منابع مشابه
Currency Exchange Rate Forecasting using Associative Models
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We investigate how money market news headlines can be used to forecast intraday currency exchange rate movements. The innovation of the approach is that, unlike analysis based on quantifiable information, the forecasts are produced from text describing the current status of world financial markets, as well as political and general economic news. In contrast to numeric time series data textual d...
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Sharp exchange rate depreciations in the East Asian crisis countries (Indonesia, Korea, and Thailand) raised doubts about the efficacy of increasing interest rates to defend the currency. Using a standard monetary model of exchange rate determination, this paper shows that tighter monetary policy was in fact associated with an appreciation of the exchange rate in these countries and during the ...
متن کاملDaily Exchange Rate Behaviour and Hedging of Currency Risk
Exchange rates typically exhibit time-varying patterns in both means and variances. The histograms of such series indicate heavy tails. In this paper we construct models which enable a decision-maker to analyze the implications of such time series patterns for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The e ects of severa...
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ژورنال
عنوان ژورنال: Advances in Politics and Economics
سال: 2018
ISSN: 2576-1390,2576-1382
DOI: 10.22158/ape.v1n1p69