Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 257 for “"Foreign Exchange"”.
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Trading foreign exchange carry portfolios
Foreign exchange carry trades involve buying high yielding currencies while selling low yielding currencies. Contrary to the implications of the uncovered interest parity condition, carry trades have generated consistent profits in the past decades. As foreign exchange has gained increased …
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Foreign Exchange Market Microstructure and Forecasting
… some of the unanswered questions in the field of foreign exchange market microstructure. We confirm the contemporaneous relationship between flows and exchange rates found in the literature in the daily data, but in the forecasting experiments we find no forecasting power, regardless of model, …
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Chartism in the foreign exchange market
… examines the use and nature of chartism in the foreign exchange market, bringing together an analysis of chartist methods and the views/empirical work of economics. A survey of general chartist methods demonstrates the origins of the modern techniques, the construction of the various indicators, …
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Foreign exchange exposure in international construction
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1989.
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The behavioral economics of foreign exchange markets - a psychological view on human expectation formation in foreign exchange markets
The development of free floating exchange rates can hardly be explained by macroeconomic fundamentals as supposed by traditional economic theories. Therefore, prominent economists yet conclude that there exists an ‘exchange rate disconnect puzzle’ (see Obstfeld and Rogoff [2000]). The observable …
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Price discovery in the foreign exchange market
… thesis investigates the price discovery in the foreign exchange market using high frequency data. Traditional exchange rate models assume market homogeneity and the sole existence of public information. However. recent studies suggest such assumptions are not well founded and have generated the …
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Pricing of call options on foreign exchange
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.
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The foreign exchange market: a three essay analysis
Illiquidity in financial markets is an issue of importance given that its impact can be rapid, that it can result in the emergence of a financial crisis, and that ultimately, it can threaten financial system stability. I construct five measures of FX illiquidity using high frequency transactable FX …
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Foreign exchange risk management in UK multinational companies.
While there have been a number of studies of foreign exchange risk management in UK Multinational Companies (MNCs), the management of economic exposure has received very little attention. The aim of this study was to describe the management of economic exposure (and its relationship to transaction …
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Empirical modelling of high-frequency foreign exchange rates
… a wealth of information available on modelling foreign exchange time series data, however, research studies on modelling and predicting high frequency foreign exchange data is less prominent. Furthermore, there does not appear to be much evidence supporting work on the modelling and prediction …
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Mixed Monte Carlo in the foreign exchange market
… volatility and/or stochastic domestic and foreign short rates. This dissertation describes the calibration of such a model using mixed Monte Carlo, as described in Cozma and Reisinger (2015), to both model-generated and market data. Profit and loss analysis of hedging FX derivatives using …
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The interaction between foreign exchange volatility and price
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1993.
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Jitters, jumps, and peso problems in foreign exchange
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1995.
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The Foreign Exchange Rates and the Multi-National Corporation
… paper is to show the major role which the foreign exchange rates play in international business, and the impact they have on the international operations of the multinational corporation. | With this objective in mind, the topic outline of the present research paper was developed. The …
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Essays in Microstructure Analysis in the Foreign Exchange Market
… of this thesis is to investigate the effects of foreign exchange order flows on exchange rate and stock market changes, in particular to examine the forecasting power of order flows and better understand the nature of the private information conveyed in order flows in the foreign exchange market. …
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