Bibliografías temáticas / Financial exchange

Literatura académica sobre el tema "Financial exchange"

Autor: Grafiati
Publicado: 11 de marzo de 2023

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Artículos de revistas sobre el tema "Financial exchange"

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Vaníček, Petr. "Analysis and comparison of chosen FX – strategy". Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 54, n.º 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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Jørgensen, Bjørn N., Kenneth A. Kavajecz y Scott N. Swisher. "The historical dynamics of US financial exchanges". Financial History Review 28, n.º 2 (14 de julio de 2021): 153–74. http://dx.doi.org/10.1017/s0968565021000081.

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The historical dynamics of entry and exit in the financial exchange industry are analyzed for a panel of 327 US exchanges from 1855 through 2012. We focus on economic, technological and regulatory factors. Using novel panel data evidence, we empirically test whether these factors are consistent with existing financial theories. We find that US exchanges are more likely to exit per year after the passage of the Securities Exchange Act. The telephone, literacy and regulation are robust predictors of financial exchange dynamics, whereby an upward trend in literacy is an important driver of exchange entry.
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Kwon, Sungmoon, Myungjong Kim y Taeshik Shon. "Research for Visualization of Financial Information eXchange Traffic". Journal of Digital Contents Society 19, n.º 11 (30 de noviembre de 2018): 2195–202. http://dx.doi.org/10.9728/dcs.2018.19.11.2195.

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Ben-David, Itzhak, Francesco Franzoni y Rabih Moussawi. "Exchange-Traded Funds". Annual Review of Financial Economics 9, n.º 1 (noviembre de 2017): 169–89. http://dx.doi.org/10.1146/annurev-financial-110716-032538.

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Bazdan, Zdravko. "LATEST TRENDS AT FINANCIAL MARKETS: EXCHANGES BECOMES VIRTUAL FINANCIAL INSTITUTIONS". Tourism and hospitality management 12, n.º 1 (mayo de 2006): 89–100. http://dx.doi.org/10.20867/thm.12.1.7.

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Exchanges are, by all means, the most important factors for economic growth. Many prominent ones are pillars of international economics. In national economies, they reflects not only economic, but political, social and cultural development. Cash flow is directed towards these segments of financijal markets. As oil is the blood of an economy, so is an exchange: an ingredient in the mixture of money, row materials and business operations. Also, we can state that the exchanges are the pulse of the economy of a nation. The author of the essay underlines primarily the development of stock trading. It is obvious in todays environment, that the new tendencies are towards electronic trading, which is the replacement of classical trading models. So called virtual trading today, makes exchanges virtual financial institutions.
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Đaković, Miloš, Milica Inđić y Danica Cicmil. "Financial analysis of the business of the Belgrade Stock Exchange". Trendovi u poslovanju 10, n.º 1 (2022): 50–58. http://dx.doi.org/10.5937/trendpos2201050d.

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Financial exchanges are the basic form of a country's financial market. The subject of this research is the Belgrade Stock Exchange, while the aim of the paper is to analyze the main indicators of the business of the stock exchange as a single company. The analysis covers the period from 2017 to 2020, where in addition to observing the basic items of assets, liabilities, income and expenses of the stock exchange, we also deal with the ratio analysis of liquidity, indebtedness, coverage, activities and profitability of the stock exchange. The results indicate a pronounced liquidity of the market and debt control, but very low profitability of the company itself. Financial analysis also provides additional more precise insight into the business of the stock exchange as a single company. The paper also provides a basis for further research in terms of comparative analysis with other developed stock exchanges in the world.
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Kadi, Xhensila. "Advantages Of Stock Exchange Lıstıng". European Scientific Journal, ESJ 12, n.º 4 (28 de febrero de 2016): 190. http://dx.doi.org/10.19044/esj.2016.v12n4p190.

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The Stock Exchange is a regulated market of securities where contracts for the sale and purchase of the financial instruments are stipulated. The financial instruments such as stocks, bonds, derivatives with a definite price are traded and exchanged in the Stock Exchange. In this case the price is determined by the balance of supply and demand. If we would describe the Stock Exchange with an image, we would think a square in which some companies with public offer or companies with public participation operate. In particular, in it we may found industrial companies, financial companies, banks, services companies, etc. If we refer to history, the first and real trade of securities occurred around the year 1500 in Bruges. Nevertheless, Antwerp has been considered the first Stock Exchange, as the one of Bruges cannot be defined a genuine Stock Exchange. In Albania, till the end of 2014 we have had the Tirana Stock Exchange (TSE). The Tirana Stock Exchange was founded in 2002 in the form of a joint stock company, and has operated in accordance with the provisions of the Law No. 9901 dated 14.04.2008 “On the Entrepreneurs and trading companies” and the Law no. 9879, date 21.02.2008 “On Securities”. Initially, the listing of securities on the stock exchanges, for many entrepreneurs, meant an advertisement for the company, while now it is a widespread phenomenon in the world. If we refer to our country, we believe that the listing in the stock exchange has an important role towards the awareness of our companies regarding finding different manners from the traditional ones about their liquidity. Through this paper, it is aimed to answer to a fundamental question as the one related to the reasons why companies should be listed on the stock exchange. Each of the actions related to trading on the stock exchange is one of the steps in the process of investment, therefore we can say that this kind of financial transactions is not just about buying or selling a particular security.
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Milesi-Ferretti, Gian-Maria y Philip R. Lane. "Financial Globalization and Exchange Rates". IMF Working Papers 05, n.º 3 (2005): 1. http://dx.doi.org/10.5089/9781451860221.001.

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Surmanidze, Natia, Khatuna Tabagari, Zurab Mushkudiani y Maia Akhvlediani. "Financial literacy exchange and its challenges in Post-Soviet Georgia". Knowledge and Performance Management 6, n.º 1 (21 de diciembre de 2022): 87–99. http://dx.doi.org/10.21511/kpm.06(1).2022.08.

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Financial literacy is becoming an urgent challenge in many countries. This situation is more acute in a developing country with a Soviet experience. The affected population, who are in advanced positions in the international financial machinations of the current period, is unmistakable proof of the low level of financial awareness in Georgia. The present study aims to determine the impact of student financial literacy on consumer behavior in Georgia as a Post-Soviet country. The study uses statistical methods, both probabilistic and non-probabilistic sampling. The paper reviews foreign experience and is a similar study conducted in Asia and Europe. The number of interviewed respondents was 295 students from the Imereti region (there are two universities in the region), which is 35% of the total number of students. The questionnaire consisted of 21 questions. The respondents were interviewed from October to mid-December 2021. The study has shown that financial awareness is relatively low; students do not perceive that they need to raise their financial education and skills, which makes the current situation even more dramatic. Among the positive trends was that 81% of students were ready to raise their level of financial education. The reason is that the Georgian educational system needs to be reformed to raise financial awareness by studying the essence of elementary money and the simplest budget planning models. The study results showed that in conditions of low financial awareness, students cannot plan the budget, control, and use financial services effectively and efficiently.
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Paltrinieri, Andrea. "Stock exchange industry in UAE". International Journal of Emerging Markets 10, n.º 3 (20 de julio de 2015): 362–82. http://dx.doi.org/10.1108/ijoem-12-2012-0181.

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Purpose – The purpose of this paper is to give an overview of UAE Stock Exchange industry. In particular this paper aims to assess a potential merger between Dubai Financial Markets-Nasdaq-Dubai and Abu Dhabi Securities Exchange, evaluating risks, rewards, policy and business implications. Design/methodology/approach – The paper presents a theoretical framework and a literature review of M & As in financial sector. It then carries out a case study on a potential merger between the UAE Stock Exchanges and a discussion on the implications for the actors involved. Findings – The contraction both in market capitalization and in trading value in the three UAE Stock Exchanges caused by subprime financial crisis and market fragmentation could be a key factors in implementing a merger between them. Because of high-fixed costs and trading platform, a single consolidated stock exchange may benefit from significant economies of scale, particularly network effects, and economies of scope. Practical implications – This paper could be useful to Security and Commodity Authority, in order to support a merger between Dubai and Abu Dhabi Stock Exchange. Given that UAE capital market regulator has tried to improve efficiency in UAE stock market over the last years, a merger between UAE Stock Exchanges could have positive effects on overall efficiency. Originality/value – It is the first paper that analyze UAE Stock Exchange industry. It is the first study that focusses on a potential merger between emerging markets’ stock exchanges. It is one of the first contributions that relates stock exchanges belonging to emerging and developed countries.
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Tesis sobre el tema "Financial exchange"

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Yuan, Chunming. "Essays on exchange rate behavior and financial anomalies". Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1621833961&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Kashani, Mohammad Feghhi. "Exchange rate regimes and financial repression". Thesis, University of York, 1998. http://etheses.whiterose.ac.uk/2467/.

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Dong, Xue. "Foreign exchange rate and financial market imperfections". Thesis, Cardiff University, 2018. http://orca.cf.ac.uk/111019/.

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The thesis discusses exchange rate dynamics in a small open economy Real Business Cycle model with financial frictions, aiming to investigate whether financial frictions in the global capacity to bear exchange rate risk had influences on Sterling real exchange rate dynamics between 1975 and 2016. In the model, international financial intermediaries as arbitrageurs face credit constraints and bear the risks caused by imbalances in the supply and demand of international bonds. The model has been estimated by using a simulation-based Indirect Inference approach, which provides a natural framework for testing the hypothesis implied by the model. The basic idea of Indirect Inference estimation is to search across model’s parameter space for the parameter set that the simulated data and the observed data look statistically the same from the vantage point of the chosen auxiliary model. The result shows that a comfortable non-rejection of the hypothesis that exchange rate dynamics are affected by financial forces at 5% significant level. It implies that financiers indeed require a risk premium to intermediate capital flows, and the uncovered interest parity fails to hold. Monte Carlo experiments support that the power of the Indirect Inference test to reject a false hypothesis is high; hence the results could be relied on. Empirical studies based on estimated model address that financial frictions will act as amplifiers of external shocks on the real exchange rate and other key UK macroeconomic variables. In addition, shocks to financial forces are the main driving forces behind large and sudden depreciations of the sterling exchange rates in the aftermath of the collapse of Lehman Brothers and the Brexit vote.
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Yang, Dan. "Financial fraud in Chinese stock exchange listed companies". Thesis, University of Aberdeen, 2010. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=163152.

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This thesis develops an analysis of the prevalence and determinants of financial fraud as identified in the Chinese listed firms over the period 1996 to 2007. First, theoretical analysis on the determinants of financial fraud, from its subjective, objective and conditional aspects, provides an understanding of why financial fraud happened as it did.  The conditional aspect (corporate governance mechanisms) is highlighted since it is controllable in reducing the probability of fraudulent reporting.  Data from the Chinese stock market is accessed, organised, and analyzed to support the analysis. Second, the prevalence and nature of fraud uncovered in the supervision of listed companies in Chinese stock exchanges is identified.  From data reported by the China Securities Regulatory Commission, the incidence and prevalence of cases of fraud identified through regulation is investigated. I show how fraudulent activity can be categorised, how its nature has evolved over time, how business sectors are differentially prone to fraud, and what modes of fraudulent activity have been recorded. Third, the key interest of this research lies in the investigation of the argument that companies are more, or less, prone to fraudulent reporting by reason of:  Their ownership structure; Their corporate governance characteristics; and/or Their numerical characteristics in financial reporting. 82 fraudulent financial statements from 40 listed companies identified by the China Securities Regulatory Commission are selected as the study sample, and 82 control peers are selected, to correspond to the study sample as closely as possible, regarding the assets size and industries.  Findings challenge the conventional arguments which have been supported based on data from western countries.  Conventional arguments show financial fraud is associated with weakness of governance in western companies (e.g. Beasley et al., 2000) and with patterns of ownership that would indicate reduced agency control by shareholders.  However, my finding reveals that in China ownership concentration is negatively associated with reported fraud; and as for some oft-discussed corporate governance characteristics (e.g. the supervisory board, audit committee, independent directors), the fraud firms and their non-fraud peers are not statistically distinct, suggesting that corporate governance mechanisms that are designed to reduce the probability of financial fraud fail to work in the Chinese market.  The negative results in this research contribute by updating our understanding of the determinants of financial statement fraud; the supervision of China’s equity markets; and whether it can be considered effective in uncovering financial fraud.
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Yudaeva, Ksenia 1970. "Essays on financial sector, inflation and exchange rates". Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/10111.

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Slavtcheva, Dessislava. "Financial Development, Exchange Rate Regimes, and Productivity Growth". Thesis, Boston College, 2011. http://hdl.handle.net/2345/2172.

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Thesis advisor: Fabio Ghironi
My doctoral dissertation studies the interaction between financial development, exchange rate regimes and productivity growth. The first chapter provides a microfounded, quantitative model that rationalizes recent empirical evidence by Aghion et al (2009), who find that fixed exchange rate regimes lead to higher long-run productivity growth in countries with low financial development, while the effect in financially developed countries is insignificant. The channel that explains this evidence in my model is the following: A fixed exchange rate regime leads to lower inflation when the money growth is otherwise high. In turn, lower inflation results in higher long-run productivity growth since financial intermediaries hold a fraction of deposits as reserves, whose return is lower than the market rate and, thus, is affected by inflation. The lower return paid on reserves drives a wedge between the return paid on deposits and the return paid on loans by reducing the former and increasing the latter. In turn, this reduces entry of new innovators in the economy and, consequently, productivity growth. I show that the negative effect of flexible exchange rate regimes on growth is larger for countries with lower levels of financial development because inflation and the fraction of deposits held as reserves are higher in these countries. In the second chapter, I perform panel-data analysis to find how much of the effect of exchange rate regimes on productivity growth, documented previously by Aghion et al. (2009), can be accounted for by the channel proposed in the first chapter of my dissertation. I use data for 83 countries over the period 1960-2000. The data comes from the Penn World Table, World Development Indicators, International Financial Statistics, and the Reinhart and Rogoff classification of exchange rate regimes. I use the GMM system estimator and regress productivity growth on financial development, a variable describing the exchange rate regime, growth controls, as well as bank reserve ratios. I find that when the interaction effect of inflation and financial development or the interaction of the reserve ratio and financial development are added to the regression used by Aghion et al. (2009), the exchange rate regime effect on productivity growth in less financially developed countries is no longer significant. This implies that the channel proposed in the first chapter of my dissertation can explain most of the initial empirical results. The third chapter explores the short-run effect of exchange rate regimes on the macroeconomic performance of a small open economy with endogenous productivity growth and underdeveloped financial markets when the home economy is subject to shocks. I use the model introduced in the first chapter, add nominal price rigidities, and calculate impulse responses, given a productivity shock and a shock to the foreign nominal interest rate. I also calculate second moments implied by the model and compare them to empirical second moments. The results show that after a positive exogenous productivity shock, productivity growth, output and consumption increase more under the flexible exchange rate regime. However, given an increase in the foreign nominal interest rate, productivity growth falls but the reduction in productivity growth is smaller under the fixed exchange rate regime. In addition, output and consumption fall after the shock, however, the reduction of consumption and output is higher under the fixed exchange rate regime. I also find that after both shocks analyzed here, welfare is higher under the fixed exchange rate regime. The model is also able to match some features of business cycles in developing countries
Thesis (PhD) — Boston College, 2011
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
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Rosowsky, Y. I. "Financial space : pattern recognition for foreign exchange forecasting". Thesis, University College London (University of London), 2013. http://discovery.ucl.ac.uk/1407699/.

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We investigate the use of rejection applied to supervised learning for predicting the price direction of five foreign exchange currencies. We present two novel models which specifically take into account the random walk hypothesis when learning and predicting financial datasets. Both models project and then search a feature space for patterns and neighbourhoods unlikely to have arisen from a random process. The models invoke the human reply to an unfamiliar question of ‘I don’t know’ by rejecting (ignoring) training and/or test samples which do not satisfy checks for spurious relationships. The novel algorithms within this thesis are shown to significantly improve on both forecasting accuracy and economic viability when compared to several supervised learning reject and non-reject algorithms - the k-nearest neighbour and support vector machine algorithms are the main source of comparison. Reject-based models in general are shown to improve on the non-reject methods. Furthermore, several other contributions are noted within this thesis, namely: i) introducing intra-day data for forecasting daily price changes improves accuracy, ii) reducing the size of the time steps from one day to five minutes increased accuracy across all models; iii) forecasting accuracy was nearly always shown to reduce, across all models, after the events of the credit crisis (the years 2007 and 2009 are compared).
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Watermeyer, Renen. "The JSE Stock Exchange News Service : the impact of SENS announcements on trading activity on the JSE securities exchange". Master's thesis, University of Cape Town, 2011. http://hdl.handle.net/11427/11418.

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Includes bibliographical references (leaves 90-92).
Almost all models of market behaviour in some way or another, suppose some causality between news or information, and market prices. This study seeks to explore the relationship between information and the behaviour of investors. Specifically, it will examine the impact of Stock Exchange News Service Announcements (SENS Announcements) on trading volumes.
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Lai, Shu-Ching. "Essays on financial economics". Diss., Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/28934.

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Bagdatoglou, George. "Exchange rate determination and cross-border financial market interdependence". Thesis, Brunel University, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.436537.

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Libros sobre el tema "Financial exchange"

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Chartered Institute of Public Finance and Accountancy., ed. Financial modelling exchange service. London: Chartered Institute of Public Finance and Accountancy, 1985.

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The Financial daily, research. Karachi: DR Communication, 2009.

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Eichengreen, Barry J. Exchange rates and financial fragility. Cambridge, MA: National Bureau of Economic Research, 1999.

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Edinburgh (Scotland). City Development Department., ed. The Exchange area: Financial district. Edinburgh: City of Edinburgh Co., City Development Dept., 2000.

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Lane, Philip R. Financial globalization and exchange rates. London: Centre for Economic Performance, London School of Economics and Political Science, 2004.

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Lane, Philip R. Financial globalization and exchange rates. Washington, D.C: International Monetary Fund, Research Dept., 2005.

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Omole, D. A. Impact of financial reforms on the Nigerian stock exchange. Ibadan: Nigerian Institute of Social and Economic Research (NISER), 1993.

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NATO Advanced Research Workshop on a Reappraisal of the Efficiency of Financial Markets (1988 Sezimbra, Portugal). A reappraisal of the efficiency of financial markets. Berlin: Springer-Verlag, 1989.

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Kallianiotis, John N. International Financial Transactions and Exchange Rates. New York: Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137356932.

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Kallianiotis, John N. Exchange Rates and International Financial Economics. New York: Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137318886.

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Capítulos de libros sobre el tema "Financial exchange"

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Errington, Charles. "Foreign Exchange". En Financial Engineering, 122–50. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-13268-3_8.

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Alexander, David. "Stock Exchange requirements". En Financial Reporting, 198–99. Boston, MA: Springer US, 1990. http://dx.doi.org/10.1007/978-1-4899-7118-0_15.

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Kolb, Robert W. "Foreign Exchange Derivatives". En Financial Derivatives, 115–23. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch8.

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Messenger, Sally y Humphrey Shaw. "Managing Foreign Exchange". En Financial Management, 232–39. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13080-1_20.

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Ekstrand, Christian. "Foreign Exchange". En Financial Derivatives Modeling, 281–96. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22155-2_14.

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Jacque, Laurent L. "The Foreign Exchange Market". En Financial Engineering, 159–89. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch7.

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García, Francisco Javier Población. "Exchange Rate Risk". En Financial Risk Management, 135–53. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_6.

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Simmonds, Andy. "Bills of Exchange". En Mastering Financial Accounting, 401–5. London: Macmillan Education UK, 1986. http://dx.doi.org/10.1007/978-1-349-18430-9_28.

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Rutterford, Janette. "Financial futures". En Introduction to Stock Exchange Investment, 162–85. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-23045-7_6.

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Attfield, Chris y Mel Mayne. "Systematic Trading in Foreign Exchange". En Financial Engineering, 337–65. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch16.

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Actas de conferencias sobre el tema "Financial exchange"

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"AN EXCHANGE SERVICE FOR FINANCIAL MARKETS". En 6th International Conference on Enterprise Information Systems. SciTePress - Science and and Technology Publications, 2004. http://dx.doi.org/10.5220/0002626604030410.

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Li, Yanli. "Estimating Equilibrium Real Exchange Rate and Real Exchange Rate Misalignment of Chinese Yuan: 1980-2007". En 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.179.

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Kayani, Ghulam Mujtaba, Xiao-feng Hui y Saqib Gulzar. "Financial contagion: Impact of global financial crisis on exchange rate of emerging economies". En 2014 International Conference on Management Science and Engineering (ICMSE). IEEE, 2014. http://dx.doi.org/10.1109/icmse.2014.6930388.

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Qian, Li. "How to forecast exchange rate, an unanswered puzzle". En 2010 International Conference on Financial Theory and Engineering (ICFTE). IEEE, 2010. http://dx.doi.org/10.1109/icfte.2010.5499390.

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Yaşar, Aysu y Kenan Terzioğlu. "Long Memory in Exchange Rate Volatility". En International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02560.

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Considering rapidly evolving technology and effective markets, wherein information and news are quickly and effectively reflected in financial asset prices, the positions of investors trading in financial markets regarding financial asset prices vary according to the continuous stream of information coming to the market. However, markets are not fully efficient in terms of maintaining a long memory that enables future pricing estimates based on the past market price of the financial asset. Revealing the existence of a long memory structure is essential to the development of monetary policies since exchange rates that tend to return to average exert high resistance. In this study, the exchange rate’s long-range dependence is determined in the scope of the log-periodogram estimator and using a fractional model structure, the average model, and the variance model structure related to the exchange rate between February 22, 2001–March 16, 2020 are examined. In this context, the parameters in the model allow an examination of the long memory process. According to the fractionally integrated exponential generalized autoregressive conditional heteroskedasticity model, it is determined that the effects of shocks in the exchange rate market continue and persist for a long period. Policy suggestions within the scope of exchange rates are evaluated within model outputs.
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Shangguan, Xuming. "Logistics Information Exchange Pattern Base on ebXML". En 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.31.

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Jothimani, Dhanya, Can Kavaklioglu y Ayse Basar. "Financial Networks: A Study of the Toronto Stock Exchange". En 2018 IEEE International Conference on Big Data (Big Data). IEEE, 2018. http://dx.doi.org/10.1109/bigdata.2018.8621969.

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Tongkamonwat, Pheerasak y Pattarasinee Bhattarakosol. "IFIX: A new information exchange framework for financial organizations". En 2015 2nd International Conference on Advanced Informatics: Concepts, Theory and Applications (ICAICTA). IEEE, 2015. http://dx.doi.org/10.1109/icaicta.2015.7335370.

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Chen, Xiu-lian. "Empirical analysis of tourism foreign exchange receipt in China". En 2010 International Conference on Financial Theory and Engineering (ICFTE). IEEE, 2010. http://dx.doi.org/10.1109/icfte.2010.5499362.

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Haider, Sajjad y Mohammed Nishat. "On Testing Efficiency of Karachi Stock Exchange Using Computational Intelligence". En 2009 International Conference on Information and Financial Engineering, ICIFE. IEEE, 2009. http://dx.doi.org/10.1109/icife.2009.31.

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Informes sobre el tema "Financial exchange"

1

Eichengreen, Barry y Ricardo Hausmann. Exchange Rates and Financial Fragility. Cambridge, MA: National Bureau of Economic Research, noviembre de 1999. http://dx.doi.org/10.3386/w7418.

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2

Grilli, Vittorio y Nouriel Roubini. Financial Integration, Liquidity and Exchange Rates. Cambridge, MA: National Bureau of Economic Research, agosto de 1989. http://dx.doi.org/10.3386/w3088.

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3

Chang, Roberto y Andres Velasco. Financial Fragility and the Exchange Rate Regime. Cambridge, MA: National Bureau of Economic Research, marzo de 1998. http://dx.doi.org/10.3386/w6469.

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4

Aizenman, Joshua y Ricardo Hausmann. Exchange Rate Regimes and Financial-Market Imperfections. Cambridge, MA: National Bureau of Economic Research, junio de 2000. http://dx.doi.org/10.3386/w7738.

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5

Lane, Philip y Jay Shambaugh. Financial Exchange Rates and International Currency Exposures. Cambridge, MA: National Bureau of Economic Research, septiembre de 2007. http://dx.doi.org/10.3386/w13433.

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6

Stockman, Alan y Alejandro Hernandez D. Exchange Controls, Capital Controls, and International Financial Markets. Cambridge, MA: National Bureau of Economic Research, octubre de 1985. http://dx.doi.org/10.3386/w1755.

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Burnside, Craig, Martin Eichenbaum y Sergio Rebelo. Hedging and Financial Fragility in Fixed Exchange Rate Regimes. Cambridge, MA: National Bureau of Economic Research, mayo de 1999. http://dx.doi.org/10.3386/w7143.

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8

Molodtsova, Tanya y David Papell. Taylor Rule Exchange Rate Forecasting During the Financial Crisis. Cambridge, MA: National Bureau of Economic Research, agosto de 2012. http://dx.doi.org/10.3386/w18330.

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9

Li, Sida, Mao Ye y Miles Zheng. Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types. Cambridge, MA: National Bureau of Economic Research, febrero de 2021. http://dx.doi.org/10.3386/w28515.

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10

McCracken, Michael W. Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'. Federal Reserve Bank of St. Louis, 2012. http://dx.doi.org/10.20955/wp.2012.030.

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