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Journal articles on the topic 'Forex market analysis'

Author: Grafiati

Published: 4 June 2021

Last updated: 10 February 2022

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1

Abednego, Luciana, and Cecilia Esti Nugraheni. "Forex Data Analysis using Weka." International Journal of Fuzzy Logic Systems 11, no. 1 (2021): 23–36. http://dx.doi.org/10.5121/ijfls.2021.11103.

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This paper conducts some experiments with forex trading data. The data being used is from kaggle.com, a website that provides datasets for machine learning and data scientists. The goal of the experiments is to know how to design many parameters in a forex trading robot. Some questions that want to be investigated are: How far the robot must set the stop loss or target profit level from the open position? When is the best time to apply for a forex robot that works only in a trending market? Which one is better: a forex trading robot that waits for a trending market or a robot that works during

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Miśkiewicz, Janusz. "Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market." Entropy 23, no. 3 (2021): 352. http://dx.doi.org/10.3390/e23030352.

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Within the paper, the problem of globalisation during financial crises is analysed. The research is based on the Forex exchange rates. In the analysis, the power law classification scheme (PLCS) is used. The study shows that during crises cross-correlations increase resulting in significant growth of cliques, and also the ranks of nodes on the converging time series network are growing. This suggests that the crises expose the globalisation processes, which can be verified by the proposed analysis.

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Emilia Pascal, Carmen. "An Analysis of Romanian Capital, Forex and Monetary Markets: Volatilities and Contagion." INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND BUSINESS ADMINISTRATION 6, no. 6 (2020): 41–50. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.66.1004.

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This paper focuses on stability relations for the Romanian main financial markets: capital, ForEx and monetary markets, as well as the intensity of the link between them and how they are interconnected, because this represents the best indicator of the situation of an economy, which is seen as a complex, adaptive and dynamic system, that is continuously changing. This analysis examines their deviation from the state of equilibrium, and what are the factors that modify this state. The study incorporates the markets evolution, their estimated volatilities, it shows that the most sensitive to the

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Olufemi, Adeyeye Patrick, Aluko Olufemi Adewale, and Migiro Stephen Oseko. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach." Journal of Economics and Behavioral Studies 9, no. 4(J) (2017): 122–31. http://dx.doi.org/10.22610/jebs.v9i4(j).1827.

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This study examines the efficiency of foreign exchange (forex) market of 10 selected countries in sub-Saharan Africa in the presence of structural break. It uses data on the average official exchange rate of currencies of the selected countries to the US dollar from November 1995 to October 2015. This study employs Perron unit root test with structural break to endogenously determine the break period in the forex markets. It also employs the Kim wild bootstrap variance ratio test and BDS independence test to detect linear and nonlinear dependence in forex market returns respectively. In the fu

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Olufemi, Adeyeye Patrick, Aluko Olufemi Adewale, and Migiro Stephen Oseko. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach." Journal of Economics and Behavioral Studies 9, no. 4 (2017): 122. http://dx.doi.org/10.22610/jebs.v9i4.1827.

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This study examines the efficiency of foreign exchange (forex) market of 10 selected countries in sub-Saharan Africa in the presence of structural break. It uses data on the average official exchange rate of currencies of the selected countries to the US dollar from November 1995 to October 2015. This study employs Perron unit root test with structural break to endogenously determine the break period in the forex markets. It also employs the Kim wild bootstrap variance ratio test and BDS independence test to detect linear and nonlinear dependence in forex market returns respectively. In the fu

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Zvonova, E. A. "Scenario Analysis of the Russian Forex Market Development Strategies." Economics, taxes & law 11, no. 6 (2018): 26–38. http://dx.doi.org/10.26794/1999-849x-2018-11-6-26-38.

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The subject of the research is the foresight into development strategies of the foreign exchange sector of the Russian financial market under the new geo-economic conditions and in the context of the international monetary system reform and sanctions on Russian transactions in the international financial market. The relevance of the problem is caused by the ruble volatility and strong fluctuations in the values of macroeconomic variables after 2014. The purpose of the research was to develop a scenario model for the development of the Russian forex market for the next three years based on thre

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Sekhar, Bichith C., and A. Umamaheswari. "A Study On Technical Analysis With Reference To International Forex." Think India 22, no. 3 (2019): 1129–44. http://dx.doi.org/10.26643/think-india.v22i3.8470.

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The foreign exchange market (Forex, FX, or currency market) is a global decentralized market for the trading of currencies. The foreign exchange market assists international trade and investments by enabling currency conversion. Our study is to test the technical tools to analyze about the technical impact and its return in the market. For this purpose 13 cross currency pairs were taken as sample size and Jensen’s Alpha, Beta, Relative Strength Index, and Buy and Hold Abnormal Return were used as technical tool for analysis and the conclusion is that it’s not preferred to invest in JPY pairs a

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Majerčáková, Daniela, and Michal Greguš. "The Creation of the Convenient Investment Strategy in Forex." European Journal of Economics and Business Studies 5, no. 1 (2019): 80. http://dx.doi.org/10.26417/ejes.v5i1.p80-88.

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Forex that belongs into the biggest and the most widespread financial markets in the world has the daily turnover that is assessed to more than 5 trillion USD. This fact is at the same time a temptation for investors and attracts them to trade in this market. Only the small percentage from this daily turnover is made of the business of governments and companies, that purchade in foreign countries or need to exchange foreign currency for the domestic one. The majority consists of the speculative business. Speculative business is based on the expectations of a speculator on the future rise or fl

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Caporale, Guglielmo Maria, and Alex Plastun. "IS THERE A FRIDAY EFFECT IN FINANCIAL MARKETS?" Journal of Prediction Markets 11, no. 2 (2018): 38–59. http://dx.doi.org/10.5750/jpm.v11i2.1364.

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This paper tests for the presence of the Friday effect in various financial markets (stock markets, FOREX, and commodity markets) by using a number of statistical techniques (average analysis, parametric tests such as Student's t-test and ANOVA analysis, non-parametric ones such as the Kruskal-Wallis test, regression analysis with dummy variables). The evidence suggests that stock markets are immune to Friday effects, whilst in the FOREX Fridays exhibit higher volatility, and in the Gold market returns are higher on this day of the week. Using a trading robot approach we show that the latter a

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Islam, Md Saiful, Emam Hossain, Abdur Rahman, Mohammad Shahadat Hossain, and Karl Andersson. "A Review on Recent Advancements in FOREX Currency Prediction." Algorithms 13, no. 8 (2020): 186. http://dx.doi.org/10.3390/a13080186.

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In recent years, the foreign exchange (FOREX) market has attracted quite a lot of scrutiny from researchers all over the world. Due to its vulnerable characteristics, different types of research have been conducted to accomplish the task of predicting future FOREX currency prices accurately. In this research, we present a comprehensive review of the recent advancements of FOREX currency prediction approaches. Besides, we provide some information about the FOREX market and cryptocurrency market. We wanted to analyze the most recent works in this field and therefore considered only those papers

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Teodor, Hada, and Adămuţ Bogdan. "Risk Dimensioning Through Technical Analysis on the FOREX Market: Case Study." Procedia Economics and Finance 32 (2015): 1700–1706. http://dx.doi.org/10.1016/s2212-5671(15)01497-5.

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Butkus, Mindaugas, and Mantas Tamašauskas. "Technine analize grįstos prekybos strategijos FOREX rinkoje formavimas ir taikymas." Applied Economics: Systematic Research 10, no. 1 (2016): 65–84. http://dx.doi.org/10.7220/aesr.2335.8742.2016.10.1.4.

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Pakhrudin, Khairul, Kamalia Azma Kamaruddin, and Fauziah Ahmad. "TRADER HUB SYSTEM DEVELOPMENT USING VAN K THARP EXPECTANCY THEORY TO ANALYSE RETAIL FOREX TRADING SYSTEM PERFORMANCE." MALAYSIAN JOURNAL OF COMPUTING 5, no. 2 (2020): 523. http://dx.doi.org/10.24191/mjoc.v5i2.8995.

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With the advance of technology, foreign exchange trading, known as forex or FX trading, has been conducted electronically using the Internet. Forex traders were using technical analysis to project the best price when buying or selling currencies, and by using the technical analysis tools, they have created their own trading system. Forex traders need to make consistent profitability in the long term to sustain in the forex market, therefore a good trading system is vital. In order to evaluate their trading system performance, forex traders can use the backtesting and forward testing methods. H

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Reddy, Y. V., and A. Sebastin. "Interaction Between Forex and Stock Markets in India: An Entropy Approach." Vikalpa: The Journal for Decision Makers 33, no. 4 (2008): 27–46. http://dx.doi.org/10.1177/0256090920080403.

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Interactions between the foreign exchange market and the stock market of a country are considered to be an important internal force of the markets in a financially liberalized environment. If causal relationship from a market to the other is not detected, then informational efficiency exists in the other whereas existence of causality implies that hedging of exposure to one market by taking position in the other market will be effective. The temporal relationship between the forex market and the stock market of developing and developed countries has been studied, especially after the East Asia

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Haouas, Nabiha. "Multifractal Analysis of the Foreign Exchange Markets Application to MENA Countries." Accounting and Finance Research 10, no. 2 (2021): 17. http://dx.doi.org/10.5430/afr.v10n2p17.

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The present study focus on the multifractal analysis of the exchange rate for Middle East North Africa (MENA) region from January 1999 to May 2017. The purpose of this paper is to examine the behavior of currency markets and to verify the efficiency hypothesis of FOREX market for these countries. We first estimate the scaling function to detect the multifractal character of each series and then the Hölder exponent, using the Generalized Quadratic Variation (GQV) method, as a function of time H(t). We conclude that there's a multifractal character for all these countries with a difference in th

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Pongsena, Watthana, Prakaidoy Sitsayabut, Nittaya Kerdprasop, and Kittisak Kerdprasop. "Development of a Model for Predicting the Direction of Daily Price Changes in the Forex Market Using Long Short-Term Memory." International Journal of Machine Learning and Computing 11, no. 1 (2021): 61–67. http://dx.doi.org/10.18178/ijmlc.2021.11.1.1015.

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Forex is the largest global financial market in the world. Traditionally, fundamental and technical analysis are strategies that the Forex traders often used. Nowadays, advanced computational technology, Artificial Intelligence (AI) has played a significant role in the financial domain. Various applications based on AI technologies particularly machine learning and deep learning have been constantly developed. As the historical data of the Forex are time-series data where the values from the past affect the values that will appear in the future. Several existing works from other domains of app

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Mele, Marco. "A Logical Process about the Chaos in FOREX Financial Market." Asian Journal of Finance & Accounting 9, no. 1 (2017): 105. http://dx.doi.org/10.5296/ajfa.v9i1.10343.

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Foreign exchange market has been subject of studies and discussions for many years. They were created modern theories and models to understand and predict the evolution of the price of money, and embarked on new discussions and new frontiers of study.In this paper we test the hypothesis of non-linearity and behavior chaotic the latest developments of the markets, to arrive at a solid and unambiguous conclusion on this type of dynamic systems analyzed. In particular, we introduce mathematical concepts and to study the properties of chaotic dynamics and non-linear in nature. It will delve into t

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Limowa Lie, Ronald, Murtiyanto Santoso, Felix Pasila, Raymond Sutjiadi, and Resmana Lim. "The Development of Prediction Indicators on Currency Market Using Neuro-Fuzzy Method." E3S Web of Conferences 188 (2020): 00021. http://dx.doi.org/10.1051/e3sconf/202018800021.

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A technical indicator is an analysis instruments to help traders analyzing forex price movements through charts. Prediction indicators are artificial technical indicators that can help traders to analyse forex price movements in the future. This prediction information becomes one of the bases in making trading decisions. This project aims to develop prediction indicators on MetaTrader that can provide information on forex price predictions using Neuro-Fuzzy method. The Neuro-Fuzzy System requires input parameters in the system prediction process obtained from the system training process. These

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Darrigrande, Macarena Cortés, and Thaise Gambarra Soares. "An Analysis of Harmonic Patterns in the Time Series of the Forex Market." Latin American Journal of Development 3, no. 3 (2021): 1688–98. http://dx.doi.org/10.46814/lajdv3n3-052.

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Los bordes costeros generan un paisaje compuesto por un patrimonio construido y natural que determinan condiciones interesantes en la reflexión actual del Patrimonio. Este trabajo propone un acercamiento comparativo entre Viña del Mar y Rio de Janeiro, que permita entender sus diferencias y las consecuencias actuales de los proyectos desarrollados en la conformación patrimonial del borde costero. Las iniciativas desarrolladas apuntan a propuestas de índole y escalas diversas, pero en ambas, las condiciones legislativas se cruzan con los intereses públicos y privados, incidiendo en la toma de d

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Kumar, Anoop. "Testing for long memory in volatility in the Indian Forex market." Ekonomski anali 59, no. 203 (2014): 75–90. http://dx.doi.org/10.2298/eka1403075k.

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This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013. In the first part of the analysis the presence of long-term dependence is confirmed in the return series as well as in two measures of unconditional volatility (absolute returns and squared returns) by employing three measures of long memory. Next, the presence of long memory in conditional volatility is tested using ARMA-FIGARCH and ARMA-FIAPARCH models under various distributional

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Basanna, Prakash, and K. R. Pundareeka Vittala. "An Analysis of Foreign Exchange Risk Management: Techniques Employed in Indian Pharma Industry." Jindal Journal of Business Research 8, no. 1 (2019): 92–107. http://dx.doi.org/10.1177/2278682119833193.

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Foreign exchange risk management (FERM) involves using both internal and external techniques such as forwards, futures, options, and swaps that are called as currency derivatives. The firms with greater growth opportunities and tighter financial constraints are more inclined to use currency derivatives. The Forex market provides various derivative instruments to hedge against currency exposures such as currency forwards, options, futures, and swaps. The current article aims at studying various FERM techniques used in the Indian pharmaceutical industry and its impact on exchange gain/losses. Fo

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Arfaoui, Mongi, and Aymen Ben Rejeb. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?" International Journal of Management and Economics 46, no. 1 (2015): 72–100. http://dx.doi.org/10.1515/ijme-2015-0022.

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Abstract This article investigates the interdependence of stock-forex markets in MENA (Middle East and North Africa) countries for the February 26, 1999 to June 30, 2014 period. The analysis has been performed through three competing models: the VAR-CCC-GARCH model of Bollerslev [1990]; the VAR-BEKK-GARCH model of Engle and Kroner [1995]; and the VAR-DCC-GARCH model of Engle [2002]. Our findings confirm that both markets are interdependent and corroborate the stock and flow oriented approaches. We also find that, comparing to optimal weights, hedge ratios are typically low, denoting that hedgi

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Kumar, S. S. S. "Why Foreign Institutional Investors are Investing in India?" Foreign Trade Review 42, no. 3 (2007): 59–72. http://dx.doi.org/10.1177/0015732515070303.

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This paper examines whether the surge in FII inflows to India is consistent with the standard models of international portfolio choice. Our analysis shows that the FIIs are investing in India primarily due to the high returns that may be earned by investing in India and not because of the diversification benefits that accrue to a foreign portfolio investor by choosing to invest in an emerging market like India. Therefore, any attempts by the policymakers to use the forex reserves for financing any real assets have to be very carefully weighed because substantial part of the Indian forex reserv

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Oyemade, D. A., and D. Allenotor. "FAITH Software Life Cycle Model for Forex Expert Advisors." advances in multidisciplinary & scientific research journal publication 9, no. 1 (2021): 1–12. http://dx.doi.org/10.22624/aims/maths/v9n1p1.

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The emotional stress and uncertainties associated with foreign exchange (forex) trading due to the high risk of losing the investment capital has left most forex traders in a state of indecision on the best methodology to apply for achieving long term profit. The provision of lot sizes, leverages, take profits and stop losses in forex trading implies that very high profit can be made within a very short time with the same capital, but at the same time, very high losses can be incurred. On one hand, this provision often prompts a set of traders to become greedy by increasing their take profit l

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Esoimeme, Ehi Eric. "A critical analysis of the effects of the Central Bank of Nigeria foreign exchange policy on financial inclusion, anti-money laundering measures and fundamental rights." Journal of Money Laundering Control 20, no. 4 (2017): 417–27. http://dx.doi.org/10.1108/jmlc-05-2016-0020.

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Purpose Following the drop in crude oil prices from a peak of US$114 per barrel in July 2014 to as low as US$33 per barrel in January 2016, the country’s reserves have suffered great pressure from speculative attacks, round tripping and front loading activities by actors in the foreign exchange (forex) market. The fall in oil prices also implied that the Central Bank of Nigeria’s (CBN) monthly foreign earnings had fallen from as high as US$3.2bn to current levels of as low as US$1bn. The net effect of these combined forces unfortunately is the depletion of the nation’s forex reserves. As of Ju

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Abounoori, Esmaiel, Mahdi Shahrazi, and Saeed Rasekhi. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran." Physica A: Statistical Mechanics and its Applications 391, no. 11 (2012): 3170–79. http://dx.doi.org/10.1016/j.physa.2011.12.045.

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AbuHamad. "EVENT-DRIVEN BUSINESS INTELLIGENCE APPROACH FOR REAL-TIME INTEGRATION OF TECHNICAL AND FUNDAMENTAL ANALYSIS IN FOREX MARKET." Journal of Computer Science 9, no. 4 (2013): 488–99. http://dx.doi.org/10.3844/jcssp.2013.488.499.

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Seifollahi, Saeed, and Mehdi Shajari. "Word sense disambiguation application in sentiment analysis of news headlines: an applied approach to FOREX market prediction." Journal of Intelligent Information Systems 52, no. 1 (2018): 57–83. http://dx.doi.org/10.1007/s10844-018-0504-9.

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Mustaffa, Abd Hadi, Nur Balqishanis Zainal Abidin, Noryati Ahmad, and Emmanuel Abiodun Ogundare. "Influence of COVID-19's active cases on Malaysia's key economic performance indicators." Journal of Emerging Economies and Islamic Research 9, no. 1 (2021): 68. http://dx.doi.org/10.24191/jeeir.v9i1.12736.

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The COVID-19 outbreak was a rare and unprecedented phenomenon. Hence, the pandemic forces the world economy to react unpredictably. Governments worldwide have undertaken several precautions, including social distance measures, public awareness programs, policies on testing and quarantine, and financial aid packages. Using endogenous growth theory, this paper examines the impact of COVID-19 towards Malaysia key economic indicator's performance using univariate regression analysis based on daily time series data from 1 January 2020 to 30 September 2020. Besides, this paper is also forecasting th

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Piasecki and Stasiak. "The Forex Trading System for Speculation with Constant Magnitude of Unit Return." Mathematics 7, no. 7 (2019): 623. http://dx.doi.org/10.3390/math7070623.

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The main purpose of this article is to investigate a speculative trading system with a constant magnitude of return rate. We consider speculative operations related to the exchange rate given as the quotient of the base exchange medium by the quoted currency. An exchange medium is understood as any currency or any precious metal. The unit return is defined as the return expressed in the quoted currency by the amount of base exchange medium. All possible states of the exchange market form a finite elemental space. All knowledge about the dynamics of this market is presented as a prediction tabl

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Moch. Lutfi. "Prediksi Harga Terendah Dan Harga Tertinggi Dengan Menggunakan Metode Anfis Untuk Analisa Teknikal Pada Forex Market." JTIM : Jurnal Teknologi Informasi dan Multimedia 1, no. 3 (2019): 261–68. http://dx.doi.org/10.35746/jtim.v1i3.40.

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Forex Market Is a type of currency trading of the country that handles the world currency market within 24 hours agreed, foreign exchange trading has become an alternative for investors to save more trades in general and traders are required to support good technical analysis of good fundamentals so that able to reap huge profits. Technical analysis is an analysis used to estimate prices will fall at the lower price threshold (support) and the upper price threshold (resistance). Fibonacci Retracement is a method often used for technical analysis of rising prices or rising prices. The data used

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Jan, Jae-huei, and Arun Kumar Gopalaswamy. "Identifying factors in currency exchange rate estimation: a study on AUD against USD." Journal of Advances in Management Research 16, no. 4 (2019): 436–52. http://dx.doi.org/10.1108/jamr-09-2018-0084.

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Purpose The purpose of this paper is to estimate long-term currency exchange rate and also identify the key factors for decision makers in the currency exchange market. The study is expected to aid decision makers to take positions in the dynamic Forex market. Design/methodology/approach This study is based on quantitative and fundamental analysis of statistically oriented regression models. The trend of quarterly exchange rates is investigated using 110 variables including economic elements, interest rate and other currencies. This research is based on the same information that banks’ dealers

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Tiono, Kennardi Dewanto, Murtiyanto Santoso, Rayymond Sutjiadi, and Resmana Lim. "Sistem Notifikasi Sms Hasil Prediksi Saham/Forex Menggunakan Raspberry Pi." Jurnal Teknologi Informasi dan Ilmu Komputer 6, no. 2 (2019): 113. http://dx.doi.org/10.25126/jtiik.2019621140.

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<p class="Abstrak">Proyek ini dimaksudkan untuk membuat sebuah sistem yang dapat menganalisa data saham, membuat prediksi trend harga naik atau turun, dan mengirimkan notifikasi SMS mengenai hasil analisa dan prediksi kepada para pengguna. Sistem memanfaatkan Raspberry Pi yang dikoneksikan dengan Internet serta sebuah modul GSM untuk keperluan pengiriman hasil notifikasi SMS. Langkah-langkah yang dilakukan untuk dapat membuat sistem yang dimaksud adalah dengan membuat algoritma untuk proses analisa dan prediksi serta proses notifikasi, merancang dan membuat tampilan halaman web untuk &lt

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Caporale, Guglielmo Maria, and Alex Plastun. "Daily abnormal price changes and trading strategies in the FOREX." Journal of Economic Studies 48, no. 1 (2020): 211–22. http://dx.doi.org/10.1108/jes-11-2019-0503.

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PurposeThis paper explores abnormal price changes in the FOREX by using both daily and intraday data on the EURUSD, USDJPY, USDCAD, AUDUSD and EURJPY exchange rates over the period 01.01.2008–31.12.2018.Design/methodology/approachIt applies a dynamic trigger approach to detect abnormal price changes and then various statistical methods, including cumulative abnormal returns analysis, to test the following hypotheses: the intraday behaviour of hourly returns on overreaction days is different from that on normal days (H1), there are detectable patterns in intraday price dynamics on days with abn

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Musa, Musa. "Determinan Keputusan Menjadi Nasabah Jual Beli Valas (Al-Sharf) di Bank Syariah." Al-Tijary 5, no. 2 (2020): 109–24. http://dx.doi.org/10.21093/at.v5i2.2023.

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Forex trading is a part of the economic system that has an impact on satisfying the main needs in the life of global and modern society today. Currently, it is not only the foreign exchange market that conducts foreign exchange trading, but Bank Indonesia also holds a foreign exchange market, where foreign exchange banks can carry out foreign exchange transactions with BI. The satisfaction of community needs in this regard is related to product innovation, location, and promotion strategies in forex trading. The purpose is to analyze the effect of product innovation, location, and promotion st

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Alanazi, Ahmed S., and Ammar S. Alanazi. "The profitability of technical analysis: Evidence from the piercing line and dark cloud cover patterns in the forex market." Cogent Economics & Finance 8, no. 1 (2020): 1768648. http://dx.doi.org/10.1080/23322039.2020.1768648.

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Gębarowski, Robert, Paweł Oświęcimka, Marcin Wątorek, and Stanisław Drożdż. "Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis." Nonlinear Dynamics 98, no. 3 (2019): 2349–64. http://dx.doi.org/10.1007/s11071-019-05335-5.

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Abstract Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high-frequency exchange rates of eight major world currencies over 2010–2018 period are used to study cross-correlations. The study is motivated by fundamental questions in complex systems’ response to significant environmental changes and by potential applications in investment strategies, including detecting triangular arbitrage opportunities. Dominant multiscale cross-correlations between the exchange rates are found to typically occur at sma

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Shandu, Philani, Gideon Boako, and Paul Alagidede. "Price leadership in the South African foreign-exchange market: an empirical analysis." International Journal of Emerging Markets 13, no. 1 (2018): 87–117. http://dx.doi.org/10.1108/ijoem-07-2016-0173.

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Purpose The purpose of this paper is to investigate the information-based microstructure theory’s effectiveness in explaining short-term disturbances in currency prices by determining whether the price discovery process in the US dollar (USD) and South African rand (ZAR)-USD/ZAR spot market is led by an individual market agent, around an exogenous news event. Design/methodology/approach The influence of central bank intervention-related events on USD/ZAR volatility is investigated through the application of Brown-Forsythe variance equality tests on individual dealer and market quotes. Furtherm

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Rama, Arlind, and Ilir Vika. "Real Time Data." European Journal of Economics and Business Studies 4, no. 3 (2018): 147. http://dx.doi.org/10.26417/ejes.v4i3.p147-154.

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Interpretation of exchange rate volatility in the light of economic fundamentals comprises an issue of interest for policymakers when it comes to implementing the monetary policy. Understanding the impact of economic news on the Lek exchange rate against two main hard currencies, Euro and US dollar, would serve to better orient the monetary policy and forex market agents positioning in time. Exchange rates volatility on economic news in short-term is an often discussed phenomenon in the economic literature, but through this material we tend to measure these effects in the Albanian foreign curr

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Venkatesan, Thilak, and M. S. Ponnamma. "An Analysis of Macroeconomic Factors Affecting Foreign Exchange Rate." SDMIMD Journal of Management 8, no. 1 (2017): 21. http://dx.doi.org/10.18311/sdmimd/2017/15716.

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The Indian Rupee is launching its foot print in global market, which can be characterized by the fact that Bhutan and Nepal peg their currencies to Indian Rupee. The Indian economy contributes a higher GDP growth compared to other emerging economies. The increase in the GDP, aids well for a strong foreign exchange along with other economic factors such as gross domestic savings, forex reserve, inflation and so on. The various initiatives taken by the government recently to attract more foreign capital through various investment schemes and reduce interest rate as well assists to achieve a stab

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Bakhach, Amer, Venkata Chinthalapati, Edward Tsang, and Abdul El Sayed. "Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework." Algorithms 11, no. 11 (2018): 171. http://dx.doi.org/10.3390/a11110171.

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The Directional Changes (DC) framework is an approach to summarize price movement in financial time series. Some studies have tried to develop trading strategies based on the DC framework. Dynamic Backlash Agent (DBA) is a trading strategy that has been developed based on the DC framework. Despite the promising results of DBA, DBA employed neither an order size management nor risk management components. In this paper, we present an improved version of DBA named Intelligent DBA (IDBA). IDBA overcomes the weaknesses of DBA as it embraces an original order size management and risk management modu

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Lemonjava, Givi. "TIME SERIES MODELS FOR FORECASTING EXCHANGE RATES." Globalization and Business 4, no. 8 (2019): 149–60. http://dx.doi.org/10.35945/gb.2019.08.020.

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This paper investigates the behavior of daily exchange rate of the Georgian Currency LARI (GEL) exchange rate against the USDand EUR. To forecast exchange rates there are numerous models, which tend from very simple to very complicated models for analysis of GEL/USD and GEL/EUR time series variable. The objective of this paper is to com- pare the performance of individual time series models for predictingexchange rates. We will investigate the application of following time series analysis models: moving average, ex- ponential smoothing, double exponential smoothing adjust- ed for trend, time-s

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Kumar, Satish, and Rajesh Pathak. "Do the calendar anomalies still exist? Evidence from Indian currency market." Managerial Finance 42, no. 2 (2016): 136–50. http://dx.doi.org/10.1108/mf-05-2015-0146.

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Purpose – The purpose of this paper is to examine the presence of the day-of-the-week (DOW) and January effect in the Indian currency market for selected currency pairs; USD-(Indian rupee) INR, EUR-INR, GBP-INR and JPY-INR, from January, 1999 to December, 2014. Design/methodology/approach – Ordinary least square regression analysis is used to examine the presence of DOW and January effect to test the efficiency of the Indian currency market. The sample period is later divided into two sub-periods, that is, pre- and post-2008 to capture the behavior of returns before and after the 2008 financia

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Primavera, Levinska, and Taufik Hidayat. "The effects of audit quality on the value relevance of other comprehensive incomes." Journal of Economics, Business & Accountancy Ventura 18, no. 1 (2015): 145. http://dx.doi.org/10.14414/jebav.v18i1.390.

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Stockholders claim deals with handling crucial role to investors while another ac-counting measurement has not yet been paid attention by the investors and analysts. Beside, another comprehensive income despite of its equal role to net income also re-quires a deep concern. This research uses financial industry data in Indonesia Capital Market for 2011-2012 under panel method and also cross-section method as the addi-tional analysis. This research assesses the effect of audit quality on value relevance of other comprehensive income regarding subjectivity embedded in other comprehensive income c

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Maysigova, L. A., Sh U. Niyazbekova, K. G. Bunevich, L. P. Moldashbaeva, T. M. Mezentseva, and A. Brodunov. "CURRENT FEATURES OF CURRENCY FORMATION OF CURRENCIES ON THE EXAMPLE OF THE US DOLLAR – EUR." BULLETIN 2, no. 390 (2021): 90–97. http://dx.doi.org/10.32014/2021.2518-1467.55.

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The relevance of the research topic is determined by globalization processes, which have a huge impact on our country, as well as on the countries around us and their economies. In modern conditions, it is obvious that the financial difficulties of one country can cause a global crisis. Issues of a qualitative analysis of the monetary system are important for the stability of the economies of countries. The authors of the article emphasize that the monetary system is needed in order to regulate foreign exchange relations. The authors did not choose the EUR/USD pair by chance – it is the most t

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Lam, Swee-Sum, Tao Li, and Weina Zhang. "Unveil the economic impact of policy reversals: the China experience." China Finance Review International 10, no. 1 (2019): 16–36. http://dx.doi.org/10.1108/cfri-04-2018-0033.

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Purpose The purpose of this paper is to reveal the economic impact of policy reversals related to market liberalization reforms in China. Design/methodology/approach To perform the analysis, the authors hand-collect 59 financial market liberalization policy reversals from 1999 to 2017. These reversals are related to the liberalization of the stock market, bond market, derivatives market, forex market, lending market, and real estate market etc. The authors employ a stylized equilibrium interest rate model from Li et al. (2013) to deduce the impact of policy reversals on economic growth and the

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Farooq, Mohammad, and Wong Wing Keung. "Linkage between Stock Market Prices and Exchange Rate: A Causality Analysis for Pakistan." Pakistan Development Review 43, no. 4II (2004): 639–49. http://dx.doi.org/10.30541/v43i4iipp.639-649.

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Globalisation and financial sector reforms in developing economies have ushered in a sea change in the financial architecture of the economies. In the contemporary scenario, the activities in the financial markets and their relationships with the real sector have assumed significant importance. Correspondingly, researches are also being conducted to understand the current working of the economic and the financial system in the new scenario. Interesting results are emerging particularly for the developing countries where the markets are experiencing new relationships which are not perceived ear

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Kočenda, Evžen, and Michala Moravcová. "Intraday effect of news on emerging European forex markets: An event study analysis." Economic Systems 42, no. 4 (2018): 597–615. http://dx.doi.org/10.1016/j.ecosys.2018.05.003.

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Aman Chugh, Renuka Sharma, and Kiran Mehta. "Forex Risk Management by SMEs and Unlisted Non-financial Firms: A Literature Survey." Journal of Technology Management for Growing Economies 8, no. 2 (2017): 145–66. http://dx.doi.org/10.15415/jtmge.2017.82002.

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In the recent globalised financial markets, financial markets are more integrated which leads to more foreign exchange risk for firms. In such scenario currency derivatives are top most operational hedging strategy to manage foreign exchange risk. This scenario is different in developed and emerging markets as turnover of derivatives is growing swiftly in emerging markets and uses of currency derivatives is common but lower in comparison to the interest rate derivatives. In emerging markets (Hong Kong, Singapore and Brazil) use of currency derivatives is fifty per cent of total derivative trad

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Ahmad, Afzal. "European Sovereign Debt Crisis and its Impact on Financial Markets and Institutions." American Journal of Trade and Policy 2, no. 3 (2015): 113–20. http://dx.doi.org/10.18034/ajtp.v2i3.391.

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This paper examines the European sovereign debt crisis that began in 2009; it mostly considers Greece and then Italy and Portugal since they were affected by the crisis. It gives the emergence and the causes of the crisis as well as its effect on their debt as a percentage to Gross Domestic Product and their Real Gross Domestic Product. It also analyses the impact on sovereign bond and its yields, the stock, gold, derivatives and forex markets, including the impact on financial institutions, it uses graphical illustrations from Bloomberg to back the analysis. It further assesses the measures t

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