scholarly journals Pension fund managers behavior in the foreign exchange market

2006 ◽  
Author(s):  
Hernando Vargas-Herrera ◽  
Yanneth Rocío Betancourt-García
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Pension Fund ◽  
Exchange Market ◽  
Fund Managers

A NETWORK MODEL FOR FOREIGN EXCHANGE ARBITRAGE, HEDGING AND SPECULATION

2001 ◽  
Vol 04 (06) ◽  
pp. 837-852 ◽  
Author(s):  
C. KENNETH JONES
Keyword(s):  
Multinational Corporations ◽  
Foreign Exchange ◽  
Network Model ◽  
Foreign Exchange Market ◽  
Optimization Problem ◽  
Exchange Market ◽  
Fund Managers ◽  
Alternative Approach ◽  
International Banks ◽  
Trading Decisions

This paper presents alternative approach to foreign exchange market trading decisions. The model is equally applicable to the arbitrage practices of international banks, to the hedging decisions of multinational corporations, to the investment decisions of currency fund managers and to the uncovered positions of currency speculators. By using a network model to represent these situations complex problems can be modeled and the optimization problem required to maximize profit or eliminate risk can be accurately formulated.

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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