Relevant bibliographies by topics / Foreign exchange market

Academic literature on the topic 'Foreign exchange market'

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Published: 4 June 2021
Last updated: 31 July 2024

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Journal articles on the topic "Foreign exchange market"

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Oh, Gabjin, Seunghwan Kim, and Cheoljun Eom. "Market efficiency in foreign exchange markets." Physica A: Statistical Mechanics and its Applications 382, no. 1 (August 2007): 209–12. http://dx.doi.org/10.1016/j.physa.2007.02.032.

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Glassman, Debra. "The foreign exchange market." Journal of International Economics 30, no. 3-4 (May 1991): 385–87. http://dx.doi.org/10.1016/0022-1996(91)90031-z.

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Lee, Namhoon, Wonseok Choi, and Yuntaek Pae. "Market efficiency in foreign exchange market." Economics Letters 205 (August 2021): 109931. http://dx.doi.org/10.1016/j.econlet.2021.109931.

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Wang, Guogang, and Nan Lin. "70 years of China's foreign exchange market development: history and experience." China Political Economy 3, no. 1 (June 1, 2020): 3–17. http://dx.doi.org/10.1108/cpe-05-2020-0007.

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PurposeThe development of China's foreign exchange market and the reform of Chinese yuan (hereinafter “CNY”) exchange rate are closely linked with each other. Their respective journey through the past 70 years can both be divided into three historical periods; as follows: China's foreign exchange market underwent a difficult exploration period, a formation and development period and an innovative development period; in the meanwhile, the formation mechanism of CNY exchange rate also witnessed three periods marked successively by a single exchange rate system with administrative pricing, an explorative formation mechanism of CNY exchange rate and a reformed, marketized CNY exchange rate mechanism.Design/methodology/approachIn the present world, the development of almost every country is closely linked to the international community, which is the result of the heterogeneity in system, market, humanity and history, in addition to the differences in natural resource endowments and the diversity in technology, administration, information, experience and diplomacy. International economic exchanges require foreign exchange, which gives rise to the existence and development of the foreign exchange market.FindingsThe 70-year history of China's foreign exchange market has proven the need to continue safeguarding national sovereignty and interests of the people, stick to the general direction of serving economic development, adhere to the strategy of steadily and orderly promoting the construction of the foreign exchange market, keep on making innovation in monetary policy operation and unbendingly stay away from any systemic financial risks.Originality/valueDuring the 70-year history of the new China, as an indispensable economic resource in China's economic development, the foreign exchange mechanism bolstered each stage of economic development and was always an important manifestation of China's economic sovereignty. It is argued that during the 30-year planned economy that preceded reform and opening-up, China pursued a closed-door policy with few international economic exchanges. The subtext of such argument is that China did not have (or hardly had much of) a foreign exchange mechanism during this period, which is clearly in conflict with historical evidence. In fact, although China did not have an open foreign exchange market before the reform and opening-up, it had a clear foreign exchange management system and exchange rate system.
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Vaníček, Petr. "Analysis and comparison of chosen FX – strategy." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 54, no. 6 (2006): 209–22. http://dx.doi.org/10.11118/actaun200654060209.

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The article is focused on possibilities of profit of chosen FX instruments by proceeding of foreign exchange risk. The foreign exchanges risk affect economic result of each economic subject. The foreign exchanges risk ensue unexpectible change of foreign exchange rate. Economic subjects pursue in exchange market that are concern on hedging of exchange risk during doing business and financial contracts. The most discussed problems in this article are the possibilies of present products in financials markets, that can help in hedging of exchange risk. The article is concentrated mainly on chosen products of financial markets derived from option. The main part of those chosen products is focused on „zero cost strategy“ and on possibilities of their aplication in hedging of exchange risk.
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Vuckovic, Vladimir. "The microstructure of foreign exchange rate and foreign exchange rate formation." Ekonomski anali 50, no. 164 (2005): 63–79. http://dx.doi.org/10.2298/eka0564063v.

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The subject matter of market microstructure analysis are processes through which investor activities are transferred to quantities and prices. This direction indicates the fact that has been unjustifiably neglected in fundamental theories ? foreign exchange rate results from the interactions between market participants. Spot foreign exchange market can best be described as a decentralised market with a number of dealers. There is no organised physical place (stock exchange) where dealers meet their clients nor is there an electronic system which enables quotations of all dealers in a currency market to be simultaneously shown on the screen. The theory of order flows has resulted from the answer to the essential question of market microstructure: do trading mechanisms affect the price formation process of the trading subject, and how do they affect it. Information is scattered and not available to all subjects in an aggregate form, which is the consequence of a decentralised structure, lack of regulations and nontransparent trading on the foreign exchange market. In such a setting, market participants are incessantly aggregating signals based on scattered information, and no sooner than collective orders for foreign currency sales and purchases are formed do they build into the foreign exchange rate in the process of new information trading. are a good explanation for changes in the foreign exchange rate. Several studies have shown that order flows.
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Shmyreva, A. I., and Yu S. Moroz. "Methodological approach to assessing the development of the Russian currency market." Vestnik NSUEM, no. 2 (August 3, 2023): 112–22. http://dx.doi.org/10.34020/2073-6495-2023-2-112-122.

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The relevance of this study is related to the need to determine the main directions for the development of the Russian foreign exchange market and assess its state. Financial globalization integrates the national currency markets of countries into a single geo-economy, any economic crisis that arises in this system can acquire a worldwide scale, in this regard, and assessing the prospects for the development of the Russian currency market is a very urgent problem today. The insufficient development of the theoretical foundations for the development of the foreign exchange market makes it relevant to systematize the conceptual foundations for the development of the foreign exchange market and form a comprehensive methodological approach to its assessment. As a rule, economists study the state of the foreign exchange market through the dynamics of the exchange rate (real and nominal), while not taking into account other aspects of the functioning of the foreign exchange market (the volume of foreign exchange transactions, foreign exchange market participants, the number of foreign exchange accounts, the state of the country’s external debt, the size of gold and foreign exchange reserves, having correspondent accounts with foreign banks). The article discusses a methodological approach to assessing the development of the Russian foreign exchange market, which includes several stages. A methodology is proposed for assessing the development of the Russian foreign exchange market, which allows one to study indicators at two levels.
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Peng, Chengyuan, and Zihan Zhao. "Exploring New Trends in the Global Foreign Exchange Derivatives Market Based on the European and American Financial Markets." Advances in Economics, Management and Political Sciences 53, no. 1 (December 1, 2023): 188–94. http://dx.doi.org/10.54254/2754-1169/53/20230830.

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This research delves into the changes in products and participants in the foreign exchange derivatives market in Europe and America. It uncovers the new trends in the global foreign exchange derivatives market. The European and American financial markets are significant players in foreign exchange trading and financial innovation, as they affect the world through their market fluctuations and policy changes. The study reveals that the foreign exchange derivatives market is undergoing new dynamics and environmental changes. Innovative products are emerging, and the level of transaction automation is increasing. The foreign exchange derivatives market in Europe and the United States has transformed from a simple spot foreign exchange transaction to a diverse trading system that covers major global currencies. The proportion structure of trading participants is also changing over time. In conclusion, this research provides profound insights into the global foreign exchange derivatives market. It aims to provide relevant suggestions and references for market participants and regulators based on its analysis.
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Miller, Norman C. "Explaining Foreign Exchange Market Puzzles." IMF Working Papers 99, no. 27 (1999): 1. http://dx.doi.org/10.5089/9781451844504.001.

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Alexander, Gordon J., Steve Coronel, John Gocek, and Jean-Pierre Varin. "The Foreign Exchange Market Simulator." Journal of Finance 45, no. 5 (December 1990): 1715. http://dx.doi.org/10.2307/2328762.

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Dissertations / Theses on the topic "Foreign exchange market"

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Chan, Kin-pun. "Market revolution : the path to more efficient foreign exchange market /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13787895.

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Yan, Bingcheng. "Cross-market interactions, price discovery dynamics, and market quality measurement /." Thesis, Connect to this title online; UW restricted, 2005. http://hdl.handle.net/1773/7375.

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Allen, Helen Louise. "Chartism in the foreign exchange market." Thesis, City University London, 1990. http://openaccess.city.ac.uk/7532/.

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This thesis examines the use and nature of chartism in the foreign exchange market, bringing together an analysis of chartist methods and the views/empirical work of economics. A survey of general chartist methods demonstrates the origins of the modern techniques, the construction of the various indicators, the use of pattern recognition and the variety of calculated indices. Despite these methods being widely used in the market, there seems to be very little bridging between practical chartism and the many fundamental-based academic studies of exchange rate determination/forecasting. Key points of the academic literature which have features pertinent to non-fundamental chart analysis are therefore discussed, and what little explicit analysis of chartism has been done is highlighted. It is clear that analysis of the subject is a growing area of the literature. It transpires, however, that there is minimal actual evidence available about the use of chartism in practice. To provide information on this, a questionnaire survey was conducted to examine the extent to, and manner by which, chartism is used in the (London) foreign exchange market and how it is perceived by the market participants themselves. This gives clear information on the extent of chartist advice in the market and the wide variety of techniques used, along with insights into the differing views held by market participants on the subject. While something of a broad consensus emerges regarding the possible methods and the weights given to charts at differing time horizons, there is sufficient heterogeneity in general to suggest that differences of views will be transmitted in actual chartists advice. To test this directly, a database of chartists' forecasts was constructed by a telephone survey of a panel of chartists, to compile their one and four week ahead predictions for the three major bilateral rates. This gives a unique data set, from which it is possible to analyse the forecasts of individuals as well as the median forecast. The data is subjected to a battery of tests and comparisons, a recurring result of which is indeed the apparent difference in accuracy between individual chartists. For example comparisons with a range of other forecasting techniques (economic and statistical), show some chartists under-perform these consistently while the best are even able to outperform a random walk. Tests of the implied expectations mechanism reveal that the hypothesis of rationality of chartism cannot be entirely rejected over the short horizon, but that there is stronger evidence of irrationality over the four week period, a result which becomes more pronounced as the information set is expanded, which provides evidence against the chartist tenet that 'the price discounts everything'. Testing for different methods of expectation formation reveals that in general the hypothesis of static expectations cannot be rejected against the variety of afternatives considered. Overall, the crucial result in this area was that of an inelasticity of expectations: chartists' advice does not appear to exert a destabilising on the foreign exchange market by overreacting systematically to changes in the current rate. In sum, this thesis forms a bridge between chartism and economics, by examining the methods and results of the former and analysing them with the tools of the latter.
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Kyriacou, Myria. "Foreign exchange market microstructure and forecasting." Thesis, City University London, 2009. http://openaccess.city.ac.uk/8717/.

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Using two unique datasets, one at a daily frequency including six currency pairs, and another tick-by-tick dataset in €/US$, we investigate some of the unanswered questions in the field of foreign exchange market microstructure. We confirm the contemporaneous relationship between flows and exchange rates found in the literature in the daily data, but in the forecasting experiments we find no forecasting power, regardless of model, history used forecast horizon or currency pair. The forecasting performance is not improved by considering a system of exchange rates, or by evaluating based on directional ability instead of the more usual RMSE ratio. Subsequently we estimate two standard market microstructure models - Madhavan-Smidt and Huang-Stoll - using the high-frequency dataset in order to gain an insight into the information content of customer order flow. While we are unable to find any evidence of information content from financial customer trades, we find strong evidence that large corporate customer trades are perceived to have statistically and economically significant information content. Lastly we turn our attention to the issue of causality. Using a distributed lag model to investigate the impact of flows on exchange rates and vice versa, corporate orders are found to have a small long-term impact, but more significantly we find evidence of positive feedback trading in both corporate and financial customers. We explore the long-run dynamics of the system using a VECM, and find that all counterparty types have a positive equilibrium relationship with the exchange rate. Crucially, the adjustment dynamics show that all of the weight of adjustment to restore equilibrium after a shock falls to flows. Lastly, we conduct a high frequency forecasting experiment, but again find no evidence of forecasting power. Two important themes emerge from the high-frequency investigation. The first is the apparent importance of corporate customers, and the second is that the direction of causality runs not from flows to exchange rates, but from exchange rates to flows. We conclude that the weight of the evidence suggests that feedback rather than information content is what drives the strong contemporaneous relationship between exchange rates and flows.
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Horbachova, Oksana Mykolayivna, and Yuliia Anatoliyivna Zaiats. "Features of Ukraine foreign exchange market." Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/53767.

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1. Bereslavska, O. (2017), "Imbalance currency market of Ukraine", Visnyk Natsionalnoho banku Ukrainy, vol. 3, pp. 3—9. 2. Bereslavska, O. (2018), "The stability of the hryvnia, the objective reality of forced or necessity?", Visnyk Natsionalnoho banku Ukrainy, vol. 3, pp .6—11. 3. National Bank of Ukraine. URL: https://bank.gov.ua/ (дата звернення 05.10.2021).
Currency market plays an important role for Ukraine financial market because it connects the national and world financial systems. International payments, insurance currency risks, foreign-exchange interventions, making a profit, economic growth, inflation rate, and national competitiveness depend on efficiency of currency market. Besides, the currency market and the mechanism of its regulation influence the state of individual sectors of economy, enterprises, and a place of state in the world market. So, today the problem of foreign-exchange market, its issues of development and finding the solutions is actual enough, and it needs special attention.
Валютний ринок відіграє важливу роль у становленні фінансового ринку України, адже він поєднує національну та світову фінансові системи. У тезах було розглянуто сучасний стан валютного ринку в Україні та наявні проблеми. Крім того, було запропоновано кілька шляхів, які можуть покращити стан валютного ринку.
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Shehadeh, Ali Abdelhadi Ali. "Essays on the foreign exchange market." Thesis, Queen's University Belfast, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.709816.

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This thesis is presented as a collection of papers. It contributes to three strands of literature concerning the foreign exchange (FX) market economics. Firstly, the literature on the exchange rate determination puzzle; secondly, the literature on the forward premium bias (FPB) puzzle and currency carry trade return; thirdly, the literature on currency trading strategies. In light of the scapegoat theory to exchange rates, we show that macro fundamentals have important role in the determination of exchange rates, contrary to the fundamentals-exchange rates disconnect literature, and we also show how macro implications are transmitted into exchange rates via the channel of order flow. Next, we show the importance of volatility and liquidity risk factors for understanding and explaining the performance of the currency carry trade return, implying that these risk factors are relevant in driving FX risk premium and in determining exchange rates. Then, by analysing actual US dollar (USD) forward positions against a number of emerging and advanced currencies, we provide direct evidence on the FX traders' behaviour with respect to the USD carry trading over the recent period of near-zero US interest rates. We find a pattern of USD carry trading against the emerging currencies, but a pattern completely opposite to carry trading -i.e. "fundamental-based" trading- against the advanced currencies.
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Klongkratoke, Pittaya. "Econometric models in foreign exchange market." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7333/.

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According to the significance of the econometric models in foreign exchange market, the purpose of this research is to give a closer examination on some important issues in this area. The research covers exchange rate pass-through into import prices, liquidity risk and expected returns in the currency market, and the common risk factors in currency markets. Firstly, with the significant of the exchange rate pass-through in financial economics, the first empirical chapter studies on the degree of exchange rate pass-through into import in emerging economies and developed countries in panel evidences for comparison covering the time period of 1970-2009. The pooled mean group estimation (PMGE) is used for the estimation to investigate the short run coefficients and error variance. In general, the results present that the import prices are affected positively, though incompletely, by the exchange rate. Secondly, the following study addresses the question whether there is a relationship between cross-sectional differences in foreign exchange returns and the sensitivities of the returns to fluctuations in liquidity, known as liquidity beta, by using a unique dataset of weekly order flow. Finally, the last study is in keeping with the study of Lustig, Roussanov and Verdelhan (2011), which shows that the large co-movement among exchange rates of different currencies can explain a risk-based view of exchange rate determination. The exploration on identifying a slope factor in exchange rate changes is brought up. The study initially constructs monthly portfolios of currencies, which are sorted on the basis of their forward discounts. The lowest interest rate currencies are contained in the first portfolio and the highest interest rate currencies are in the last. The results performs that portfolios with higher forward discounts incline to contain higher real interest rates in overall by considering the first portfolio and the last portfolio though the fluctuation occurs.
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Lau, Sun-wo. "Government regulation of futures market /." [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316854.

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Tsorakidis, Nikolaos. "The microstructure of the foreign exchange market : the determinants of bid-ask spreads in the foreign exchange market." Thesis, Aston University, 2010. http://publications.aston.ac.uk/16427/.

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The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine the commonality in liquidity with the elaboration of FX market microstructure variables in financial centres across the world (New York, London, Tokyo) based on the quotes of three exchange rate currency pairs over a ten-year period. I use GARCH (1,1) specifications, ICSS algorithm, and vector autoregression analysis to examine the effect of trading activity, exchange rate volatility and inventory holding costs on both quoted and relative spreads. ICSS algorithm results show that intraday spread series are much less volatile compared to the intraday exchange rate series as the number of change points obtained from ICSS algorithm is considerably lower. GARCH (1,1) estimation results of daily and intraday bid-ask spreads, show that the explanatory variables work better when I use higher frequency data (intraday results) however, their explanatory power is significantly lower compared to the results based on the daily sample. This suggests that although daily spreads and intraday spreads have some common determinants there are other factors that determine the behaviour of spreads at high frequencies. VAR results show that there are some differences in the behaviour of the variables at high frequencies compared to the results from the daily sample. A shock in the number of quote revisions has more effect on the spread when short term trading intervals are considered (intra-day) compared to its own shocks. When longer trading intervals are considered (daily) then the shocks in the spread have more effect on the future spread. In other words, trading activity is more informative about the future spread when intra-day trading is considered while past spread is more informative about the future spread when daily trading is considered.
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周文堅 and Man-kin Chow. "Technical analysis of the foreign exchange market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1992. http://hub.hku.hk/bib/B31265273.

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Books on the topic "Foreign exchange market"

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Kubo, Koji. Myanmar’s Foreign Exchange Market. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-1789-7.

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Weithers, Tim. Foreign Exchange. New York: John Wiley & Sons, Ltd., 2006.

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Reszat, Beate. The Japanese foreign exchange market. London: Routledge, 1998.

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C, Miller Norman. Explaining foreign exchange market puzzles. [Washington, D.C.]: International Monetary Fund, Research Department, 1999.

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Chen, James. Essentials of Foreign Exchange Trading. New York: John Wiley & Sons, Ltd., 2009.

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Qayyum, Abdul. Volatility spillover between the stock market and the foreign exchange market in Pakistan. Islamabad: Pakistan Institute of Development Economics, 2006.

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Franzén, Thomas. The forward exchange market. Stockholm: Sveriges riksbank, 1987.

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Olukole, R. A. The foreign exchange market in Nigeria. [Lagos, Nigeria]: R. Olukole, 1985.

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S, Abbey J. L., and United States. Agency for International Development., eds. Microstructure of Ghana's foreign exchange market. [Washington, D.C.?]: USAID, 2008.

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Jackie, Whitley, ed. Foreign exchange: Functions, limits, and risks. New York, N.Y: Stockton Press, 1992.

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Book chapters on the topic "Foreign exchange market"

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Sadler, Thomas R. "Foreign exchange market." In Absolute Essentials of International Economics, 74–84. London: Routledge, 2024. http://dx.doi.org/10.4324/9781003434900-9.

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Goufeng, Sun. "Foreign Exchange Market." In Financial Reforms in Modern China, 133–75. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137504449_4.

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Roberts, Roger. "The Intricacies of the Foreign Exchange Market." In Foreign Exchange, 16–32. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12901-0_2.

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Gandolfo, Giancarlo. "The Foreign Exchange Market." In International Finance and Open-Economy Macroeconomics, 7–30. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-642-59508-0_2.

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Marcuzzo, Maria Cristina, and Annalisa Rosselli. "The Foreign Exchange Market." In Ricardo and the Gold Standard, 101–19. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-10491-8_8.

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Osler, Carol. "Market Microstructure, Foreign Exchange." In Complex Systems in Finance and Econometrics, 580–614. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-7701-4_33.

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Gandolfo, Giancarlo. "The Foreign Exchange Market." In International Economics II, 3–49. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-642-61687-7_1.

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Gandolfo, Giancarlo. "The Foreign Exchange Market." In Springer Texts in Business and Economics, 13–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 2016. http://dx.doi.org/10.1007/978-3-662-49862-0_2.

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Gandolfo, Giancarlo. "The Foreign Exchange Market." In Elements of International Economics, 9–30. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-07005-5_2.

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Pilbeam, Keith. "The Foreign Exchange Market." In International Finance, 3–30. London: Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-26630-2_1.

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Conference papers on the topic "Foreign exchange market"

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Cao, Guangxi. "Multifractal Structure in China's Foreign Exchange Market." In 2010 International Conference on E-Product E-Service and E-Entertainment (ICEEE 2010). IEEE, 2010. http://dx.doi.org/10.1109/iceee.2010.5661123.

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Gan, S. L., M. A. Djauhari, and Z. Ismail. "Monitoring correlation structures stability in foreign exchange market." In 2014 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2014. http://dx.doi.org/10.1109/ieem.2014.7058758.

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Decena, Ma Carlota B., Kristine Nicole T. Francisco, and Mervinjohn M. Yatco. "Chaos analysis on the Philippine foreign exchange market." In THE 4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5121051.

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Yang, Shihao. "Improving Compliance in the Russian Foreign Exchange Market." In 6th International Conference on Humanities and Social Science Research (ICHSSR 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/assehr.k.200428.139.

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Tak, Adriel Li Chi, and Rajasvaran Logeswaran. "Foreign Currency Exchange Market Prediction using Machine Learning Techniques." In 2022 IEEE International Conference on Distributed Computing and Electrical Circuits and Electronics (ICDCECE). IEEE, 2022. http://dx.doi.org/10.1109/icdcece53908.2022.9792832.

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Yang, Yonghua, and Ying Chen. "Comment on the Welfare Effect of Foreign Exchange Market." In 2017 International Conference on Economics and Management, Education, Humanities and Social Sciences (EMEHSS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/emehss-17.2017.66.

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Usami, Ayako, Ryunosuke Tsuya, Takashi Iba, and Hideki Takayasu. "Building a Simulation Model of Foreign Exchange Market: Reproduction of Yen Dollar Market." In 9th Joint Conference on Information Sciences. Paris, France: Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.319.

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Shioda, Kei, Shangkun Deng, and Akito Sakurai. "Prediction of Foreign Exchange Market States with Support Vector Machine." In 2011 Tenth International Conference on Machine Learning and Applications (ICMLA). IEEE, 2011. http://dx.doi.org/10.1109/icmla.2011.116.

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Hamano, Tomoya, Kiyoshi Kanazawa, Hideki Takayasu, and Misako Takayasu. "A Dealer Model of Foreign Exchange Market with Finite Assets." In Proceedings of the Asia-Pacific Econophysics Conference 2016 — Big Data Analysis and Modeling toward Super Smart Society — (APEC-SSS2016). Journal of the Physical Society of Japan, 2017. http://dx.doi.org/10.7566/jpscp.16.011012.

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Cheng, Wenliang, Zhihong Wang, Yu Zhou, Yi Guo, and Junfeng Zhao. "Research of Distributed Computing Framework for Foreign Exchange Market Monitoring." In 2019 IEEE 21st International Conference on High Performance Computing and Communications; IEEE 17th International Conference on Smart City; IEEE 5th International Conference on Data Science and Systems (HPCC/SmartCity/DSS). IEEE, 2019. http://dx.doi.org/10.1109/hpcc/smartcity/dss.2019.00293.

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Reports on the topic "Foreign exchange market"

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Flood, Mark D. Market Structure and Inefficiency in the Foreign Exchange Market. Federal Reserve Bank of St. Louis, 1991. http://dx.doi.org/10.20955/wp.1991.001.

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Neely, Christopher J., and Paul A. Weller. Technical Analysis in the Foreign Exchange Market. Federal Reserve Bank of St. Louis, 2011. http://dx.doi.org/10.20955/wp.2011.001.

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Neely, Christopher J., Joshua Ulrich, and Paul A. Weller. The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market,. Federal Reserve Bank of St. Louis, 2006. http://dx.doi.org/10.20955/wp.2006.046.

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Neely, Christopher J., and Paul A. Weller. Intraday Technical Trading in the Foreign Exchange Market. Federal Reserve Bank of St. Louis, 1999. http://dx.doi.org/10.20955/wp.1999.016.

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Thornton, Daniel L. Resolving the Unbiasedness Puzzle in the Foreign Exchange Market. Federal Reserve Bank of St. Louis, 2009. http://dx.doi.org/10.20955/wp.2009.002.

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Vargas-Herrera, Hernando, and Yanneth Rocío Betancourt-García. Pension fund managers behavior in the foreign exchange market. Bogotá, Colombia: Banco de la República, April 2006. http://dx.doi.org/10.32468/be.391.

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Schwartz, Anna. The Rise and Fall of Foreign Exchange Market Intervention. Cambridge, MA: National Bureau of Economic Research, June 2000. http://dx.doi.org/10.3386/w7751.

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Lyons, Richard. Tests of Microstructural Hypotheses in the Foreign Exchange Market. Cambridge, MA: National Bureau of Economic Research, September 1993. http://dx.doi.org/10.3386/w4471.

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9

Juárez, Leticia. Buyer Market Power and Exchange Rate Pass-through. Inter-American Development Bank, August 2023. http://dx.doi.org/10.18235/0005083.

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Abstract:
This paper studies the role of buyer market power in determining the response of international prices to exchange rate changes (i.e., exchange rate pass-through). Using a novel dataset of the universe of Colombian export transactions that links Colombian exporters (sellers) to their foreign importers (buyers), I document three facts: i) most Colombian exports are concentrated in a few foreign buyers in each market, ii) the same seller charges different prices to different buyers in the same product and destination, and iii) markets with a higher concentration of sales among buyers display lower exchange rate pass-through. Motivated by these stylized facts, I propose an open economy model of oligopsony, a market with large number of sellers and a few buyers, that accounts for buyer market power in international markets and its consequences for price determination in international transactions. The model shows that larger foreign buyers pay a marked-down price, i.e., a price below the marginal product value for the buyer. Most importantly, these markdowns are flexible and play a role when adjusting prices to exchange rate shocks. I derive a model-based equation relating pass-through to buyer size and estimate it on the micro transaction level data for Colombia. I find that after an exchange rate shock, sellers connected to larger buyers face more moderate changes in their prices in the seller currency (i.e., lower exchange rate pass-through) than those connected to small buyers. Pass-through ranges from 1% for firms connected with the largest buyers to 17% for firms connected with the smallest buyers. I use the estimates from the empirical analysis to calibrate the model and propose a counterfactual where buyer market power is eliminated. Under this scenario, sellers' revenues increase; however, the price in seller currency is more responsive to exchange rate shocks.
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Frankel, Jeffrey, and Kenneth Froot. Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market. Cambridge, MA: National Bureau of Economic Research, October 1990. http://dx.doi.org/10.3386/w3470.

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