded in exchange rates. Replicating key features of actual currency markets, these microbased models generate a rich array of empirical predictions concerning trading patterns and exchange-rate dynamics that are strongly supported by data. The models also show how changing macroeconomic conditions exert an influence on short-term exchange-rate dynamics via their impact on currency trading. Designed for graduate courses in international macroeconomics, international finance, and finance, and as a go-to reference for researchers in international economics, Exchange-Rate Dynamics guides readers through a range of literature on exchange-rate determination, offering fresh insights for further reading and research. Comprehensive and in-depth examination of the latest research in exchange-rate economics Outlines theoretical and empirical research across the spectrum of modeling approaches Presents new results on the importance of currency trading in exchange-rate determination Provides new perspectives on long-standing puzzles in exchange-rate economics End-of-chapter questions cement key ideas
Author : Graciela Laura Kaminsky
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4./5 ( download)
Download or read book What Triggers Market Jitters? written by Graciela Laura Kaminsky and published by World Bank Publications. This book was released on 1999 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Movements in stock prices in East Asia during the crisis in 1997-98 were triggered by both local and neighbor-country news. Having the highest impact was news about agreements with international organizations and credit rating agencies. But some changes seem to have been driven by herd instincts in the market itself, including overreactions to bad news. In the chaotic financial environment of East Asia in 1997-98, daily changes in stock prices of as much as 10 percent became commonplace. Kaminsky and Schmukler analyze what type of news moved the market in those days of extreme market jitters. They find that movements are triggered by both local and neighbor-country news. News about agreements with international organizations and credit rating agencies have the most weight. Some of those large changes in stock prices, however, cannot be explained by any apparent substantial news but seem to be driven by herd instincts in the market itself. On average, the one-day market rallies are sustained while the largest one-day losses are recovered - suggesting that investors overreact to bad news.
Author : Mr.Calixte Ahokpossi
Publisher : International Monetary Fund
ISBN 13 : 1513545647
Total Pages : 29 pages
Book Rating : 4.5/5 (135 download)
Download or read book The Impact of Monetary Policy Communication in an Emerging Economy: The Case of Indonesia written by Mr.Calixte Ahokpossi and published by International Monetary Fund. This book was released on 2020-06-26 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the adoption of the inflation targeting framework by Bank Indonesia (BI), monetary policy communication has played an increasingly important role in BI’s policy toolkit. This paper assesses BI’s monetary policy communication from three perspectives: i) its transparency and clarity, ii) its ability to align market expectation and BI’s policy decisions (predictability), and iii) its impact on financial markets. In particular, we assess the impact of BI’s monetary policy practices by focusing on its monetary policy press releases and monetary policy reports. The results show that Bank Indonesia has made significant progress in the transparency of its communication as well as in the institutional framework to support this. Nonetheless, the results also suggest ways in which the impact of communication can be further improved, including by strengthening the clarity of policy messages, its consistency with the policy framework and the depth of the money market.
Author : Nombulelo Gumata
Publisher : Springer Nature
ISBN 13 : 303066340X
Total Pages : 556 pages
Book Rating : 4.0/5 (36 download)
Download or read book Achieving Price, Financial and Macro-Economic Stability in South Africa written by Nombulelo Gumata and published by Springer Nature. This book was released on 2021-05-27 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the macro-financial effects of central bank balance sheets, macro-prudential tools, and financial regulation in South Africa. How employment can be maximised while keeping inflation low and stable is examined in relation to the structural changes required to alter the composition of South African bank balance sheets. Quantitative methods and approaches are utilised to highlight the impact of suggested policies. This book aims to outline strategies and policy interventions that can help achieve the National Development Plan in South Africa. It will be of interest to researchers and policymakers working within development economics, African economics, development finance, and financial policy.
Author : Ronald MacDonald
Publisher : Routledge
ISBN 13 : 1134838220
Total Pages : 334 pages
Book Rating : 4.1/5 (348 download)
Download or read book Exchange Rate Economics written by Ronald MacDonald and published by Routledge. This book was released on 2005 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: ''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""
Author : Suk-Joong Kim
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (318 download)
Download or read book International Linkages and Macroeconomic News Effects on Interest Rate Volatility written by Suk-Joong Kim and published by . This book was released on 1998 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Florian Ielpo
Publisher : Elsevier
ISBN 13 : 0081011482
Total Pages : 432 pages
Book Rating : 4.0/5 (81 download)
Download or read book Engineering Investment Process written by Florian Ielpo and published by Elsevier. This book was released on 2017-03-22 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process. The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust. The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases. Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. - Blends academic research with practical experience from quants, fund managers, and economists - Puts financial mathematics and econometrics in their rightful place - Presents useful information that will increase the reader's understanding of markets - Clearly provides both the global framework, the investment process, and the useful econometric and financial tools that help in its construction - Includes efficient tools taken from up-to-date econometric and financial techniques
Author : Mr.Jeronimo Zettelmeyer
Publisher : International Monetary Fund
ISBN 13 : 1451849265
Total Pages : 24 pages
Book Rating : 4.4/5 (518 download)
Download or read book The Impact of Monetary Policyon the Bilateral Exchange Rate written by Mr.Jeronimo Zettelmeyer and published by International Monetary Fund. This book was released on 2003-04-01 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the reaction of the bilateral Ch$/US$ exchange rate to monetary policy actions in Chile and the United States. The approach is to regress the change in the exchange rate following a policy announcement on changes in market interest rates in response to the same announcement. U.S. monetary policy actions that raise the three-month treasury bill rate by 1 percentage point lead to depreciations of the Chilean peso by about 1.5 to 2 percent. The exchange rate also reacts to monetary policy actions in Chile, but the response appears to be smaller, and cannot be estimated with much precision on the available sample.
