Strategic Trading In A Two Sided Foreign Exchange Auction

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Strategic Trading in a Two-sided Foreign Exchange Auction

Author : Linda S. Goldberg
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Strategic Trading in a Two-sided Foreign Exchange Auction by : Linda S. Goldberg

Download or read book Strategic Trading in a Two-sided Foreign Exchange Auction written by Linda S. Goldberg and published by . This book was released on 1995 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: The market microstructure chosen for foreign exchange markets can influence trading volumes and equilibrium exchange rates. With emerging markets and developing countries increasingly utilizing two- sided auctions, we show that the choice of the discrete 'tƒtonnement' auction creates incentives for strategic behavior among market participants. We provide theoretical predictions on strategic under- revelation of demand or supply positions that are supported empirically using detailed data from a rare example of a tƒtonnement market, the Moscow Interbank Currency Exchange. Our results also are consistent with findings from experimental work on auctions: new entrants altered strategic behavior mainly on the market's demand side, without comparable implications for the supply side. We also show that bids and offers were influenced by fundamentals and specific policy measures.

Strategic Behavior in Two-sided Foreign Exchange Auctions

Author : Linda S. Goldberg
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Strategic Behavior in Two-sided Foreign Exchange Auctions by : Linda S. Goldberg

Download or read book Strategic Behavior in Two-sided Foreign Exchange Auctions written by Linda S. Goldberg and published by . This book was released on 1995 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Studies in Foreign Exchange Economics

Author : Martin D D Evans
Publisher : World Scientific Publishing Company
ISBN 13 : 9813148543
Total Pages : 791 pages
Book Rating : 4.8/5 (131 download)

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Book Synopsis Studies in Foreign Exchange Economics by : Martin D D Evans

Download or read book Studies in Foreign Exchange Economics written by Martin D D Evans and published by World Scientific Publishing Company. This book was released on 2017-06-28 with total page 791 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects my scholarly research on the behavior of foreign exchange rates conducted over the past twenty-five years. The collection includes papers that study the behavior of exchange rates from the traditional macroeconomic and newer microstructure perspectives. The former perspective considers the linkages between the macro economy and currency prices in an effort to understand the behavior of exchange rates over quarters, years and decades. By contrast, the microstructure perspective considers how the details of currency trading affect how macroeconomic information becomes embedded in currency prices, a process which drives exchange-rates over intraday horizons. The book also contains papers with a hybrid perspective that consider the details of currency trading and macroeconomic linkages in an effort to understand exchange-rate dynamics across all horizons.

The Economics of Exchange Rates

Author : Lucio Sarno
Publisher : Cambridge University Press
ISBN 13 : 1139435043
Total Pages : 334 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis The Economics of Exchange Rates by : Lucio Sarno

Download or read book The Economics of Exchange Rates written by Lucio Sarno and published by Cambridge University Press. This book was released on 2003-01-09 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last few decades exchange rate economics has seen a number of developments, with substantial contributions to both the theory and empirics of exchange rate determination. Important developments in econometrics and the increasingly large availability of high-quality data have also been responsible for stimulating the large amount of empirical work on exchange rates in this period. Nonetheless, while our understanding of exchange rates has significantly improved, a number of challenges and open questions remain in the exchange rate debate, enhanced by events including the launch of the Euro and the large number of recent currency crises. This volume provides a selective coverage of the literature on exchange rates, focusing on developments from within the last fifteen years. Clear explanations of theories are offered, alongside an appraisal of the literature and suggestions for further research and analysis.

ECAI 2010

Author : European Coordinating Committee for Artificial Intelligence
Publisher : IOS Press
ISBN 13 : 160750605X
Total Pages : 1184 pages
Book Rating : 4.6/5 (75 download)

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Book Synopsis ECAI 2010 by : European Coordinating Committee for Artificial Intelligence

Download or read book ECAI 2010 written by European Coordinating Committee for Artificial Intelligence and published by IOS Press. This book was released on 2010 with total page 1184 pages. Available in PDF, EPUB and Kindle. Book excerpt: LC copy bound in 2 v.: v. 1, p. 1-509; v. 2, p. [509]-1153.

A Primer on Auction Design, Management, and Strategy

Author : David J. Salant
Publisher : MIT Press
ISBN 13 : 0262321831
Total Pages : 199 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis A Primer on Auction Design, Management, and Strategy by : David J. Salant

Download or read book A Primer on Auction Design, Management, and Strategy written by David J. Salant and published by MIT Press. This book was released on 2014-12-26 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to modeling and analyzing auctions, with the applications of game theory and auction theory to real-world auction decision making. Auctions are highly structured market transactions primarily used in thin markets (markets with few participants and infrequent transactions). In auctions, unlike most other markets, offers and counteroffers are typically made within a structure defined by a set of rigid and comprehensive rules. Because auctions are essentially complex negotiations that occur within a fully defined and rigid set of rules, they can be analyzed by game theoretic models more accurately and completely than can most other types of market transactions. This book offers a guide for modeling, analyzing, and predicting the outcomes of auctions, focusing on the application of game theory and auction theory to real-world auction design and decision making. After a brief introduction to fundamental concepts from game theory, the book explains some of the more significant results from the auction theory literature, including the revenue (or payoff) equivalence theorem, the winner's curse, and optimal auction design. Chapters on auction practice follow, addressing collusion, competition, information disclosure, and other basic principles of auction management, with some discussion of auction experiments and simulations. Finally, the book covers auction experience, with most of the discussion centered on energy and telecommunications auctions, which have become the proving ground for many new auction designs. A clear and concise introduction to auctions, auction design, and auction strategy, this Primer will be an essential resource for students, researchers, and practitioners.

Handbook of Experimental Economics Results

Author : Charles R. Plott
Publisher : Elsevier
ISBN 13 : 0080887961
Total Pages : 1175 pages
Book Rating : 4.0/5 (88 download)

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Book Synopsis Handbook of Experimental Economics Results by : Charles R. Plott

Download or read book Handbook of Experimental Economics Results written by Charles R. Plott and published by Elsevier. This book was released on 2008-08-21 with total page 1175 pages. Available in PDF, EPUB and Kindle. Book excerpt: Experimental methods in economics respond to circumstances that are not completely dictated by accepted theory or outstanding problems. While the field of economics makes sharp distinctions and produces precise theory, the work of experimental economics sometimes appear blurred and may produce results that vary from strong support to little or partial support of the relevant theory. At a recent conference, a question was asked about where experimental methods might be more useful than field methods. Although many cannot be answered by experimental methods, there are questions that can only be answered by experiments. Much of the progress of experimental methods involves the posing of old or new questions in a way that experimental methods can be applied. The title of the book reflects the spirit of adventure that experimentalists share and focuses on experiments in general rather than forcing an organization into traditional categories that do not fit. The emphasis reflects the fact that the results do not necessarily demonstrate a consistent theme, but instead reflect bits and pieces of progress as opportunities to pose questions become recognized. This book is a result of an invitation sent from the editors to a broad range of experimenters asking them to write brief notes describing specific experimental results. The challenge was to produce pictures and tables that were self-contained so the reader could understand quickly the essential nature of the experiments and the results.

Annual Report on Exchange Arrangements and Exchange Restrictions 2013

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1484354311
Total Pages : 105 pages
Book Rating : 4.4/5 (843 download)

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Book Synopsis Annual Report on Exchange Arrangements and Exchange Restrictions 2013 by : International Monetary Fund. Monetary and Capital Markets Department

Download or read book Annual Report on Exchange Arrangements and Exchange Restrictions 2013 written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2013-12-15 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the 64th issue of the AREAER. It provides a description of the foreign exchange arrangements, exchange and trade systems, and capital controls of all IMF member countries. It also provides information on the operation of foreign exchange markets and controls on international trade. It describes controls on capital transactions and measures implemented in the financial sector, including prudential measures. In addition, it reports on exchange measures imposed by member countries for security reasons. A single table provides a snapshot of the exchange and trade systems of all IMF member countries. The Overview describes in detail how the general trend toward foreign exchange liberalization continued during 2012, alongside a strengthening of the financial sector regulatory framework. The AREAER is available in several formats. The Overview in print and online, and the detailed information for each of the 191 member countries and territories is included on a CD that accompanies the printed Overview and in an online database, AREAER Online. In addition to the information on the exchange and trade system of IMF member countries in 2012, AREAER Online contains historical data published in previous issues of the AREAER. It is searchable by year, country, and category of measure and allows cross country comparisons for time series.

Trading and Exchanges

Author : Larry Harris
Publisher : OUP USA
ISBN 13 : 9780195144703
Total Pages : 664 pages
Book Rating : 4.1/5 (447 download)

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Book Synopsis Trading and Exchanges by : Larry Harris

Download or read book Trading and Exchanges written by Larry Harris and published by OUP USA. This book was released on 2003 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock trading markets. Writing to be understandable to the lay reader, he examines the structure of trading, puts forward an economic theory of trading, discusses speculative trading strategies, explores liquidity and volatility, and considers the evaluation of trader performance. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com).

Algorithmic Trading and Quantitative Strategies

Author : Raja Velu
Publisher : CRC Press
ISBN 13 : 1498737218
Total Pages : 431 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Algorithmic Trading and Quantitative Strategies by : Raja Velu

Download or read book Algorithmic Trading and Quantitative Strategies written by Raja Velu and published by CRC Press. This book was released on 2020-08-12 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.

Getting Started with Forex Trading Using Python

Author : Alex Krishtop
Publisher : Packt Publishing Ltd
ISBN 13 : 1804613533
Total Pages : 384 pages
Book Rating : 4.8/5 (46 download)

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Book Synopsis Getting Started with Forex Trading Using Python by : Alex Krishtop

Download or read book Getting Started with Forex Trading Using Python written by Alex Krishtop and published by Packt Publishing Ltd. This book was released on 2023-03-17 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover the inner workings of today's forex market, the essential risks in forex algo trading, and how to mitigate them Key FeaturesBuild trading applications with research and without advanced Python programming skillsDive into professional fx trading while enhancing your trading apps to be more accurateDevelop simple yet efficient backtesting applications to help keep your expectations realisticBook Description Algorithm-based trading is a popular choice for Python programmers due to its apparent simplicity. However, very few traders get the results they want, partly because they aren't able to capture the complexity of the factors that influence the market. Getting Started with Forex Trading Using Python helps you understand the market and build an application that reaps desirable results. The book is a comprehensive guide to everything that is market-related: data, orders, trading venues, and risk. From the programming side, you'll learn the general architecture of trading applications, systemic risk management, de-facto industry standards such as FIX protocol, and practical examples of using simple Python codes. You'll gain an understanding of how to connect to data sources and brokers, implement trading logic, and perform realistic tests. Throughout the book, you'll be encouraged to further study the intricacies of algo trading with the help of code snippets. By the end of this book, you'll have a deep understanding of the fx market from the perspective of a professional trader. You'll learn to retrieve market data, clean it, filter it, compress it into various formats, apply trading logic, emulate the execution of orders, and test the trading app before trading live. What you will learnExplore the forex market organization and operationsUnderstand the sources of alpha and the concept of algo tradingGet a grasp on typical risks and ways to mitigate themUnderstand fundamental and technical analysisConnect to data sources and check the integrity of market dataUse API and FIX protocol to send ordersTranslate trading ideas into codeRun reliable backtesting emulating real-world market conditionsWho this book is for This book is for financial traders and python developers who are interested in forex trading. Academic researchers looking to focus on practical applications will find this book useful. This book can also help established fx market professionals who want to take the first steps in algo trading. Familiarity with Python and object-oriented programming within the scope of an online course or self-study is a must. Knowledge of network protocols and interfaces is a plus but not a prerequisite, as is specific knowledge about markets and trading.

Guinea

Author : International Monetary Fund. African Dept.
Publisher : International Monetary Fund
ISBN 13 : 1475520735
Total Pages : 81 pages
Book Rating : 4.4/5 (755 download)

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Book Synopsis Guinea by : International Monetary Fund. African Dept.

Download or read book Guinea written by International Monetary Fund. African Dept. and published by International Monetary Fund. This book was released on 2016-07-29 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2016 Article IV Consultation highlights that Guinea’s economic performance over the past four years fell significantly short of the authorities’ ambitious projections. Economic growth averaged 1.8 percent during 2012–15, significantly below the performance of peers, and GDP per capita is estimated to have fallen, likely inducing an increase in poverty. The economy is recovering from the effects of the Ebola epidemic. Growth is projected to rebound to 3.7 percent in 2016, on the back of higher electricity provision from the Kaleta hydroelectric dam and a strong increase in bauxite production. The medium-term outlook is favorable, but continues to be clouded by downside risks.

Money Over Two Centuries

Author : Forrest Capie
Publisher : Oxford University Press
ISBN 13 : 019965512X
Total Pages : 378 pages
Book Rating : 4.1/5 (996 download)

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Book Synopsis Money Over Two Centuries by : Forrest Capie

Download or read book Money Over Two Centuries written by Forrest Capie and published by Oxford University Press. This book was released on 2012-07-26 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of essays by the eminent financial and monetary historians Capie and Wood examines and offers explanations of the parts played by money and the banking system in the British economy over the last two centuries. It deals with financial crises, periods of stability, and Britain in the international system.

Comprehensive Financial Planning Strategies for Doctors and Advisors

Author : David Edward Marcinko
Publisher : CRC Press
ISBN 13 : 1482240297
Total Pages : 726 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Comprehensive Financial Planning Strategies for Doctors and Advisors by : David Edward Marcinko

Download or read book Comprehensive Financial Planning Strategies for Doctors and Advisors written by David Edward Marcinko and published by CRC Press. This book was released on 2014-12-09 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on the expertise of multi-degreed doctors, and multi-certified financial advisors, Comprehensive Financial Planning Strategies for Doctors and Advisors: Best Practices from Leading Consultants and Certified Medical Planners will shape the industry landscape for the next generation as the current ecosystem strives to keep pace.Traditional g

Annual Report on Exchange Arrangements and Exchange Restrictions 2016

Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1498395740
Total Pages : 3891 pages
Book Rating : 4.4/5 (983 download)

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Book Synopsis Annual Report on Exchange Arrangements and Exchange Restrictions 2016 by : International Monetary Fund. Monetary and Capital Markets Department

Download or read book Annual Report on Exchange Arrangements and Exchange Restrictions 2016 written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2016-11-11 with total page 3891 pages. Available in PDF, EPUB and Kindle. Book excerpt: The AREAER provides a description of the foreign exchange arrangements, exchange and trade systems, and capital controls of all IMF Member countries.

Experimental Economics

Author : Douglas D. Davis
Publisher : Princeton University Press
ISBN 13 : 0691233373
Total Pages : 586 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Experimental Economics by : Douglas D. Davis

Download or read book Experimental Economics written by Douglas D. Davis and published by Princeton University Press. This book was released on 2021-07-13 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: A small but increasing number of economists have begun to use laboratory experiments to evaluate economic propositions under carefully controlled conditions. Experimental Economics is the first comprehensive treatment of this rapidly growing area of research. While the book acknowledges that laboratory experiments are no panacea, it argues cogently for their effectiveness in selected situations. Covering methodological and procedural issues as well as theory, Experimental Economics is not only a textbook but also a useful introduction to laboratory methods for professional economists. Although the authors present some new material, their emphasis is on organizing and evaluating existing results. The book can be used as an anchoring device for a course at either the graduate or advanced undergraduate level. Applications include financial market experiments, oligopoly price competition, auctions, bargaining, provision of public goods, experimental games, and decision making under uncertainty. The book also contains instructions for a variety of laboratory experiments.

Bond and Money Markets

Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
ISBN 13 : 0080574939
Total Pages : 1152 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Bond and Money Markets by : Moorad Choudhry

Download or read book Bond and Money Markets written by Moorad Choudhry and published by Butterworth-Heinemann. This book was released on 2003-07-04 with total page 1152 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics