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Min-woo Kang
This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical fin...
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Zhuhua Jiang, Sang Hoon Kang, Chongcheul Cheong and Seong-Min Yoon
We investigate the impact of extreme weather conditions on the stock market returns of the Hong Kong Stock Exchange and Shenzhen Exchange. For the weather conditions, we apply dummy variables generated by applying a moving average and moving standard dev...
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Mahamuda Firoj,Sharmina Khanom
Pág. 99 - 103
Efficiency in a foreign exchange market (FEM) is very essential for a developing economy like Bangladesh as the foreign exchange rates play a critical role to determine the various macroeconomic policies and issues of an economy. Thus the main objective ...
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Rob Hayward
Does speculation facilitate price discovery or instability? If it is price discovery, it is beneficial and should be encouraged; if it is instability, welfare is enhanced by its reduction. This paper seeks to distinguish between these two characteristics...
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Chen Kuo-Shing,Chen Chun-Ming,Lee Chien-Chiang
Pág. 420 - 428
This study applies interest parity theory including Covered Interest Parity (CIP) to examine the 30-, 60-.90-, and 180-day maturities for the NTD/USD foreign exchange (FX) market. In the empirical unit root tests, we find that NTD/USD forward premium and...
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Yi Hsien Lee,Khatanbaatar Sodoikhuu
Pág. 216 - 224
The main purpose of the paper is applying filter rules to examine the efficiency of foreign exchange. This paper uses three strategies of filter rules (buy long, sell short, buy long and sell short strategies) to test the performance of the transact...
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