Are banks market timers or market makers? Explaining foreign exchange trading profits
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- Ammer, John & Brunner, Allan D., 1997. "Are banks market timers or market makers? Explaining foreign exchange trading profits," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 43-60, April.
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Citations
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Cited by:
- Richard Portes & Hélène Rey, 1998.
"The emergence of the euro as an international currency,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 13(26), pages 306-343.
- Alogoskoufis, George & Portes, Richard & Rey, Hélène, 1997. "The Emergence of the Euro as an International Currency," CEPR Discussion Papers 1741, C.E.P.R. Discussion Papers.
- Richard Portes & Helene Rey, 1998. "The Emergence of the Euro as an International Currency," NBER Working Papers 6424, National Bureau of Economic Research, Inc.
- Alogoskoufis, G. & Portes, R. & Rey, H., 1997. "The Emergence of the Euro as an International Currency," DELTA Working Papers 97-28, DELTA (Ecole normale supérieure).
- G Alogoskoufis & R Portes & H Rey, 1998. "The Emergence of the Euro as an International Currency," CEP Discussion Papers dp0388, Centre for Economic Performance, LSE.
- Lyons, Richard K., 1998. "Profits and position control: a week of FX dealing1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 97-115, February.
- Adrian E. Tschoegl, 2005.
"The Key to Risk Management: Management,"
Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 721-739,
Springer.
- Adrian E. Tschoegl, 2000. "The Key to Risk Management: Management," Center for Financial Institutions Working Papers 99-42, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Benassy-Quere, A. & Larribeau, S. & MacDonald, R., 1999.
"Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data,"
Papers
99-02, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- A. Bénassy-Quéré & S. Larribeau & R. MacDonald, 1999. "Models of exchange rate expectations : heterogeneous evidence from Panel data," THEMA Working Papers 99-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Agnès Bénassy-Quéré & Sophie Larribeau & Ronald MacDonald, 1999. "Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data," Working Papers 1999-03, CEPII research center.
- Michael P. Leahy, 1994. "Bank positions and forecasts of exchange rate movements," International Finance Discussion Papers 486, Board of Governors of the Federal Reserve System (U.S.).
- Benassy-Quere, Agnes & Larribeau, Sophie & MacDonald, Ronald, 2003.
"Models of exchange rate expectations: how much heterogeneity?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 113-136, April.
- Sophie Larribeau & Agnès Bénassy-Quéré & R. Macdonald, 2003. "Models of exchange rate expectations : how much heterogeneity ?," Post-Print halshs-00069655, HAL.
- Mende, Alexander & Menkhoff, Lukas, 2006.
"Profits and speculation in intra-day foreign exchange trading,"
Journal of Financial Markets, Elsevier, vol. 9(3), pages 223-245, August.
- Mende, Alexander & Menkhoff, Lukas, 2006. "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP) dp-339, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema & Thuraisamy, Kannan, 2015. "Is Exchange Rate Trading Profitable?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 217-229.
- Chamberlain, Sandra & Howe, John S. & Popper, Helen, 1997.
"The exchange rate exposure of U.S. and Japanese banking institutions,"
Journal of Banking & Finance, Elsevier, vol. 21(6), pages 871-892, June.
- Sandra Chamberlain & John S. Howe & Helen Popper, 1995. "The exchange rate exposure of U.S. and Japanese banking institutions," Pacific Basin Working Paper Series 95-11, Federal Reserve Bank of San Francisco.
- Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Boschen, John F. & Smith, Kimberly J., 2016. "The uncovered interest rate parity anomaly and trading activity by non-dealer financial firms," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 333-342.
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Keywords
Bank profits; Foreign exchange;Statistics
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