What About Asymmetric Loss? A Real-Time Quantile-Regression Update on the AUD-Yen Exchange Rate

2018 ◽  
Author(s):  
Sebastian Rohloff
Keyword(s):  
Exchange Rate ◽  
Quantile Regression ◽  
Real Time ◽  
Asymmetric Loss

A real-time quantile-regression approach to forecasting gold returns under asymmetric loss

2015 ◽  
Vol 45 ◽  
pp. 299-306 ◽  
Author(s):  
Christian Pierdzioch ◽  
Marian Risse ◽  
Sebastian Rohloff
Keyword(s):  
Quantile Regression ◽  
Real Time ◽  
Asymmetric Loss ◽  
Regression Approach

scholarly journals Real-time measurement of diffusion exchange rate in biological tissue

2020 ◽  
Vol 317 ◽  
pp. 106782
Author(s):  
Nathan H. Williamson ◽  
Rea Ravin ◽  
Teddy X. Cai ◽  
Dan Benjamini ◽  
Melanie Falgairolle ◽  
...  
Keyword(s):  
Exchange Rate ◽  
Real Time ◽  
Biological Tissue ◽  
Time Measurement ◽  
Real Time Measurement

scholarly journals Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach

Risks ◽  
2020 ◽  
Vol 8 (3) ◽  
pp. 86
Author(s):  
Rizwan Ali ◽  
Inayat Ullah Mangla ◽  
Ramiz Ur Rehman ◽  
Wuzhao Xue ◽  
Muhammad Akram Naseem ◽  
...  
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Quantile Regression ◽  
Stock Returns ◽  
Emerging Market ◽  
Empirical Relationship ◽  
Gold Price ◽  
Stock Market Performance ◽  
Regression Approach ◽  
The Exchange Rate

In this study, we examine an empirical relationship between stock market volatility with the exchange rate and gold prices of an emerging market, “Pakistan”, employing daily and monthly data (PSX-100 Index) covering from 2001: Q3 to 2018: Q2. The study explains the average stock returns by applying MGARCH. Further, it investigates that the volatility in the exchange rate (Rs/US $) and gold prices remain equally strong in bearish and bullish conditions of the stock market by using a quantile regression approach (2001–2018). Additionally, the sample period is divided into two split samples that cover (2001–2007) and (2008–2018) respectively, based on global financial crises and applied similar analysis. The overall results show the negative impact of the exchange rate and gold price volatility on the stock market performance daily (monthly), supporting the argument that the stock market considers the exchange rate and gold price fluctuations as an adverse indicator and reacts negatively.

Online Monitoring and Analysis of Plant Photosynthetic Physiology and Environmental Factors

2012 ◽  
Vol 241-244 ◽  
pp. 75-80
Author(s):  
Zhao Hui Jiang ◽  
Chun Sheng Wang ◽  
Jing Zhang ◽  
Yi Yue ◽  
Shao Wen Li
Keyword(s):  
Exchange Rate ◽  
Environmental Factors ◽  
Diurnal Variation ◽  
Real Time ◽  
Photosynthetically Active Radiation ◽  
Environmental Parameters ◽  
Co2 Exchange ◽  
Active Radiation ◽  
Photosynthetic Physiology ◽  
Co2 Exchange Rate

It is very important for researching the growth and cultivation of plants that real-time monitoring of photosynthetic physiology & environmental parameters and analysis of relationship between these parameters. In this paper, an indoor cultivated Michelia alba monitoring system was built, which could continuously monitor leaf's CO2 exchange rate, transpiration rate, air temperature and humidity, soil moisture, photosynthetically active radiation and other parameters in real time, and could also analyze the relationship between the photosynthetic physiological parameters and environmental parameters. The results show that the diurnal variation of indoor cultivated Michelia alba leaf's CO2 exchange rate presents a bimodal pattern, which shows a midday depression. The diurnal variation of photosynthetically active radiation presents a single pattern. The diurnal variation of air humidity presents a “ S ” pattern, but the overall variation is little. The environmental factors that influenced the Michelia alba photosynthetic physiological characteristics most greatly are the photosynthetically active radiation and temperature.

A hybrid approach to exchange rates

2016 ◽  
Vol 33 (1) ◽  
pp. 50-68 ◽  
Author(s):  
Guangfeng Zhang ◽  
Ian Marsh ◽  
Ronald MacDonald
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Real Time ◽  
Private Information ◽  
Hybrid Approach ◽  
Exchange Rate Volatility ◽  
Content Type ◽  
Macro News ◽  
The Impact ◽  
Exchange Rates Volatility

Purpose – This study aims to investigate the impact of information, both public macro news and private information, on exchange rate volatility in an integrated framework. Design/methodology/approach – The authors apply real-time data of macro announcements and high-frequency trading data (German Deutsche Mark to US dollar, DEM/USD, from 1 May to 31August 1996) to GARCH models and examine various model specifications. Findings – Data analysis demonstrates real-time macro news and market makers’ private information both have a significant impact on exchange rate volatility, but there is no interaction between macro and micro information in the information transmission process. Originality/value – This study contributes to empirical hybrid studies of examining exchange rates volatility, which is in line with literature that combine both macro and micro fundamentals in examining exchange rates variation. Particularly, a key element of this study is to use a microstructure fundamental variable, namely, order flow, to capture private information in an exchange rate volatility study.

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