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Do macroeconomic fundamentals affect exchange market pressure? : evidence from bounds testing approach for Turkey

Katırcıoğlu, Salih Turan; Feridun, Mete - In: Applied economics letters 18 (2011) 1/3, pp. 295-300

Persistent link: https://www.econbiz.de/10009230960

Common macro factors and currency premia

Filippou, Ilias; Taylor, Mark P. - 2014

Persistent link: https://www.econbiz.de/10010381967

Foreign exchange volatility and the bubble formation in financial markets : evidence from the COVID-19 pandemic

Özdemir, Onur - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 142-161

Persistent link: https://www.econbiz.de/10013357240

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Order flow and exchange rate dynamics in electronic brokerage system data

Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - 2005

Persistent link: https://www.econbiz.de/10002747674

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010

This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...

Persistent link: https://www.econbiz.de/10003964417