scholarly journals Underestimating randomness: Outcome bias in betting exchange markets

2021 ◽  
Author(s):  
Oliver Merz ◽  
Raphael Flepp ◽  
Egon P. Franck
Keyword(s):  
Exchange Markets ◽  
Outcome Bias

Analysis of the Bank of Russia information policy

2017 ◽  
pp. 88-110 ◽  
Author(s):  
S. Drobyshevsky ◽  
P. Trunin ◽  
A. Bozhechkova ◽  
E. Gorunov ◽  
D. Petrova
Keyword(s):  
Interest Rate ◽  
Nonparametric Tests ◽  
Information Policy ◽  
Var Models ◽  
New Approach ◽  
Interest Rate Policy ◽  
News Reports ◽  
Internet Users ◽  
Rate Policy ◽  
Exchange Markets

The article investigates the Bank of Russia information policy using a new approach to measuring information effects on Russian data, including the analysis of the tonality of news reports, as well as internet users’ queries on Google. The efficiency of regulator’s information signals is studied using EGARCH-, VAR- models, as well as nonparametric tests. The authors conclude that the regulator communicates effectively in terms of the predictability of interest rate policy, the degree to which information signals affect the money and foreign exchange markets.

The Use of Foreign Exchange Markets by Non-Banks

2011 ◽  
Author(s):  
James O'Connor ◽  
James Wackett ◽  
Robert Zammit
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Markets ◽  
Exchange Markets
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