نتایج جستجو برای: exchange market pressure
تعداد نتایج: 757951 فیلتر نتایج به سال:
Abstract. The concept of entropy has been widely extended to other fields, including information theory and economic research. The economic financial sector of any country is the supplier of financial resources and real economic activities, which are divided into two parts: the money market and the capital market. In this paper, two criteria, approximate entropy and standard deviation have been...
• Amihud, Mendelson and Murgia (1990) studied the impact of the stock market microstructure on return volatility and on the value discovery process in the Milan Stock Exchange; the primary trading mechanism employed by this exchange is a call market, which is usually preceded and followed by trading in a continuous market. They found that the opening transaction in the continuous market had the...
Exchange rate is one of the key indicators affecting macroeconomic performance, and inflation is one of the most important indicators which represents the macroeconomic performance. The aim of this paper is to identify the relation between these two important economic variables. By using the model of structural time series and Kalman Filter algorithm the effect of exchange rate gap (the differe...
this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...
legal analysis of competent authority enactment of the rules and regulations of iran energy exchange
iran energy exchange was established with the approval of exchange supreme council in june 2011, and started its activities in the early june, 2012. studying and investigating the rules and regulations of iran energy exchange, some interferences and disorders can be observed in the competency as well as multiplicity of the enactment authority. most of the energy exchange rules have been enacted...
This paper investigates whether external political pressure for faster renminbi (RMB) appreciation affect both the daily returns and the conditional volatility of the RMB central parity rate. We construct several political pressure indicators pertaining to the RMB exchange rate, with a special emphasis on the US pressure, to test the hypothesis. After controlling for Chinese macroeconomic surpr...
Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have use...
This paper studies the market making behavior of FX dealers in the interbank market which is characterized by high trade volume and decentralized market structure. The dataset for my empirical estimation is based on the complete trade records of a FX dealer at a major commercial bank over 25 trading days. The dealer is among the five largest DM/$ dealers in the world, and the composition of his...
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