Relevant bibliographies by topics / FX

Academic literature on the topic 'FX'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 May 2024

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Journal articles on the topic "FX"

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Kellner, Markus, and Fabian Liebel. "FX-Kredit: ausreichende Bestimmheit des FX-Betrags." Zeitschrift für das gesamte Bank- und Börsenwesen 70, no. 10 (2022): 776. http://dx.doi.org/10.47782/oeba202210077601.

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Kellner, Markus, and Fabian Liebel. "FX-Kredit: ausreichende Bestimmheit des FX-Betrags." Zeitschrift für das gesamte Bank- und Börsenwesen 71, no. 3 (2023): 204. http://dx.doi.org/10.47782/oeba202303020401.

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Brady, Ciaran, John Bradley, and A. T. Lucas. "Special FX." Books Ireland, no. 160 (1992): 139. http://dx.doi.org/10.2307/20626596.

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Atkinson, David. "Special FX." Manufacturing Management 2023, no. 1-2 (February 2023): 9. http://dx.doi.org/10.12968/s2514-9768(23)90375-3.

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Tudball, Dan. "Special FX." Wilmott 2017, no. 90 (July 2017): 28–35. http://dx.doi.org/10.1002/wilm.10604.

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Poulsen, Rolf. "Special FX." Wilmott 2018, no. 95 (May 2018): 40–41. http://dx.doi.org/10.1002/wilm.10673.

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Wystup, Uwe. "FX Greeks." Wilmott 2019, no. 99 (January 2019): 16–19. http://dx.doi.org/10.1002/wilm.10733.

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Noguchi, Kengo, Shin-ichi Takahashi, Hiroaki Ishihara, Yoshiyuki Morishima, Toshiro Shibano, Yasuo Ikeda, and Mitsuru Murata. "Impact of Factor × Mutations on the Activity of Edoxaban." Blood 116, no. 21 (November 19, 2010): 3321. http://dx.doi.org/10.1182/blood.v116.21.3321.3321.

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Abstract Abstract 3321 Background: Edoxaban is a direct inhibitor of factor Xa (FXa), and its efficacy as an oral anti-coagulant agent is less likely to be affected by food intake or drug-drug interaction. This profile of edoxaban suggests a good compliance in clinical use.However it is not clear whether genetic variations of FX influence the efficacy of edoxaban. Objectives: To investigate the possible inter-patient variability in the efficacy of edoxaban stemming from SNPs in the FX gene, we characterized the enzyme activity of FXa derived from wild type FX (FX-WT) and from FX with two known mutations, A152T (FX-A152T) and G192R (FX-G192R). The impact of FX mutations were also tested on the pharmacological activity of edoxaban. Methods: Among known FX SNPs in the NCBI dbSNP database, two non-synonymous SNPs are located inside mature FX, rs3211772 (allele frequency: 0.006) and rs3211783 (allele frequency: 0.022), corresponding to A152T and G192R. The former located inside the light chain and the latter located inside the activation peptide of FX. We selected these two SNPs and examined whether they might influence on the efficacy of edoxaban. We prepared recombinant FX proteins of FX-WT, FX-A152T and FX-G192R. We measured the enzyme activities of these FXa and the anti-FXa and anticoagulant effects of edoxaban on these FXa. Recombinant FX proteins were activated with Russell's viper venom factor × activator and FXa activity was measured using a chromogenic substrate S-2222. Prothrombin time (PT) and activated partial thromboplastin time (aPTT) were measured using FX-deficient plasma supplemented with recombinant FX proteins with a coagulometer CA-50. Results: Km values of FX-WT, FX-A152T and FX-G192R FXa were 0.55, 0.53 and 0.54 nM, respectively, Vmax of FX-WT, FX-A152T and FX-G192R FXa were 21.0, 21.8 and 21.4 mOD/min, respectively. PTs of plasma containing these mutations were 25.2 (FX-WT), 24.2 (FX-A152T) and 24.1 (FX-G192R) seconds. aPTTs of plasma containing the mutated FXs were 76.7 (FX-WT), 77.3 (FX-A152T) and 72.6 (FX-G192R) seconds. These data indicated that these mutations do not affect the basal FXa catalytic activity and coagulation activity. The Ki values of edoxaban for the mutated Fxas, the concentrations of edoxaban required to double the PT (PTCT2) and aPTT (aPTTCT2) in plasma containing the mutated FXs did not affected by two FX mutarions (Table 1). These data demonstrated that those mutations have no impact on the anticoagulant activity of edoxaban. Conclusions: Two FX mutations, A152T and G192R, do not affect the basal FXa catalytic activity and coagulation activity. Edoxaban acts equally on FX-WT, FX-A152T and FX-G192R. It is suggested that edoxaban has little inter-patient variability stemming from SNPs in FX gene. Disclosures: Noguchi: Daiichi Sankyo Co., Ltd.: Employment. Takahashi:Daiichi Sankyo Co., Ltd.: Employment. Ishihara: Daiichi Sankyo Co., Ltd.: Employment. Morishima:Daiichi Sankyo Co., Ltd.: Employment. Shibano:Daiichi Sankyo Co., Ltd.: Employment.
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Muczynski, Vincent, Sebastien Verhenne, Caterina Casari, Ghislaine Chérel, Laurence Panicot-Dubois, Paul Gueguen, Marc Trossaert, et al. "A Thrombin-Activatable Factor X Variant Corrects Hemostasis in a Mouse Model for Hemophilia A." Thrombosis and Haemostasis 119, no. 12 (October 22, 2019): 1981–93. http://dx.doi.org/10.1055/s-0039-1697662.

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AbstractEngineered recombinant factor X (FX) variants represent a promising strategy to bypass the tenase complex and restore hemostasis in hemophilia patients. Previously, a thrombin-activatable FX variant with fibrinopeptide-A replacing the activation peptide (FX-delAP/FpA) has been described in this regard. Here we show that FX-delAP/FpA is characterized by a sixfold shorter circulatory half-life compared with wild-type FX, limiting its therapeutical applicability. We therefore designed a variant in which the FpA sequence is inserted C-terminal to the FX activation peptide (FX/FpA). FX/FpA displayed a similar survival to wt-FX in clearance experiments and could be converted into FX by thrombin and other activating agents. In in vitro assays, FX/FpA efficiently restored thrombin generation in hemophilia A and hemophilia B plasmas, even in the presence of inhibitory antibodies. Expression following hydrodynamic gene transfer of FX/FpA restored thrombus formation in FVIII-deficient mice in a laser-induced injury model as well as hemostasis in a tail-clip bleeding model. Hemostasis after tail transection in FVIII-deficient mice was also corrected at 5 and 90 minutes after injection of purified FX/FpA. Our data indicate that FX/FpA represents a potential tenase-bypassing agent for the treatment of hemophilia patients with or without inhibitors.
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O’Brien, Thomas. "Interactive trilateral foreign exchange exposure: insights from scenario analysis." Managerial Finance 45, no. 7 (July 8, 2019): 856–68. http://dx.doi.org/10.1108/mf-11-2018-0566.

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Purpose The purpose of this paper is to present scenarios of interactive trilateral foreign exchange (FX) exposure, where a company’s exposures to two foreign currencies depend on those currencies’ FX rate with each other. Design/methodology/approach A pro forma analysis of three-way FX rate changes illustrates interactive trilateral FX exposure and generates observations for a multivariate regression estimation of FX exposure coefficients. Findings The multivariate regression estimates of FX exposure provide the basis for a useful financial hedging strategy for interactive trilateral FX exposure. Some of the FX exposure estimates have surprising signs and magnitudes. Research limitations/implications Scenario analysis does not result in a general theory of interactive FX exposure, but the study’s diverse and rich scenarios may provide helpful insights to theoretical and empirical researchers. Practical implications The scenarios relate to many common real-world situations and thus may help managers and educators better understand how to manage FX exposure. Originality/value The topic of interactive FX exposure is under-researched and under-covered in contemporary textbooks or the applied finance literature.
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Dissertations / Theses on the topic "FX"

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Summonte, Chiara. "FX modelling under collateralization." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/11454/.

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We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data. We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies. Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results to the pricing of FX swaps and CCS, and we discuss curve bootstrapping.
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Fischbach, Pascal. "Derivate für FX-Absicherungen." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05608120001/$FILE/05608120001.pdf.

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Banti, Chiara. "Essays in FX market microstructure." Thesis, City University London, 2013. http://openaccess.city.ac.uk/2956/.

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The thesis presents three papers in the field of international finance and provides a study of the foreign exchange (FX) market from a microstructure perspective. From the empirical identification of a common component in liquidity across currencies, referred to as FX market liquidity, the thesis investigates its asset pricing implications, determinants and cross-market dynamics. The first paper is an empirical study of global liquidity risk in the FX market. Estimating liquidity with the Pastor-Stambaugh measure originally developed for the stock market, the paper documents strong liquidity commonality across currencies. Given this observation, it estimates a measure of global FX liquidity risk and shows that the risk is priced in the cross-section of currency returns. It finally evaluates the associated risk premium at around 4.7 percent per annum. The second paper provides an empirical analysis of the determinants of the time variation in FX market liquidity documented in the first paper. Employing two measures of liquidity, transaction costs and the Pastor-Stambaugh measure from the first paper, the study finds a significant role of traditional determinants, such as global volatility, market returns and seasonality, and of funding liquidity constraints to explain both aspects of market liquidity. Finally, the third paper is an empirical investigation of illiquidity linkages across the FX and US stock markets. Focusing on transaction costs, the paper finds strong evidence of co-movement, especially during the recent financial crisis. In this respect, illiquidity contagion across the two markets is documented. Given dealers' role as liquidity providers in both markets, their trading behaviour may have significant implications for cross-market liquidity dynamics. Indeed, focusing on the potential sources of the observed cross-market linkages, transaction costs are found to be strongly related to the liquidity supplied to the financial system.
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Zanchini, Giulia. "Stochastic local volatility model for fx markets." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2014. http://amslaurea.unibo.it/7685/.

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Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.
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Temel, Cengiz. "Asset and Liability Analysis using FX Hedge-Ratios." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654763002/$FILE/01654763002.pdf.

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Hussein, Shaimas Masry. "Event-based microscopic analysis of the FX market." Thesis, University of Essex, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.601504.

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The foreign exchange (FX) market is the largest and most liquid financial market in the world. Like the centre of a spider web, the foreign exchange market connects to all other financial markets around the world. It is a global network that allows its participants to trade 24 hours 5 days a week from different geographical locations. Given this unique nature of the FX market, millions of daily tick data, referred to as high frequency data (HFD), are generated as a result of market participants' decisions and interactions. To understand market dynamics, our approach is to explore t~e microscopic world of the FX market by analysing in depth the millions of daily tick-by-tick prices and the micro-behaviour of FX participants, which in turn formulate a collective market macro-behaviour. This thesis conducts its analysis using an event-based approach. Events are actions taken by traders in the market. We carry out three studies with the aim to get an insight into how these events drive the FX market. V·hth these studies, we aim to make general inferences about market behaviour. The first two studies are empirical research based on analysing a unique high frequency real transaction data set of FX traders, whereas the third study formalises the market micro-dynamics. To prepare for our empirical studies, we have produced, to the best of our knowledge, the biggest set of HFD ever, which comprises tick transactions carried out by over 45,000 FX traders on an account level for over 2 years. In addition to cleaning the data set from any erroneous observations and ,,-a1idat ing the quality of the data, we provide strong indicators that the data set is representative of the of the global FX market. This confirms the reliability and validity of this research results. This data set is invaluable to·future researchers. The first empirical study tracks and analyses the FX market seasonal activity from a microscopic perspective, using the tick transactions of the HFD produced. We provide empirical evidence that the unique signature of the FX market seasonality is indeed due to the different time zones market participants operate from. However, once normalised using' our custom-designed procedure, we observe a pattern akin to equity markets. Thus, we have revealed an important FX market property that has not been reported before. The second empirical study conducts a microscopic analysis of FX market activity of the produced q.ata. set along price movement Given the high frequency and irregular nature of FX tick data, we adopt an intrinsic time scale approach proposed by Olsen Ltd. Intrinsic time is defined by exchange rate turning points of a pre-specified threshold, which are called directional change events. We provide empirical evidence for decaying market liquidity and price ticks changes at the end of the price movement, the overshoot period. \Ve find that a price overshoot stops due to more participants placing counter trend trades. The overshoot period is of special importance as it measures the excess price move of a given threshold and indicates the extent of imbalance in the market for the specified threshold. To our knowledge, this is the first study that deciphers FX market activity during price overshoots. It lays the foundations for understanding how FX market activity changes as the price movement progresses and how small imbalances of market activity in large overshoots can alter the price trajectory. The third study formalises market dynamics using calculus. In this approach, we define the different market states mathematically and demonstrate the consequence8 of placing an order into the market. This calculus enables us to analyse market dynamics and properties scientifically. For example, it allows us to study feedback loops, which account for the full effects of cascading margin calls. It also allows us to compute how big a sell order has to be to cause the market to fall by a certain percentage in a simple double auction market model. This work demonstrates how market dynamics and properties can be studied rigorously. It lays a solid foundation for extensive 8cientific analysis of complex market models.
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Varga, Lukáš. "Effect of Implied Volatility on FX Carry Trade." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113592.

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This thesis aims to back-test the ability of implied volatility carry trade strategies to outperform the carry trade strategies in the FX markets. Recent research has shown that the profitability of the strategies is partly attributable to the market mispricings of the forward volatility agreements and a tendency of the forward implied volatility to overestimate the future spot implied volatility. This thesis uses a similar approach to construct portfolios containing 10 developed as well as 9 emerging market currencies. Our approach is based on the assumption that Uncovered Interest rate Parity (UIP), Forward Unbiasedness Hypothesis (FUH) and Forward Volatility Unbiasedness Hypothesis (FVUH) do not hold and therefore providing investors with several opportunities to construct trading strategies taking advantage of these market mispricings. In this thesis, we show that the foreign exchange carry trade strategy composed of the specific developed and emerging country's currencies can be outperformed by portfolio consisting of the implied volatility carry trade strategies in the FX market over the analysed period. The portfolios are adjusted to the riskiness which is accounted for by the VIX and VXY-G7 index for developed and VIX and VXY-EM index for emerging economies. The strong performance of the strategies outlined in this thesis can be of significant value to FX traders and portfolio managers.
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Luo, Lin. "Modelling FX smile : from stochastic volatility to skewness." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/11313.

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This thesis is concerned with the design and analysis of a tractable model, which can capture the key features ofthe observed implied volatility smile surface in the foreign exchange (FX) market, and is flexible enough to be extended to price path-dependent exotic options. In the first part, we examine the dynamics ofthe exchange rate via the conditional distribution implied from option prices, in which the theory and various techniques for implied distribution are analyzed. We identify three sources of uncertainty that need to be modelled: the stochastic exchange rate process, the stochastic volatility, and the stochastic skewness, which can be observed either from the implied higher moments or from its proxy measure 'C risk reversal. An error correction model (ECM) of these higher moments is then proposed to exploit excess returns in the FX underlying market. In the second part, we follow the instrumental approach to explore a tractable model that can address all three sources of uncertainty and reproduce the current market implied volatility smile. Our review of the local volatility model, stochastic volatility model and jump models indicates that individual model is insufficient to account for the asymptotic behaviour of the entire smile surface.The combined models are interesting yet lack oftractability. CarT & Wu [2005] model, which uses two Levy processes to model the up and down jump to capture stochastic skewness, is restricted to price European options. The identification ofthe Albanese and Mijatovic [2006] model completesthis journey. The model, which combines local volatility and Variance Gammajump with regime -switching controlled by a stochastic volatility process, is defined on a continuous time lattice, thus it is both complicated enough to calibrate to the smile surface, and flexible enough to price both European and exotic options. In .the last part, we investigate the methodology to price the FX barrier options within this lattice framework, in which we propose an algorithm to calculate the exponential for nonnormal matrix.
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Lundberg, David. "Classification of high-frequency FX market data : Master Thesis." Thesis, Uppsala universitet, Avdelningen för systemteknik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469.

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The goal of this master thesis was to develop a method for real-time classification of market trading data at the Foreign Exchange (FX) department at the Skandinaviska Enskilda Bank (SEB). The characteristics in the market data sets were analyzed using Principal Component Analysis (PCA). The analysis showed that the principal component subspaces for two different types of market data, normal and abnormal, for the EUR/USD instrument where significantly different. The result from the PCA naturally led into the construction of a Single-class detector, for detecting if quote updates were normal or abnormal based on training data. The market data sets were shown to possess multicollinear characteristics, resulting in low-rank properties of the covariance matrices. To overcome this problem the solution was to transform the data using PCA, resulting in full-rank properties of the covariance matrices of the transformed data. This vital step made it possible to classify quote updates for the EUR/USD instrument. The project resulted in a classification algorithm which is able to successfully classify if a quote update is normal or abnormal with respect to training data in real-time. The algorithm is versatile in the sense that it can be implemented on any market for any currency pair, and can easily be extended to classify the relative behaviour between several currency pairs in real-time.
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Zhang, Yun. "Interest Rate Exotics, Long-dated FX Options, and Hybrids." Thesis, Imperial College London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501220.

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Books on the topic "FX"

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duo), DMSTFCTN (Artist. ECHO FX. Brescia]: Krisis Publishing, 2021.

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(Firm), Snazaroo, ed. FX faces. New York: Kingfisher, 1997.

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FX faces. New York: Kingfisher, 1997.

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Mante, Loree Cruz. Biyaheng FX. Manila: Published and exclusively distributed by Anvil, 2006.

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Dadachanji, Zareer. FX Barrier Options. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756.

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James, Jessica, Jonathan Fullwood, and Peter Billington, eds. FX Option Performance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781118793251.

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Swaha, Pattanaik, ed. FX yearbook 1993. London: Euromoney Publications, 1993.

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Jewitt, Giles Peter. FX Derivatives Trader School. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781118967553.

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T, Smith Robert. Discovering calculus with the Casio fx-7700 and the Casio fx-8700. New York: McGraw-Hill, 1994.

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Corporation, Seiko Epson. FX-850 and FX-1050: 9 pin dot matrix printers, user's guide. Nagono: Seiko Epson, 1988.

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Book chapters on the topic "FX"

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Stojanovic, Srdjan. "FX Rates and FX Derivatives." In Neutral and Indifference Portfolio Pricing, Hedging and Investing, 201–47. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-0-387-71418-9_7.

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Iqbal, Adam S. "FX Volatility and FX Options." In Foreign Exchange, 97–127. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93555-9_4.

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Deutsch, Hans-Peter, and Mark W. Beinker. "FX Derivatives." In Derivatives and Internal Models, 389–97. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22899-6_16.

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Darkin, Christian, Chris James Hewitt, Joost Korngold, Mark Towse, Peter Reynolds, Simon Tyszko, and Jon Bounds. "Extreme FX." In After Effects Most Wanted, 21–48. Berkeley, CA: Apress, 2002. http://dx.doi.org/10.1007/978-1-4302-5149-1_3.

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Paulus, Michael J. "FX Reserve Management." In Handbook of Exchange Rates, 545–61. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch19.

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Kakushadze, Zura, and Juan Andrés Serur. "Foreign Exchange (FX)." In 151 Trading Strategies, 143–53. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02792-6_8.

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Dadachanji, Zareer. "Meet the Products." In FX Barrier Options, 1–32. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_1.

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Dadachanji, Zareer. "Living in a Black-Scholes World." In FX Barrier Options, 33–81. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_2.

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Dadachanji, Zareer. "Black-Scholes Risk Management." In FX Barrier Options, 82–120. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_3.

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Dadachanji, Zareer. "Smile Pricing." In FX Barrier Options, 121–74. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_4.

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Conference papers on the topic "FX"

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Tobita, Hiroaki, and Hajime Hata. "Ubi-FX." In PerDis '15: The International Symposium on Pervasive Displays. New York, NY, USA: ACM, 2015. http://dx.doi.org/10.1145/2757710.2757737.

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Forget, Alain, Dave Arnold, and Sonia Chiasson. "CASE-FX." In Companion to the 22nd ACM SIGPLAN conference. New York, New York, USA: ACM Press, 2007. http://dx.doi.org/10.1145/1297846.1297896.

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Duignan, Patricia Rose, Scott Ross, Carl Rosendahl, Phil Tippett, Jim Morris, Richard Hollander, and Ray Feeney. "Feature FX (panel)." In ACM SIGGRAPH 98 Conference abstracts and applications. New York, New York, USA: ACM Press, 1998. http://dx.doi.org/10.1145/280953.281562.

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Sacchi, Mauricio D., and Henning Kuehl. "FX ARMA filters." In SEG Technical Program Expanded Abstracts 2000. Society of Exploration Geophysicists, 2000. http://dx.doi.org/10.1190/1.1815858.

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Black, Cameron, Nicholas Burkard, and Dmitriy Pinskiy. "Scriptable character fx solution." In DigiPro '19: The Digital Production Symposium. New York, NY, USA: ACM, 2019. http://dx.doi.org/10.1145/3329715.3338877.

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Bloor, R., and S. Deregowski. "Depth steps for FX migration." In 58th EAEG Meeting. Netherlands: EAGE Publications BV, 1996. http://dx.doi.org/10.3997/2214-4609.201408679.

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Kapler, Alan. "Avalanche! snowy FX for XXX." In the SIGGRAPH 2003 conference. New York, New York, USA: ACM Press, 2003. http://dx.doi.org/10.1145/965400.965492.

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Bloor, Robert, and Swavek Deregowski. "Variable Depth Step FX Migration." In SEG Technical Program Expanded Abstracts 1996. Society of Exploration Geophysicists, 1996. http://dx.doi.org/10.1190/1.1826664.

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Hollander, Richard, Jacquelyn Ford Morie, Thaddeus Beier, Rod G. Bogart, Doug Roble, and Arthur Zwern. "3D tracking in FX production." In ACM SIGGRAPH 99 Conference abstracts and applications. New York, New York, USA: ACM Press, 1999. http://dx.doi.org/10.1145/311625.311919.

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Cabej, Gerda, Manfred Gilli, Jonela Lula, and Enrico Schumann. "FX trading: An empirical study." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327825.

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Reports on the topic "FX"

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Ahnert, Toni, Kristin Forbes, Christian Friedrich, and Dennis Reinhardt. Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability? Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25083.

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McIntyre, L., G. Parsons, and J. Rafferty. Tag Image File Format Fax eXtended (TIFF-FX) - image/tiff-fx MIME Sub-type Registration. RFC Editor, September 2002. http://dx.doi.org/10.17487/rfc3250.

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McIntyre, L., G. Parsons, and J. Rafferty. Tag Image File Format Fax eXtended (TIFF-FX) - image/tiff-fx MIME Sub-type Registration. RFC Editor, February 2005. http://dx.doi.org/10.17487/rfc3950.

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Dunkin, Martin, and Katherine Chambers. Coastal resilience metrics from Beach-fx. Coastal and Hydraulics Laboratory (U.S.), January 2019. http://dx.doi.org/10.21079/11681/314562.

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Durkin, Martin, and Katherine Chambers. Coastal resilience metrics from Beach-fx. Engineer Research and Development Center (U.S.), January 2019. http://dx.doi.org/10.21079/11681/31462.

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Evans, Martin D. FX Trading and Exchange Rate Dynamics. Cambridge, MA: National Bureau of Economic Research, February 2001. http://dx.doi.org/10.3386/w8116.

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Gifford, David K., Pierre Jouvelot, Mark A. Sheldon, and James W. O'Toole. Report on the FX-91 Programming Language. Fort Belvoir, VA: Defense Technical Information Center, February 1992. http://dx.doi.org/10.21236/ada256798.

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Arango-Lozano, Lucia, Lukas Menkhoff, Daniela Rodriguez-Novoa, and Mauricio Villamizar-Villegas. The Effectiveness of FX Interventions: A Meta-Analysis. Banco de la República de Colombia, September 2020. http://dx.doi.org/10.32468/be.1132.

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Johnson, Bradley, and Dylan Sanderson. On the use of CSHORE for Beach-fx. Engineer Research and Development Center (U.S.), August 2020. http://dx.doi.org/10.21079/11681/37949.

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Carrasco, Alex, and David Florián Hoyle. External Shocks and FX Intervention Policy in Emerging Economies. Inter-American Development Bank, August 2021. http://dx.doi.org/10.18235/0003457.

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Abstract:
This paper discusses the role of sterilized foreign exchange (FX) interventions as a monetary policy instrument for emerging market economies in response to external shocks. We develop a model for a commodity-exporting small open economy in which FX intervention is considered as a balance sheet policy induced by a financial friction in the form of an agency problem between banks and their creditors. The severity of banks agency problem depends directly on a bank-level measure of currency mismatch. Endogenous deviations from the standard UIP condition arise at equilibrium. In this context, FX interventions moderate the response of financial and macroeconomic variables to external shocks by leaning against the wind with respect to real exchange rate pressures. Our quantitative results indicate that, conditional on external shocks, the FX intervention policy successfully reduces credit, investment, and output volatility, along with substantial welfare gains when compared to a free-floating exchange rate regime. Finally, we explore distinct generalizations of the model that eliminate the presence of endogenous UIP deviations. In those cases, FX intervention operations are considerably less effective for the aggregate equilibrium.
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