Forward Rate Unbiasedness Hypothesis in the Tunisian Foreign Exchange Market

2010 ◽  
Author(s):  
Dhekra Azouzi ◽  
Rohit Vishal Kumar ◽  
Chaker Aloui
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Forward Rate ◽  
Exchange Market ◽  
Forward Rate Unbiasedness Hypothesis

scholarly journals Efficiency of Foreign Exchange and Its Related Derivatives Market: Evidence From Korea

2019 ◽  
Vol 10 (2) ◽  
pp. 92
Author(s):  
Min-woo Kang
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Forward Rate ◽  
Exchange Market ◽  
Central Bank Intervention ◽  
Interest Rate Parity ◽  
Long Time ◽  
Derivatives Markets ◽  
Forward Rate Unbiasedness Hypothesis

This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants by employing several well-established methodologies based on current theoretical arguments on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical findings indicate that the foreign exchange market and its related derivatives markets were inefficient during the period 2006-2016, but have improved considerably after the 2008-2009 financial crisis. As the inefficiency prevailed for a long time, emphasis is on the presence of risk premia in the international financial market and the role of central bank intervention.

scholarly journals Currency Market Efficiency Revisited: Evidence from Korea

2019 ◽  
Vol 7 (3) ◽  
pp. 52
Author(s):  
Kang
Keyword(s):  
Interest Rate ◽  
Market Efficiency ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Central Banks ◽  
Forward Rate ◽  
Exchange Market ◽  
Interest Rate Parity ◽  
Currency Market ◽  
Rate Parity

Keywords: foreign exchange market efficiency; forward rate unbiased hypothesis; covered interest rate parity; central banks; central banks’ policies

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
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