✦ LIBER ✦

Estimation of foreign exchange exposure: an emerging market application

✍ Scribed by Halil Kiymaz

Book ID: 114339996
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 118 KB
Volume: 13
Category: Article
ISSN: 1042-444X
DOI: 10.1016/s1042-444x(02)00034-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Further Evidence on Foreign Exchange Mar

Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests

✍ John P. Lajaunie; Bruce L. McManis; Atsuyuki Naka 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 493 KB

Exchange rate exposure of the key financ

Exchange rate exposure of the key financial institutions in the foreign exchange market

✍ Anna D. Martin 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 118 KB

Optimal Transparency in a Dealer Market

Optimal Transparency in a Dealer Market with an Application to Foreign Exchange

✍ Richard K. Lyons 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 355 KB

ORDER FLOW AND EXCHANGE RATE DYNAMICS: A

ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS

✍ Kwabena Duffuor; Ian W. Marsh; Kate Phylaktis 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 332 KB

## ABSTRACT The paper examines short‐run exchange rate dynamics in an emerging market based on the recent microstructure framework of foreign exchange markets where the main explanatory variable is the order flow of end‐user customers. The study makes two main contributions to the literature: it mo

Estimation of a simple agent-based model

Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data

✍ Simone Alfarano; Thomas Lux; Friedrich Wagner 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Protection and Exchange Rate: An Analysi

Protection and Exchange Rate: An Analysis of the New Zealand Foreign Exchange Market*

✍ Grant M. Scobie; Paul R. Johnson 📂 Article 📅 1974 🏛 John Wiley and Sons 🌐 English ⚖ 905 KB