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Trigger Strategies and Price Dynamics in Equity and Foreign Exchange Markets

Citations

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Cited by:

  1. Barry Eichengreen & Peter M. Garber, 1991. "Before the Accord: U.S. Monetary-Financial Policy, 1945-51," NBER Chapters, in: Financial Markets and Financial Crises, pages 175-206, National Bureau of Economic Research, Inc.
  2. Pierdzioch, Christian, 2000. "Noise Traders? Trigger Rates, FX Options, and Smiles," Kiel Working Papers 970, Kiel Institute for the World Economy.
  3. Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, vol. 104(3), pages 87-113.
  4. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December.
  5. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 397-408.
  6. Shah, Sayar Ahmad & Garg, Bhavesh, 2026. "Dynamics of exchange rate pass-through: The role of pricing strategies and economic shocks," Economic Modelling, Elsevier, vol. 154(C).
  7. Christian L., Nguena, 2012. "The Role of Foreign Trade in Economic Growth and Individual Heterogeneity Problem in Panel Data: The Case of African Countries," MPRA Paper 49559, University Library of Munich, Germany, revised 22 Mar 2013.
  8. Fraser, Rob W. & Murrell, A.J., 1990. "The Australian Wool Corporation's Reserve Price Scheme: An Assessment of Price Stabilisation and Producer Benefits," 1990 Conference (34th), February 13-15, 1990, Brisbane, Australia 145082, Australian Agricultural and Resource Economics Society.
  9. Partick Artus, 1994. "Les crises de balance des paiements sont-elles inévitables ?," Revue Économique, Programme National Persée, vol. 45(6), pages 1377-1400.
  10. Buiter, Willem H. & Grilli, Vittorio, 1989. "The `Gold Standard Paradox' and Its Resolution," CEPR Discussion Papers 361, Centre for Economic Policy Research.
  11. Harrison, Ann E. & Rodriguez-Clare, Andres, 2009. "Trade, Foreign Investment, and Industrial Policy," MPRA Paper 15561, University Library of Munich, Germany.
  12. Paul R. Krugman, 1988. "Deindustrialization, Reindustrialization, and the Real Exchange Rate," NBER Working Papers 2586, National Bureau of Economic Research, Inc.
  13. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008. "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers 2008-03, GEMF, Faculty of Economics, University of Coimbra.
  14. Paul R. Krugman, 1988. "Desindustrialización, reindustrialización y tipo de cambio real," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 3(2), pages 149-167.
  15. A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 401-405.
  16. Mundaca, Gabriela & Oksendal, Bernt, 1998. "Optimal stochastic intervention control with application to the exchange rate," Journal of Mathematical Economics, Elsevier, vol. 29(2), pages 225-243, March.
  17. Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June.
  18. Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
  19. Buiter, Willem H. & Pesenti, Paolo A., "undated". "Rational Speculative Bubbles In An Exchange Rate Target Zone," Economic Research Papers 268490, University of Warwick - Department of Economics.
  20. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417.
  21. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010. "Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 261-282, September.
  22. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF, Faculty of Economics, University of Coimbra.
  23. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012. "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, vol. 2012(1), pages 19-37.
  24. Patrick Artus & Claude Jessua, 1996. "La spéculation," Revue Économique, Programme National Persée, vol. 47(3), pages 409-424.
  25. Marcus Miller & Pongsak Luangaram, 1998. "Financial crisis in East Asia: bank runs, asset bubbles and antidotes," National Institute Economic Review, National Institute of Economic and Social Research, vol. 165(1), pages 66-82, July.
  26. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013. "Exchange Rate Target Zones: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 247-268, April.
  27. Vicente Esteve & Maria Prats, 2008. "Are there threshold effects in the stock price-dividend relation? The case of the US stock market, 1871-2004," Applied Financial Economics, Taylor & Francis Journals, vol. 18(19), pages 1533-1537.
  28. Paul R. Krugman, 1988. "Target Zones and Exchange Rate Dynamics," NBER Working Papers 2481, National Bureau of Economic Research, Inc.
  29. Alexandra Janssen & Rahel Studer, 2014. "The Swiss franc's honeymoon," ECON - Working Papers 170, Department of Economics - University of Zurich, revised Jan 2017.
  30. Svensson, Lars E. O., 1991. "The term structure of interest rate differentials in a target zone : Theory and Swedish data," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 87-116, August.
  31. Sandun Perera & Winston Buckley, 2017. "On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(8), pages 877-885, August.
  32. Kontulainen, Jarmo & Lehmussaari, Olli-Pekka & Suvanto, Antti, 1990. "The Finnish experience on maintaining a currency band in the 1980s," Bank of Finland Research Discussion Papers 26/1990, Bank of Finland.
  33. Bekiros, Stelios D., 2010. "Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1153-1170, June.
  34. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012. "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, vol. 2012(1), pages 19-37.
  35. Dorofeev Evgeny, 2001. "Economic Factors Influence on the Russian Capital Market Behavior," EERC Working Paper Series 2k/03e, EERC Research Network, Russia and CIS.
  36. Joao Sousa Andrade & António Portugal Duarte & Adelaide Duarte, 2013. "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," EcoMod2013 5305, EcoMod.
  37. Yang, Lucun, 2011. "An Empirical Analysis of Current Account Determinants in Emerging Asian Economies," Cardiff Economics Working Papers E2011/10, Cardiff University, Cardiff Business School, Economics Section.
  38. Dominquez, Kathryn M. & Kenen, Peter B., 1992. "Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior," European Economic Review, Elsevier, vol. 36(8), pages 1523-1532, December.
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