Information flows between the Eurodollar spot and futures markets PDF Download

Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32

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Author: Shigeyuki Hamori
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140

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Book Description
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.

Author:
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 332

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Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 52

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Book Description

Author: Jeffrey A. Frankel
Publisher: University of Chicago Press
ISBN: 0226260232
Category : Business & Economics
Languages : en
Pages : 358

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Book Description
The foreign exchange market is the largest, fastest-growing financial market in the world. Yet conventional macroeconomic approaches do not explain why people trade foreign exchange. At the same time, they fail to explain the short-run determinants of the exchange rate. These nine innovative essays use a microstructure approach to analyze the workings of the foreign exchange market, with special emphasis on institutional aspects and the actual behavior of market participants. They examine the volume of transactions, heterogeneity of traders, the time of day and location of trading, the bid-ask spread, and the high level of exchange rate volatility that has puzzled many observers. They also consider the structure of the market, including such issues as nontransparency, asymmetric information, liquidity trading, the use of automated brokers, the relationship between spot and derivative markets, and the importance of systemic risk in the market. This timely volume will be essential reading for anyone interested in the economics of international finance.

Author: Tae Hoon Oum
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 48

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Author: Anming Zhang
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 40

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Author: Lifan Wu
Publisher:
ISBN:
Category : Stock splitting
Languages : en
Pages : 44

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Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449

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Book Description
Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as risk management, derivatives pricing, credit risk, trading strategies, portfolio management and asset allocation, and market analysis.

Author: Piet Sercu
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 48

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