منابع مشابه
Forecasting of Foreign Currency Exchange Rate Using Neural Network
Abstract-Foreign exchange market is the largest and the most important one in the world. Foreign exchange transaction is the simultaneous selling of one currency and buying of another currency. It is essential for currency trading in the international market. In this paper, we have investigated Artificial Neural Networks based prediction modelling of foreign exchange rates using five different ...
متن کاملThe Foreign Exchange Rate Exposure of Nations ∗
Following the well-known approach by Adler and Dumas (1984) we evaluate the foreign exchange rate exposure of nations. Results based on data from 27 countries show that national foreign exchange rate exposures are significantly related to the current balance variables of corresponding economies. JEL Classification: G15, F31
متن کاملA hybrid computational intelligence model for foreign exchange rate forecasting
Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...
متن کاملForeign exchange rate exposure: Evidence from Canada
a r t i c l e i n f o JEL classification: G32 G12 G01 F31 D53 D82 Keywords: Financial risk Foreign exchange rate Nonlinear exposure Asymmetric exposure Nonparametric methods Using weekly data from 2003 to 2011, this paper examines the presence of exchange rate exposure in thirteen Canadian industry sectors. This study contributes to the literature in a number of ways: (i) it considers the prese...
متن کاملTopology of Foreign Exchange Markets using Hierarchical Structure Methods
Michael J. Naylor, Lawrence C. Rose, and Brendan J. Moyle (1) Corresponding Author, Dept of Finance, Banking and Property, Massey University, Palmerston North, New Zealand, [email protected] Department of Commerce, Massey University Abstract This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for...
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ژورنال
عنوان ژورنال: Modern Applied Science
سال: 2012
ISSN: 1913-1852,1913-1844
DOI: 10.5539/mas.v6n11p35