The January effect in the foreign exchange market: Evidence for seasonal equity carry trades
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.07.021
Abstract: Abstract In this study, we investigate monthly seasonality in the foreign exchange market. Given the well-known recurrent higher returns in some month than in others in stock markets around the world, we consider it likely… read more here.
Keywords: exchange; foreign exchange; january effect; exchange market ... See more keywords
Optimal chiller loading for saving energy by exchange market algorithm
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DOI: 10.1016/j.enbuild.2018.03.077
Abstract: Abstract The energy consumption in a multi-chiller system is very significant and its consumption will be increased by inappropriate operating of the chillers. Accordingly, the economic dispatch in multi-chiller systems becomes an important issue for… read more here.
Keywords: market algorithm; chiller loading; optimal chiller; exchange market ... See more keywords
The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies
Sign Up to like & getrecommendations! Published in 2021 at "Journal of International Financial Markets, Institutions and Money"
DOI: 10.1016/j.intfin.2021.101320
Abstract: Abstract There has been a great focus recently on the transmission of shocks from advanced economies to emerging and developing countries. This research considers how shocks in global monetary and credit conditions impact the exchange… read more here.
Keywords: markets developing; exchange market; emerging markets; transmission ... See more keywords
Exchange Market Pressure in the Central African Economic and Monetary Community (CAEMC) Area: Empirical Assessment of the Macroeconomic Determinants
Sign Up to like & getrecommendations! Published in 2018 at "International Economic Journal"
DOI: 10.1080/10168737.2018.1523213
Abstract: ABSTRACT The current empirical study contributes to the literature on the exchange market pressure. First we construct as proposed by Eichengreen, Rose, and Wyplosz [1996. Contagious currency crises: First tests. The Scandinavian Journal of Economics,… read more here.
Keywords: market pressure; currency; caemc area; macroeconomic determinants ... See more keywords
Dependence and Risk Spillover Effect of China’s Exchange Market
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DOI: 10.1080/1540496x.2019.1699052
Abstract: ABSTRACT This study employs the GARCH-Copula-CoVaR and spillover index models to investigate the dependence and risk spillover effects among China’s financial markets before and after the “811” exchange rate reform. The findings show that the… read more here.
Keywords: risk spillover; exchange; exchange market; market ... See more keywords
Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market
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DOI: 10.1080/15427560.2017.1331234
Abstract: ABSTRACT Research in both economics and psychology suggests that when agents predict the next value of a random series they frequently exhibit two types of biases, which are called the gambler's fallacy (GF) and the… read more here.
Keywords: foreign exchange; market; evidence; financial markets ... See more keywords
The foreign exchange regime in a small open economy: Armenia and beyond
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Economic Studies"
DOI: 10.1108/jes-08-2016-0155
Abstract: Purpose Offering an example of a small open developing economy, the purpose of this paper is to explore the reasons for relative stability in Armenia’s foreign exchange market. Relying on a single currency and derived… read more here.
Keywords: foreign exchange; currency; small open; exchange ... See more keywords
Unraveling the Causal Relationship Between Economic Policy Uncertainty and Exchange Market Pressure in BRIC Countries: Evidence From Bootstrap Panel Granger Causality
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DOI: 10.1177/2158244019853903
Abstract: This study examines the causal relationships between exchange market pressure and both global and domestic economic policy uncertainty among the Brazil, Russia, India, and China economies. We employed the bootstrap panel Granger causality approach, having… read more here.
Keywords: market pressure; policy uncertainty; exchange market; economic policy ... See more keywords