Academic literature on the topic 'Foreign exchange Econometric models'
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Journal articles on the topic "Foreign exchange Econometric models"
Islam, Tamanna, Ashfaque A. Mohib, and Shahnaz Zarin Haque. "Econometric Models for Forecasting Remittances of Bangladesh." Business and Management Studies 4, no. 1 (December 13, 2017): 1. http://dx.doi.org/10.11114/bms.v4i1.2860.
Full textChen, An-Sing, and Mark T. Leung. "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting." Review of Pacific Basin Financial Markets and Policies 01, no. 03 (September 1998): 383–418. http://dx.doi.org/10.1142/s0219091598000247.
Full textGNOATTO, ALESSANDRO. "COHERENT FOREIGN EXCHANGE MARKET MODELS." International Journal of Theoretical and Applied Finance 20, no. 01 (February 2017): 1750007. http://dx.doi.org/10.1142/s0219024917500078.
Full textZIMMERMANN, GEORG, RALPH NEUNEIER, and RALPH GROTHMANN. "MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES." Advances in Complex Systems 04, no. 01 (March 2001): 29–43. http://dx.doi.org/10.1142/s021952590100005x.
Full textSun, Wenxiang, Jisheng Peng, Juelin Ma, and Weiguo Zhong. "Evolution and performance of Chinese technology policy." Journal of Technology Management in China 4, no. 3 (September 25, 2009): 195–216. http://dx.doi.org/10.1108/17468770911013528.
Full textPeel, D. A., P. DeGrauwe, H. Dewachter, and M. Embrecht. "Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets." Economica 61, no. 243 (August 1994): 402. http://dx.doi.org/10.2307/2554626.
Full textAhmed, KHATTAB, and SALMI Yahya. "Modeling Sources of Asymmetry in the Volatility of the Moroccan Dirham Exchange Rate." Applied Economics and Finance 8, no. 4 (July 26, 2021): 31. http://dx.doi.org/10.11114/aef.v8i4.5232.
Full textLeBaron, Blake. "Exchange rate theory: Chaotic models of foreign exchange markets." Journal of International Economics 39, no. 1-2 (August 1995): 185–87. http://dx.doi.org/10.1016/0022-1996(95)90028-4.
Full textThujiyanthan, Priyatharsiny. "The Impact of Exchange Rate and Exchange Rate Volatility on Foreign Direct Investment: An Econometric Investigation in Sri Lanka." Asian Journal of Managerial Science 10, no. 2 (November 5, 2021): 41–51. http://dx.doi.org/10.51983/ajms-2021.10.2.2928.
Full textGençay, Ramazan, Michel Dacorogna, Richard Olsen, and Olivier Pictet. "Foreign exchange trading models and market behavior." Journal of Economic Dynamics and Control 27, no. 6 (April 2003): 909–35. http://dx.doi.org/10.1016/s0165-1889(02)00049-0.
Full textDissertations / Theses on the topic "Foreign exchange Econometric models"
Klongkratoke, Pittaya. "Econometric models in foreign exchange market." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7333/.
Full textHillman, Robert J. T. "Econometric modelling of nonlinearity and nonstationarity in the foreign exchange market." Thesis, University of Southampton, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264846.
Full textMarshall, Peter John 1960. "Rational versus anchored traders : exchange rate behaviour in macro models." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.
Full textYuen, Wai-kee, and 袁偉基. "A historical event analysis of the variability in the empirical uncovered interest parity (UIP) coefficient." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36424201.
Full textForrester, David Edward Economics Australian School of Business UNSW. "Market probability density functions and investor risk aversion for the australia-us dollar exchange rate." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.
Full text李寶昇 and Po-sing Li. "The study of the combination of technical analysis and qualitative model in financial forecasting." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31269035.
Full textMcDonald, Mark F. J. "An investigation into the dynamics of correlation networks in the foreign exchange market." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670178.
Full textHakim, Abdul. "Modelling the interactions across international stock, bond and foreign exchange markets." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.
Full textMnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Full textAmer, Islam S. S. "Foreign Exchange Rate Transaction Exposure in Emerging Insurance Markets: A Model of the Egyptian Insurance Market." Thesis, University of Bradford, 2013. http://hdl.handle.net/10454/7333.
Full textBooks on the topic "Foreign exchange Econometric models"
Hans, Dewachter, and Embrechts Marc, eds. Exchange rate theory: Chaotic models of foreign exchange markets. Oxford, UK: Blackwell, 1993.
Find full textBaillie, Richard T. The foreign exchange market: Theory and econometric evidence. Cambridge: Cambridge University Press, 1989.
Find full textItō, Takatoshi. Foreign exchange rate expectations: Micro survey data. Cambridge, MA: National Bureau of Economic Research, 1988.
Find full textBaillie, Richard. The foreign exchange market: Theory and econometric evidence. Cambridge [Cambridgeshire]: Cambridge University Press, 1989.
Find full textV, Cristián Morán. Imports under a foreign exchange constraint. [Washington, D.C.]: Country Economics Department, World Bank, 1988.
Find full textExchange rate economics. Cambridge [England]: Cambridge University Press, 1995.
Find full textLyons, Richard K. Foreign exchange volume: Sound and fury signifying nothing? Cambridge, MA: National Bureau of Economic Research, 1995.
Find full textFrankel, Jeffrey A. Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market. Cambridge, MA: National Bureau of Economic Research, 1990.
Find full textObstfeld, Maurice. Risk and exchange rates. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textPentecost, Eric. Exchange rate dynamics: A modern analysis of exchange ratetheory and evidence. Aldershot: Elgar, 1993.
Find full textBook chapters on the topic "Foreign exchange Econometric models"
Kaehler, Juergen, and Volker Marnet. "Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options." In Econometric Analysis of Financial Markets, 203–30. Heidelberg: Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-48666-1_13.
Full textHashimoto, Yuko, and Takatoshi Ito. "Market Microstructure of the Foreign Exchange Markets: Evidence from the Electronic Broking System." In Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, 66–91. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230298101_3.
Full textSöylemez, Arif Orçun. "Comparing the predictive powers of models." In Foreign Exchange Rates, 30–47. Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge focus on economics and finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003102809-6.
Full textSöylemez, Arif Orçun. "Prominent structural models for exchange rate determination." In Foreign Exchange Rates, 6–12. Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge focus on economics and finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003102809-2.
Full textVárpalotai, Viktor. "Disaggregated Econometric Models to Forecast Inflation in Hungary." In Exchange Rates and Macroeconomic Dynamics, 139–66. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9780230582699_6.
Full textChopard, B., and R. Chatagny. "Models of Artificial Foreign Exchange Markets." In Scale Invariance and Beyond, 195–205. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-09799-1_15.
Full textOguchi, Noriyoshi. "The Growth of the Korean Economy and the Foreign Capital." In Econometric Models of Asian-Pacific Countries, 463–500. Tokyo: Springer Japan, 1994. http://dx.doi.org/10.1007/978-4-431-68258-5_15.
Full textGuillaume, Dominique M. "A Typology of Foreign Exchange Rates Models." In Intradaily Exchange Rate Movements, 1–14. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4621-4_1.
Full textChia, Wai-Mun, Mengling Li, and Huanhuan Zheng. "Regime Switching Models in the Foreign Exchange Market." In Nonlinear Economic Dynamics and Financial Modelling, 201–23. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-07470-2_12.
Full textTirelli, Patrizio. "Open Economy Models: The Macroeconomic Approach." In Monetary and Fiscal Policy, the Exchange Rate and Foreign Wealth, 23–45. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-22605-4_2.
Full textConference papers on the topic "Foreign exchange Econometric models"
Ersungur, Ş. Mustafa, Mehmet Barış Aslan, and Ömer Doru. "The Econometric Analysis in the Sectorial Basis of Income and Price Effects on the Foreign Trade Deficits: The Case of Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01864.
Full textHacıoğlu Deniz, Müjgan, and Kutluk Kağan Sümer. "The Effects of Oil Price Volatility on Foreign Trade Revenue and National Income: A Comparative Analysis on Selected Eurasian Economies." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01362.
Full textAğayev, Seymur. "The Validity of Purchasing Power Parity Hypothesis for Kazakhstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00594.
Full textNootyaskool, Supakit, and Wuttichow Choengtong. "Hidden Markov Models predict foreign exchange rate." In 2014 14th International Symposium on Communications and Information Technologies (ISCIT). IEEE, 2014. http://dx.doi.org/10.1109/iscit.2014.7011878.
Full textFernández, M., Jesús E. García, V. A. González-López, N. Romano, and J. F. Tessler. "Foreign exchange dependence through different copula models." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2017). Author(s), 2018. http://dx.doi.org/10.1063/1.5043822.
Full textÖzer, Ali, Aslı Cansın Doker, and Adem Türkmen. "Analysis of Capital Flight in Developing Countries: A Study on Turkey between 1980 and 2010." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00702.
Full textNedeljkovic, Milan, and Nikola Vasiljevic. "EMERGING FOREIGN EXCHANGE MARKETS AND MONETARY POLICY IN EURO AREA: EVIDENCE FROM THE CRISIS." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.11.
Full textÇağlayan Akay, Ebru, and Zamira Oskonbaeva. "Modeling the Determinants of Import in Kyrgyzstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2012. http://dx.doi.org/10.36880/c03.00388.
Full textLiu, Jingyi. "Forecasting Volatility Using Competitive Time Series models --Evidence from Foreign Exchange Market." In 2006 International Conference on Service Systems and Service Management. IEEE, 2006. http://dx.doi.org/10.1109/icsssm.2006.320539.
Full textChoroev, Kalybek. "Econometric Models of Structural Shifts of the Economy of the Kyrgyz Republic." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02530.
Full textReports on the topic "Foreign exchange Econometric models"
Neely, Christopher J., and Michael J. Dueker. Can Markov Switching Models Predict Excess Foreign Exchange Returns? Federal Reserve Bank of St. Louis, 2001. http://dx.doi.org/10.20955/wp.2001.021.
Full textOrdoñez-Callamand, Daniel, Mauricio Villamizar-Villegas, and Luis Fernando Melo-Velandia. Foreign exchange intervention revisited : a new way of estimating censored models. Bogotá, Colombia: Banco de la República, November 2016. http://dx.doi.org/10.32468/be.972.
Full textEngel, Charles. On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models. Cambridge, MA: National Bureau of Economic Research, April 1999. http://dx.doi.org/10.3386/w7067.
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