Carry Trade Incentives and Turbulence in the Foreign Exchange Market in Colombia

2017 ◽  
Vol 85 ◽  
pp. 57-78
Author(s):  
Fredy Gamboa-Estrada
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Carry Trade ◽  
Trade Incentives

scholarly journals Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method

2019 ◽  
Vol 11 (12) ◽  
pp. 3240
Author(s):  
Qian Zhang ◽  
Kuo-Jui Wu ◽  
Ming-Lang Tseng
Keyword(s):  
Artificial Intelligence ◽  
Exchange Rate ◽  
Central Bank ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Financial Resources ◽  
Exchange Market ◽  
Carry Trade ◽  
Central Bank Intervention ◽  
Chinese Yuan

This paper constructs a heterogeneous agent model for the foreign exchange market that is based on the law of supply and demand and includes carry trade, central bank intervention, and macroeconomic fundamentals. With the artificial intelligence method of the unscented Kalman filter, this paper investigates carry traders’ expectation formation and risk aversion and the impact of their activities on the movement of the Chinese yuan exchange rate and on the efficiency of central bank intervention. The findings demonstrate that carry traders’ activities are partially responsible for fluctuations in the Chinese yuan exchange rate; carry traders behave with obvious risk aversion; their activities tend to weaken the ability of the central bank to intervene in China’s foreign exchange market; and the volatility of the Chinese yuan exchange rate and the weight of carry traders are negatively related. Based on these empirical results, specific suggestions for exploring sustainable financial resources are provided.

A Study On Technical Analysis With Reference To International Forex

Think India ◽  
2019 ◽  
Vol 22 (3) ◽  
pp. 1129-1144
Author(s):  
Bichith C. Sekhar ◽  
A. Umamaheswari
Keyword(s):  
Foreign Exchange ◽  
Abnormal Return ◽  
Foreign Exchange Market ◽  
Relative Strength ◽  
Exchange Market ◽  
Strength Index ◽  
Technical Tool ◽  
Alpha Beta ◽  
Decentralized Market ◽  
Currency Conversion

The foreign exchange market (Forex, FX, or currency market) is a global decentralized market for the trading of currencies. The foreign exchange market assists international trade and investments by enabling currency conversion. Our study is to test the technical tools to analyze about the technical impact and its return in the market.  For this purpose 13 cross currency pairs were taken as sample size and Jensen’s Alpha, Beta, Relative Strength Index, and Buy and Hold Abnormal Return were used as technical tool for analysis and the conclusion is that it’s not preferred to invest in JPY pairs as the volatility and the return are not up to the mark and its preferred to invest in EURCAD as the return was high when compared to other scripts and the market was moving accordingly to its cross currency pair.

Chartists, Fundamentalists, and Dispersion in the Foreign Exchange Market

2009 ◽  
Author(s):  
Ron Jongen ◽  
Christian C. P. Wolff ◽  
Remco C. J. Zwinkels ◽  
Willem F. C. Verschoor
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Exchange Market

Risk Premium Estimation in the Colombian Foreign Exchange Market

2016 ◽  
Author(s):  
Javier Orlando Pantoja ◽  
Federico Mejja-Posada ◽  
Sebastiin Bedoya-RRos
Keyword(s):  
Foreign Exchange ◽  
Risk Premium ◽  
Foreign Exchange Market ◽  
Exchange Market
Sign in / Sign up

Export Citation Format

Share Document