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Опубліковано: 26 липня 2024
Оновлено: 27 липня 2024

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Статті в журналах з теми "Exchange (Foreign)"

1

Adrienne. "Foreign Exchange." Nursing Standard 2, no. 32 (May 14, 1988): 15. http://dx.doi.org/10.7748/ns.2.32.15.s114.

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2

Rieck, William A., and Donna E. Dugger Wadsworth. "Foreign Exchange." Intervention in School and Clinic 35, no. 1 (September 1999): 22–28. http://dx.doi.org/10.1177/105345129903500104.

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3

Paton, A. "Foreign exchange." Postgraduate Medical Journal 62, no. 726 (April 1, 1986): 311–12. http://dx.doi.org/10.1136/pgmj.62.726.311.

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4

Khadafi, Muammar, Ilham Mirsal, Gebrina Rezeki, and Nazaruddin Yusuf. "Foreign Exchange." Al-Hiwalah : Journal Syariah Economic Law 2, no. 2 (December 22, 2023): 191–223. http://dx.doi.org/10.47766/alhiwalah.v2i2.1947.

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ABSTRAK Devisa adalah pertukaran dua jenis barang berharga atau jual beli uang dengan uang atau jual beli antar barang sejenis secara tunai, jual beli atau penukaran mata uang suatu negara dengan mata uang negara lain, misalnya rupiah dengan dollar dan lain sebagainya. Rumusannya adalah 1) Apa prinsip ideal dalam transaksi valuta asing dan relevansi fatwa Dewan Syariah Nasional. 2) Bagaimana ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe. Penelitian ini termasuk penelitian lapangan yang bersifat deskriptif dan menggunakan data kualitatif. Hasil penelitian mengenai transaksi jual beli mata uang pada prinsipnya diperbolehkan dengan ketentuan sebagai berikut: a. Bukan untuk spekulasi. B.Ada kebutuhan transaksi atau untuk berjaga-jaga. C. Jika transaksi dilakukan dalam mata uang yang sama, maka nilainya harus sama dan sama dengan uang tunai. D. jika jenisnya berbeda, maka harus dilakukan dengan kurs (kurs) yang berlaku pada saat transaksi dilakukan dan secara tunai.Kedua, ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe yaitu akad Al-Sharf diperbolehkan dengan ketentuan sebagai berikut: pertama, tidak untuk berspekulasi, kedua, untuk keperluan transaksi atau untuk berjaga-jaga, ketiga , jika transaksi dilakukan dengan mata uang yang sama maka Karena harus sama dan tunai sebelum kedua belah pihak berpisah dan tidak ada syarat khiyar, keempat, jika berbeda jenis maka harus dilakukan dengan kurs di berlaku pada saat transaksi dilakukan secara tunai. nilainya harus sama dan sama dengan uang tunai. D. jika jenisnya berbeda, maka harus dilakukan dengan kurs (kurs) yang berlaku pada saat transaksi dilakukan dan secara tunai.Kedua, ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe yaitu akad Al-Sharf diperbolehkan dengan ketentuan sebagai berikut: pertama, tidak untuk berspekulasi, kedua, untuk keperluan transaksi atau untuk berjaga-jaga, ketiga , jika transaksi dilakukan dengan mata uang yang sama maka Karena harus sama dan tunai sebelum kedua belah pihak berpisah dan tidak ada syarat khiyar, keempat, jika berbeda jenis maka harus dilakukan dengan kurs di berlaku pada saat transaksi dilakukan secara tunai. nilainya harus sama dan sama dengan uang tunai. D. jika jenisnya berbeda, maka harus dilakukan dengan kurs (kurs) yang berlaku pada saat transaksi dilakukan dan secara tunai.Kedua, ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe yaitu akad Al-Sharf diperbolehkan dengan ketentuan sebagai berikut: pertama, tidak untuk berspekulasi, kedua, untuk keperluan transaksi atau untuk berjaga-jaga, ketiga , jika transaksi dilakukan dengan mata uang yang sama maka Karena harus sama dan tunai sebelum kedua belah pihak berpisah dan tidak ada syarat khiyar, keempat, jika berbeda jenis maka harus dilakukan dengan kurs di berlaku pada saat transaksi dilakukan secara tunai. itu harus dilakukan dengan kurs (kurs) yang berlaku pada saat transaksi dilakukan dan secara tunai.Kedua, ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe yaitu akad Al-Sharf diperbolehkan dengan syarat: pertama, tidak untuk spekulasi, kedua, untuk keperluan transaksi atau untuk berjaga-jaga, ketiga , jika transaksi dilakukan dengan mata uang yang sama maka nilainya harus sama dan tunai sebelum kedua belah pihak berpisah dan tidak ada syarat khiyar, keempat, jika berbeda jenis maka harus dilakukan dengan kurs di berlaku pada saat transaksi dilakukan secara tunai. itu harus dilakukan dengan kurs (kurs) yang berlaku pada saat transaksi dilakukan dan secara tunai. Kedua, ketentuan devisa menurut pandangan anggota Majelis Permusyawaratan Ulama Lhokseumawe yaitu akad Al-Sharf diperbolehkan dengan syarat: pertama, tidak untuk berspekulasi, kedua, untuk keperluan transaksi atau untuk berjaga-jaga, ketiga , jika transaksi dilakukan dengan mata uang yang sama maka nilainya harus sama dan tunai sebelum kedua belah pihak berpisah dan tidak ada syarat khiyar, keempat, jika berbeda jenis maka harus dilakukan dengan kurs di berlaku pada saat transaksi dilakukan secara tunai.
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5

Sitnik, A. A. "Foreign exchange regulation and foreign exchange control in brazil." Courier of Kutafin Moscow State Law University (MSAL)) 1, no. 8 (October 13, 2020): 86–92. http://dx.doi.org/10.17803/2311-5998.2020.72.8.086-092.

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6

Rahim, Muhammad Abdur, and Zahangin Alam. "Foreign Exchange Reserves." International Journal of Finance & Banking Studies (2147-4486) 2, no. 4 (October 21, 2013): 1–12. http://dx.doi.org/10.20525/ijfbs.v2i4.159.

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This study is about foreign exchange reserves of Bangladesh. The main purpose of this study is to the influence of exchange rateson foreign exchange reserves to the Bangladesh context. Both the primary and secondary data has been used in this study. The primary data has been collected through a structured questionnaire from 50 respondents. The secondary data, namely Bangladesh foreign exchange reserves (FER), Bangladesh current account balance (CAB), Bangladesh capital and financial account balance (CFAB), and BDT/USD exchange rates (ER). This study covers yearly data from July 01, 1996 to June 30, 2005 and quarterly data from July 01, 2005 to June 30, 2012. Findings of this study shows that out of the selected 16 factors affecting foreign exchange reserves, exchange rates occupy the first position, weighted average score (WAS) being 4.56. Foreign exchange reserves (FER) and current account balance (CAB) have increased by 502.9087% and 1451.218%, whereas capital and financial account (CFAB) has decreased by -649.024% on June 30, 2012 compared to June 30, 1997. The influence of other factors held constant, as ER changes by 285.6894 units due to one unit change in FER, on average in the same direction which represents that ER has positive effect on the FER and this relationship is statistically significant. 62.1526 percent of the variation in FER is explained by ER. The outcomes of Breusch-Godfrey test (LM test), ARCH test, and the Normality test are that there is a serial correlation among residuals, the variance of residuals is not constant, and the residuals are not normally distributed.
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7

Lieb-Lundell, Cornelia. "Foreign Exchange Corner." Pediatric Physical Therapy 1, no. 2 (1989): 99. http://dx.doi.org/10.1097/00001577-198901020-00021.

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8

Havenner, Arthur, and Bagher Modjtahedi. "Foreign exchange rates." Journal of Econometrics 37, no. 2 (February 1988): 251–64. http://dx.doi.org/10.1016/0304-4076(88)90005-x.

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9

Froot, Kenneth A., and Richard H. Thaler. "Anomalies: Foreign Exchange." Journal of Economic Perspectives 4, no. 3 (August 1, 1990): 179–92. http://dx.doi.org/10.1257/jep.4.3.179.

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In what follows, we discuss the efficiency of foreign exchange markets. To manage what would otherwise be an enormous task, the question of efficiency is viewed below from the perspective of a single type of test: the test for what is called the forward discount bias. This test is easy to understand, and since it strongly rejects the null hypothesis, statistical power is not an issue. Naturally, in discussing this particular test we mention a variety of other empirical work designed to shed light on alternative explanations of the results.
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10

Hogan, Warren. "Foreign Debt and Foreign Exchange Markets." Economic Analysis and Policy 25, no. 2 (September 1995): 99–121. http://dx.doi.org/10.1016/s0313-5926(95)50020-7.

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Дисертації з теми "Exchange (Foreign)"

1

Dincer, Bayram. "Foreign Exchange Volatilities." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/04602538002/$FILE/04602538002.pdf.

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2

Muller, Aline. "Foreign exchange risk exposure." [Maastricht : Maastricht : Universiteit Maastricht] ; University Library, Maastricht University [Host], 2005. http://arno.unimaas.nl/show.cgi?fid=6455.

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3

Ivanova, Yuliya Rumenova. "Essays in foreign exchange." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1642.

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This thesis consists of three chapters and focuses on the relationship between foreign exchange rates and other areas of Finance. The first chapter is sole-authored and is titled `Foreign Exchange Rate Exposure and Corporate Policies.' The second chapter is coauthored work with Professor Emeritus Paul Weller, Assistant Vice President Chris Neely and Professor David Rapach and is titled `Can Risk Explain the Profitability of Technical Trading in Currency Markets.' The third chapter is titled `Foreign Exchange Movements and Cross-country Fund Allocation Decisions.' In the first chapter, I examine the relationship between foreign exchange rate exposure and corporate policies. Despite the fact that empirical tests estimate foreign exchange rate exposure net of corporate hedging, there are still firms that exhibit significant residual exposures. It is believed that when faced with higher foreign exchange rate exposure, companies are more likely to run into an underinvestment problem. Therefore, in the current study I explore whether foreign exchange rate exposure is reflected in corporate policies beyond hedging. I establish that companies with higher foreign exchange rate exposure tend to hold more cash, have a higher likelihood of accessing capital markets and are less likely to issue dividends. Further, the relationship between foreign exchange rate exposure and these corporate policies is more pronounced for firms for which the underinvestment problem is likely to be more severe, namely firms with higher growth opportunities and firms operating in more competitive industries. Additionally, I find that half of the significant foreign exchange rate exposures in my sample come from firms with only domestic sales. Thus, I believe that foreign exchange rate exposure is relevant not only to the decisions of multinational corporations with international involvement and deserves additional investigation. The second chapter examines the robust finding that technical trading rules applied to foreign exchange markets have earned substantial excess returns over long periods of time. However, the approach to risk adjustment has typically been rather cursory, and has tended to focus on the CAPM. We examine the returns to a set of dynamic trading rules and look at the explanatory power of a wide range of models: CAPM, quadratic CAPM, C-CAPM, Carhart's 4-factor model, an extended C-CAPM with durable consumption, Lustig-Verdelhan (LV) factors, volatility and skewness. Although skewness has some modest explanatory power for the observed excess returns, no model can plausibly account for the very strong evidence in favor of the profitability of technical analysis in the foreign exchange market. We conclude that these findings strengthen the case for considering models incorporating cognitive bias and the processes of learning and adaptation, as exemplified in the Adaptive Markets Hypothesis. The third chapter is motivated by the fact that success of investment in international equity markets is a function of the stock picking ability of the manager within the particular foreign market as well as the (un)favorable foreign exchange rate movements against the domestic currency. Therefore, the objective of this paper is to study in more detail the relationship between currency returns and the cross country equity flows of U.S. international equity mutual funds. We are interested whether mutual funds are able to take advantage of beneficial currency movements and more importantly whether they destroy value through inappropriate currency positions. We establish that funds are better at managing contemporaneous changes in currency movements rather than at predicting future changes. We find that 80% of the funds increase their portfolio exposure to a particular currency (by increasing the relevant country allocation) when it has positive returns and decrease the exposure to that currency when it has negative returns. Further, the average fund does not create or destroy significant value through its country allocation decisions. Moreover, mutual fund managers do not have an advantage in predicting certain currencies over others. Most importantly however, it has to be noted that international mutual funds are not eroding value through their currency management even in the case of the most active funds.
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4

Gau, Yin-Feng. "Heteroskedastic volatility of foreign exchange rates /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1997. http://wwwlib.umi.com/cr/ucsd/fullcit?p9804526.

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5

Bertolini, Lorenzo. "Trading foreign exchange carry portfolios." Thesis, City University London, 2011. http://openaccess.city.ac.uk/1090/.

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Foreign exchange carry trades involve buying high yielding currencies while selling low yielding currencies. Contrary to the implications of the uncovered interest parity condition, carry trades have generated consistent profits in the past decades. As foreign exchange has gained increased relevance as an asset class in its own, the carry trade emerged as a major driver of foreign exchange market turnover. Given the widespread use and ease of implementation of carry strategies, active currency managers should be evaluated relative to a benchmark which incorporates a proxy for carry trade returns. Within this thesis we study the profitability of various carry portfolio strategies on a very recent data set ranging from the 1st of January 1999 to the 5th of March 2010. Within three distinct empirical chapters we analyse whether different asset allocation, market-timing and money management methodologies have the potential to improve the performance of a simple carry portfolio, such as the one implemented by the Currency Harvest exchange traded fund by Deutsche Bank. Three main findings emerge from our investigation on carry trade portfolios. First, we find that a simple carry trade proxy is difficult to outperform with asset allocation and market-timing techniques. Nevertheless, we would not conclude that professional currency managers should cease to implement carry strategies, since they can add value to the investment process by successfully addressing the issue of optimal leveraging for carry trades. Second, we find that the portfolio flows of carry traders do uncover pockets of predictability in the FX market. Strategies which aim at front-running the trades of carry strategies, do generate positive returns with low correlations to traditional carry trade strategies and therefore offer good diversification vehicles for carry portfolios. Lastly, we find that while profitable market-timing seems feasible on historical backtests, the results are strongly dependent on the correctly timing the credit crisis. Thus, we note that our results are affected by a lookback bias. We posit that before the credit crisis, portfolio managers would not have had the foresight to select the correct market-timing indicators. We thus advocate a broad diversification of risk indicators for carry trade timing.
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6

Li, He. "Foreign exchange intervention in China." Thesis, Durham University, 2017. http://etheses.dur.ac.uk/11995/.

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This thesis investigates the behaviour of foreign exchange intervention in China and its effects on the RMB’s exchange rate levels and volatility. The research first examines what drives Chinese central bank’s intervention through buying and selling foreign exchange (the CB intervention) in a bivariate probit model and shows that intervention is driven by an array of factors including exchange rate deviations, conditional volatility, national economic conditions, interest rate differentials. The PBOC conducts intervention in a leaning-against-the-wind fashion in the medium term, while leaning-with-the-wind intervention is used in the short term. The thesis next focuses on the intervention in the central parity rate (the CPR intervention). Evidence from a Bayes Tobit model shows that the CPR intervention is determined by the market price (proxied by the proposed price by designated market makers), broad currency index and the yield curve spread. The PBOC adopts a leaning-against-the-wind strategy for the intervention in that when the market price appreciates (depreciates), the PBOC sets a higher (lower) central parity rate to dampen or even reverse the appreciation (depreciation). To what extent the CB and CPR interventions are effective is then estimated in threshold GARCH models. Results show that while CPR intervention focuses on combating appreciation, intervention by the central bank’s purchase or sale operations (CB intervention) impacts on exchange rate levels when the RMB depreciates. While interventions would move exchange rate levels to the direction desired by the authorities, they tend to increase exchange rate volatility. Finally, event study methodology is deployed to explore the properties and impacts of China’s oral intervention. The estimation adopts four criteria (event, direction, reversal and smoothing) to test to what extent oral intervention is effective. Evidence indicates oral intervention through exchange rate communications can influence exchange rate levels and the RMB exchange rate is responsive to international pressure. Furthermore, sequential oral interventions can reduce exchange rate volatility.
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Mukherjee, Satrajit. "Essays on foreign exchange markets." Thesis, Queen's University Belfast, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695863.

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Market microstructure and imperfect information in macroeconomics both highlight the importance of private information in a rational expectations framework. This thesis draws on both sources to understand exchange rate forecasting errors. A theoretical model is developed showing that exchange rate forecasting errors depend on both forecast revisions as in the Woodford imperfect information model and order flow as in the Evans-Lyons simultaneous trade model. Empirically, the results were encouraging and the analysis concluded that apparently irrational forecast errors in the foreign exchange markets can be rationally explained by forecast revisions and order flow.
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Liu, Kit-ying Ida. "Empirical exchange rate models : out-of-sample forecasts for the HK$/Yen exchange rate /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B20666895.

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9

Lui, Man Chee Ian. "The myths and beliefs of foreign investors in Asian emerging stock markets : the case of Malaysia /." View thesis View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030506.132049/index.html.

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Анотація:
Thesis (D.B.A.) -- University of Western Sydney, Nepean, 2001.
Thesis submitted for the degree of Doctor of Business Administration, University of Western Sydney, Nepean, 2001. Includes bibliographical references.
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10

Kim, Chung-Han. "Empirical studies of real exchange rates : heteroskedasticity, cross exchange rate correlation, forecasting /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/7396.

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Книги з теми "Exchange (Foreign)"

1

Iqbal, Adam S. Foreign Exchange. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93555-9.

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2

Weithers, Tim, ed. Foreign Exchange. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201601.

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Whitley, Jackie, ed. Foreign Exchange. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12901-0.

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4

Charlesworth, Monique. Foreign exchange. London: Sceptre, 1995.

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5

plc, DC Gardner Group, ed. Foreign exchange. [London]: DC Gardner Group, 1989.

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6

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

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7

1965-, Murphy Ryan, Falchuk Brad, and Brennan Ian (Television producer), eds. Foreign exchange. London: Scholastic, 2012.

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8

1955-, Evans Julian, ed. Foreign exchange. London: H. Hamilton, 1985.

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9

Söylemez, Arif Orçun. Foreign Exchange Rates. Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge focus on economics and finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003102809.

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DeRosa, David F. Foreign Exchange Operations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118729786.

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Частини книг з теми "Exchange (Foreign)"

1

Valdez, Stephen. "Foreign Exchange." In An Introduction to Global Financial Markets, 137–73. London: Macmillan Education UK, 1997. http://dx.doi.org/10.1007/978-1-349-25298-5_7.

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Valdez, Stephen. "Foreign Exchange." In An Introduction to Western Financial Markets, 126–58. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-22961-1_7.

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Valdez, Stephen. "Foreign Exchange." In An Introduction to Global Financial Markets, 225–53. London: Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-0-230-20719-6_9.

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Valdez, Stephen, and Philip Molyneux. "Foreign Exchange." In An Introduction to Global Financial Markets, 308–37. London: Macmillan Education UK, 2016. http://dx.doi.org/10.1007/978-1-137-50833-1_11.

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5

Brockhaus, Oliver. "Foreign Exchange." In Equity Derivatives and Hybrids, 222–28. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_15.

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6

Sutherland, Andrew, and Jason Court. "Foreign Exchange." In The Front Office Manual, 116–33. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137030696_6.

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Orr, Bill. "Foreign Exchange." In The Global Economy in the 90s, 165–74. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-13009-2_7.

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Errington, Charles. "Foreign Exchange." In 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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9

Waxman, Leonard. "Foreign Exchange." In Questions and Answers on Finance of International Trade, 39–62. Dordrecht: Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-009-4966-9_9.

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Valdez, Stephen, and Philip Molyneux. "Foreign Exchange." In An Introduction to Global Financial Markets, 321–49. London: Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-08887-1_11.

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Тези доповідей конференцій з теми "Exchange (Foreign)"

1

Bisi, Lorenzo, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, and Cristiana Corno. "Foreign exchange trading." In ICAIF '20: ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3383455.3422571.

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2

Abry, Patrice, Yannick Malevergne, Herwig Wendt, Stephane Jaffard, Marc Senneret, and Laurent Jaffres. "Foreign Exchange Multivariate Multifractal Analysis." In 2022 30th European Signal Processing Conference (EUSIPCO). IEEE, 2022. http://dx.doi.org/10.23919/eusipco55093.2022.9909911.

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3

Pan, Zhi-bin. "Decomposing exchange rate risk of Chinese foreign exchange reserves." In 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669067.

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4

Cross, D. W., C. J. Hinde, and M. D. Sykora. "Predicting fluctuations in foreign exchange rates." In 2013 13th UK Workshop on Computational Intelligence (UKCI). IEEE, 2013. http://dx.doi.org/10.1109/ukci.2013.6651318.

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5

Nootyaskool, Supakit, and Wuttichow Choengtong. "Hidden Markov Models predict foreign exchange rate." In 2014 14th International Symposium on Communications and Information Technologies (ISCIT). IEEE, 2014. http://dx.doi.org/10.1109/iscit.2014.7011878.

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6

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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7

Desai, Nirmit, Amit K. Chopra, Matthew Arrott, Bill Specht, and Munindar P. Singh. "Engineering Foreign Exchange Processes via Commitment Protocols." In IEEE International Conference on Services Computing (SCC 2007). IEEE, 2007. http://dx.doi.org/10.1109/scc.2007.58.

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8

Fernández, M., Jesús E. García, V. A. González-López, N. Romano, and J. F. Tessler. "Foreign exchange dependence through different copula models." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2017). Author(s), 2018. http://dx.doi.org/10.1063/1.5043822.

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9

"Asymmetric foreign exchange exposure: a sector analysis." In 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d8.lim.

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Raheem, Fanoon, and Nihla Iqbal. "Forecasting foreign exchange rate: Use of FbProphet." In 2021 International Research Conference on Smart Computing and Systems Engineering (SCSE). IEEE, 2021. http://dx.doi.org/10.1109/scse53661.2021.9568284.

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Звіти організацій з теми "Exchange (Foreign)"

1

Chang, Roberto. Foreign Exchange Intervention Redux. Cambridge, MA: National Bureau of Economic Research, March 2018. http://dx.doi.org/10.3386/w24463.

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2

Vargas-Herrera, Hernando, Andrés González-Gómez, and Diego Arturo Rodríguez-Guzmán. Foreign exchange intervention in Colombia. Bogotá, Colombia: Banco de la República, February 2013. http://dx.doi.org/10.32468/be.757.

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3

Fanelli, Sebastián, and Ludwig Straub. A Theory of Foreign Exchange Interventions. Cambridge, MA: National Bureau of Economic Research, September 2020. http://dx.doi.org/10.3386/w27872.

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4

Neely, Christopher J., Jason Higbee, and Hui Guo. Foreign Exchange Volatility is Priced in Equities,. Federal Reserve Bank of St. Louis, 2004. http://dx.doi.org/10.20955/wp.2004.029.

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5

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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6

Engel, Charles. A Model of Foreign Exchange Rate Indetermination. Cambridge, MA: National Bureau of Economic Research, September 1996. http://dx.doi.org/10.3386/w5766.

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7

Ito, Takatoshi. Foreign Exchange Rate Expectations: Micro Survey Data. Cambridge, MA: National Bureau of Economic Research, August 1988. http://dx.doi.org/10.3386/w2679.

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8

Davis, J. Scott, Michael Devereux, and Changhua Yu. Sudden Stops and Optimal Foreign Exchange Intervention. Cambridge, MA: National Bureau of Economic Research, November 2020. http://dx.doi.org/10.3386/w28079.

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9

Dumas, Bernard, and Bruno Solnik. The World Price of Foreign Exchange Risk. Cambridge, MA: National Bureau of Economic Research, September 1993. http://dx.doi.org/10.3386/w4459.

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10

Dominguez, Kathryn, and Freyan Panthaki. What Defines "News" in Foreign Exchange Markets? Cambridge, MA: National Bureau of Economic Research, November 2005. http://dx.doi.org/10.3386/w11769.

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