![](images/graphics/blank.gif)
Euro dollar market
-
Ebook "The re-emergence of global finance" invented a new form of money and escaped offshore, beyond the jurisdiction of monetary authority. This is the story of the Eurodollar and the re-emergence of global capital. It tells how the City discarded sterling and reclaimed its historic role as the world's foremost financial centre.
243p
loivantrinh
29-10-2023
7
4
Download
-
This thesis provides empirical investigations into the behaviour of implied volatility quotes for currency options on the British pound/U.S. dollar (GBP/USD), the euro/U.S. dollar (EUR/USD), the Australian dollar/U.S. dollar (AUD/USD) and the U.S. dollar/Japanese yen (USD/JPY). The analyses are performed using dealer-quoted implied volatility and spot exchange rate datasets collected from the over-the-counter currency option market.
290p
runthenight04
02-02-2023
10
3
Download
-
The main purpose of this research paper is to explore and understand the nature of association and the possible existence of a short run and long run relationship between US Dollar, EURO, British Pound and Japanese Yen.
10p
orianahuynh
06-06-2020
18
0
Download
-
This paper examines the effect of target Federal funds rate changes on major five foreign exchange markets: Canada, Australia, Euro, Japan and the UK during the period from 2000 to 2007. Two different approaches of Rai, Seth and Mohanty (2007) and the event study of Brown and Warner (1980, 1985) are used in our paper. The results show that event-study method yields a stronger relationship between the U.S. Federal funds rate and exchange rates. On average, evidences are consistent with our expectations: federal funds rate increases (decreases) are associated with the U.S.
16p
covid19
19-04-2020
21
2
Download
-
The purpose of this study is twofold; firstly, the behavior of Turkish lira (TRL) forward rates against US Dollar (USD) and Euro will be evaluated; whether the interest rate parity holds and the market participants quote the forward foreign exchange rates according to the interest rate differentials. It is also analyzed whether the forward foreign exchange rate coincides with the spot exchange rate at the relevant maturity. Secondly, the unbiased forward rate hypothesis (UFH) is tested by the use of regression method.
12p
035522894
13-04-2020
13
1
Download
-
Many authors have investigated the possibility of predictability in asset returns, but very little supportive evidence has so far been found in exchange rate returns. This empirical study uses the econometric model ARIMA (1,0,0) to study three different foreign exchange rates, namely the euro and the dollar, the euro and the Hungarian forint and the euro and the Korean won. It is worth mentioning that ARIMA (1,0,0) model is the same as the autoregressive model AR(1), as both of them are made up of one autoregressive parameter and no moving average parameters.
20p
trinhthamhodang2
21-01-2020
20
2
Download
-
The Management Company may decide to issue within a sub-fund Share Classes having a different reference currency (currency denomination) which denotes the currency in which the Net Asset Value per Share will be calculated. In principle, Share Classes may be issued in the following reference currencies: Euro, Hong Kong Dollar and Pound Sterling ("Share Class Reference Currencies"). Share Classes in other Share Class Reference Currencies may be available on application to the Company.
38p
dangsuynghi
15-03-2013
40
6
Download
-
Funding conditions at European banks improved following special policy measures introduced by central banks around the beginning of December. Before that time, many banks had been unable to raise unsecured funds in bond markets and the cost of short-term funding had risen to levels only previously exceeded during the 2008 banking crisis. Dollar funding had become especially expensive. The ECB then announced that it would lend euros to banks for three years against a wider set of collateral.
11p
machuavo
19-01-2013
42
2
Download
-
The international consequences of zero-interest-rate policies are also negative. With interbank markets in the U.S. and Europe congested, forward foreign exchange markets become more difficult to organize. Without forward cover, exporters and importers find it more difficult to secure normal letters of credit. In the financial panic of 2008, foreign trade imploded much more than domestic trade. In addition, the Fed’s zero interest rate strategy inevitably weakens the dollar in the foreign exchanges.
25p
taisaocothedung
09-01-2013
67
4
Download
CHỦ ĐỀ BẠN MUỐN TÌM
![](images/graphics/blank.gif)