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Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility

Moosa, Imad A.; Shamsuddin, Abul - In: Applied economics 36 (2004) 14, pp. 1599-1606

Persistent link: https://www.econbiz.de/10002158959

Macroeconomic and market microstructure modelling of Ugandan exchange rate

Katusiime, Lorna; Shamsuddin, Abul; Agbola, Frank Wogbe - In: Economic modelling 45 (2015), pp. 175-186

Persistent link: https://www.econbiz.de/10011334129

Exchange rate volatility : economic growth nexus in Uganda

Katusiime, Lorna; Agbola, Frank Wogbe; Shamsuddin, Abul - In: Applied economics 48 (2016) 25/27, pp. 2428-2442

Persistent link: https://www.econbiz.de/10011591114

Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Journal of international money and finance 31 (2012) 6, pp. 1607-1626

Persistent link: https://www.econbiz.de/10009680015

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Clements, Michael P.; Galvão, Ana Beatriz C.; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750

Persistent link: https://www.econbiz.de/10003759766

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Clements, Michael P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003395894

Exchange Rate Exposure Revisited

Kim, Jae H. - 2018

Our model decomposes the exchange rate exposure into two parts; individual and systematic ones. The former is the residual one that the past studies have mainly examined. The latter is the product of the exposure of the market portfolio and a firm's market beta, which reflects the exogenous...

Persistent link: https://www.econbiz.de/10012931365

Estimating systematic and partial exchange rate exposures : the case of Japanese firms

Kim, Jae H.; Kitamura, Yoshihiro - In: International journal of empirical economics 1 (2022) 1, pp. 1-31

We decompose exchange rate exposure into systematic and partial parts. The former is the product of the exposure of the market portfolio and a firm’s market beta, reflecting the risk of the exchange rate to a macroeconomy. The latter is the residual one that most previous studies have...

Persistent link: https://www.econbiz.de/10014331047