scholarly journals The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets

2009 ◽  
Author(s):  
Hyunsoo Joo ◽  
Zhiwei Huang ◽  
Fang Cai
Keyword(s):  
Emerging Markets ◽  
Exchange Rates ◽  
Real Time ◽  
Foreign Exchange ◽  
Foreign Exchange Rates ◽  
Macroeconomic Announcements ◽  
The Impact

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

1999 ◽  
Author(s):  
Ramazan Gencay ◽  
Michel M. Dacorogna ◽  
Giuseppe Ballocchi ◽  
Richard B. Olsen ◽  
Olivier V. Pictet
Keyword(s):  
Exchange Rates ◽  
Real Time ◽  
Foreign Exchange ◽  
Statistical Properties ◽  
Foreign Exchange Rates

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates*

2002 ◽  
Vol 43 (2) ◽  
pp. 463-491 ◽  
Author(s):  
GenÇay Ramazan ◽  
Ballocchi Giuseppe ◽  
Dacorogna Michel ◽  
Olsen Richard ◽  
Pictet Olivier
Keyword(s):  
Exchange Rates ◽  
Real Time ◽  
Foreign Exchange ◽  
Statistical Properties ◽  
Foreign Exchange Rates

scholarly journals The Impact of Economic Factors on the Foreign Exchange Rates between USA and Four Big Emerging Countries: China, India, Brazil and Mexico

2016 ◽  
Vol 3 (1) ◽  
pp. 11
Author(s):  
Nguyen Quang My ◽  
Mustafa Sayim
Keyword(s):  
Exchange Rates ◽  
Foreign Exchange ◽  
Emerging Countries ◽  
Stepwise Multiple Regression ◽  
Economic Factors ◽  
Foreign Exchange Rates ◽  
Macroeconomic Policies ◽  
Regression Methods ◽  
Us Dollar ◽  
The Impact

This study examines the impact of macro-economic factors on the foreign exchange rates between USA and four big emerging countries: India, Mexico, Brazil and China for the period of 2005 to 2014. This study uses Enter and Stepwise multiple regression methods to investigate the impact of market fundamental on the exchange rates.  The empirical findings reveal that the macro-economic factors significantly predict and influence the exchange rates between USD/CNY (US dollar/Chinese yuan), USD/INR (US dollar/Indian rupee), USD/BRL (US dollar/ Brazilian real), and USD/MNX (US dollar/Mexican pesos).  It is crucial to emphasize that the macroeconomic policies have to be implemented in order to stabilize and reduce the exchange rates volatilities.  

The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates

2015 ◽  
Vol 05 (02) ◽  
pp. 1550009 ◽  
Author(s):  
Robert Jarrow ◽  
Hao Li
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Large Scale ◽  
Bond Market ◽  
Foreign Exchange Rates ◽  
Market Intervention ◽  
Exchange Markets ◽  
Asset Purchases ◽  
The Impact

This paper provides a framework to analyze the effect of a central bank's bond market intervention on foreign exchange rates. Using this framework, we quantify the impact of the Federal Reserve's 2008–2011 quantitative easing (QE) program on the USD/JPY exchange rate. We find that the Fed's QE accounts for a significant portion of the dollar's depreciation during this period. A central monetary authority can affect exchange rates in two ways, either directly by intervening in foreign exchange markets or indirectly by affecting interest rates. Our analysis emphasizes the importance of the indirect channel when a central bank undertakes large scale asset purchases.

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