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661.
Nikiforos T. Laopodis 《Journal of Economics and Finance》2008,32(3):271-293
This paper seeks to empirically determine whether feedback trading strategies result in stabilization or destabilization in
the foreign exchange market and if such strategies are a distinctive characteristic of an emerging economy or they are a common
element to both developed and emerging economies. These hypotheses are tested via the use of a feedback model augmented with
a generalized autoregressive conditional heteroskedasticity (GARCH) process for modeling the errors. The results suggest presence
of both positive and negative feedback trading and asymmetric behavior in both types of economies. Irrespective of the nature
of feedback trading, presence of asymmetric behavior implies that market traders rely on central banks to intervene so they
can realize short-term profits. Finally, in cases of a positive first-order autoregressive parameter presence of the bandwagon
effect is implied, whereby past currency movements are followed by expectations of currency movements in the same direction.
相似文献
Nikiforos T. LaopodisEmail: |
662.
663.
以广义货币供应量(M2)的历史信息为研究对象,分析了1999年12月-2014年4月我国广义货币供应量的变动规律,并根据历史数据进行时间序列分析,构建ARMIA模型,随后对模型进行检验和适当调整,构建GARCH模型,试图较准确地预测广义货币供应量的未来变化。从预测结果看,模型较好地发挥了预测功效,能够较为准确地预测其未来的发展趋势. 相似文献
664.
We explore the impact of inflation uncertainty on output growth in Thailand, an emerging market economy with moderate inflation. Inflation and output uncertainty are modeled in a bivariate constant conditional correlation generalized autoregressive conditional heteroskedastic (AR(p)‐cccGARCH(1,1)) specification. We include the exchange rate in the mean equations, and use the headline and core inflation rates and industrial production to generate inflation and output uncertainty series. These series are then used in Granger causality tests to make inferences about the effect of monetary policy‐induced inflation uncertainty. Causality tests show a positive relation from inflation to inflation uncertainty. Additionally, increased inflation uncertainty decreases output. These results are consistent with real costs associated with moderate inflation. Finally, we find no evidence that monetary policy reduced these costs. 相似文献
665.
Recent research provides considerable evidence that correlations between assets change significantly over time and diversification benefits of correlations may vary substantially based on the time-varying measure of correlation used for different asset types. Our study evaluates and compares alternative time-series correlation modeling techniques according to both statistical and economic metrics, focusing specifically on individual asset pairs. We identify the moving correlation structure that best tracks the dynamic conditional correlation estimates using a large set of different financial time series encompassing 467 asset pairs in nine different asset classes. Results from our direct, statistical loss function based, and indirect, portfolio mean-variance based, forecast evaluations provide optimal window-length ranges for 36 asset-class pairs which should help in portfolio construction as well as risk management. Furthermore for robustness tests, we implement the model confidence set approach which, without a benchmark specification, produces a set of models constructed to contain the best models with a given level of confidence among competing forecast evaluations. 相似文献
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667.
金融数据常被用来进行金融市场预测和决策,本文从控制图角度出发,对汇率市场收益率采用AR、MA、ARMA和GARCH四类模型比较研究,最终使用异方差模型建立控制限随时间变动控制图.文中数据来源于2000~2008年美元兑日元汇率共2731个日收盘价,利用对数收益率方法,建立GARCH(1,1)型休哈特控制图.具体解释2008年超出控制限的时点所体现的宏观经济、政治等事件影响以及微观个人行为因素,此类控制图较好的监测出宏微观因素所致的汇率市场波动性. 相似文献
668.
Volatility and error transmission spillover effects: Evidence from three European financial regions 总被引:1,自引:0,他引:1
Athanasios Koulakiotis Apostolos Dasilas Nicholas Papasyriopoulos 《The Quarterly Review of Economics and Finance》2009,49(3):858-869
This study uses the multivariate GARCH-BEKK modelling approach to examine the transmission of news (both volatility and error) between portfolios of cross-listed equities within three European financial regions, that is, the Scandinavian (Denmark, Sweden, Finland and Norway), the Germanic (Austria, Switzerland and Germany) and the French area (Brussels, France, Italy, Holland and Spain). We find that the Finnish and Danish portfolios of cross-listed equities are the main transmitters of volatility relative to the Swedish and Norwegian portfolios of cross-listed equities. On the other hand, the Swiss portfolio of cross-listed equities is the major exporter of volatility and error to the other portfolios of cross-listed equities in the Germanic stock market area. Finally, the Paris, Amsterdam and Brussels stock exchanges are the major exporters of volatility and error to the portfolios of cross-listed equities traded on the Milan and Madrid stock exchanges. 相似文献
669.
《Macroeconomics and Finance in Emerging Market Economies》2013,6(1):25-31
We examine the effects of the Czech National Bank communication, macroeconomic news and interest rate differential on exchange rate volatility using generalized autoregressive conditional heteroscedasticity model. Our results suggest that central bank communication has a calming effect on exchange rate volatility. The timing of central bank communication seems to matter, too, as financial markets respond more to the communication before the policy meetings than after them. Next, macroeconomic news releases are found to reduce exchange rate volatility, while interest rate differential seems to increase it. 相似文献
670.
《Macroeconomics and Finance in Emerging Market Economies》2013,6(1):103-118
Based on asset pricing theory, reward/risk ratios vary positively with maturity of Treasury securities. We study the effect of increasing Treasury bonds' maturity on ex post and ex ante returns and risks in developed and emerging countries. As maturity increases, we show that ex post and ex ante returns are negative and they decrease while ex post and ex ante risks increase in developed countries, resulting in a sharp increase in the ex post and ex ante coefficient of variation. This indicates that investors are negatively rewarded for the risk they face for investing in Treasury bonds in developed markets. In emerging markets, as maturity increases, ex post and ex ante returns are positive for medium and long maturities and they increase while ex ante risk decreases with maturity. As maturity increases, the coefficient of variation in emerging and developed markets increases, indicating that reward to investors for facing extra risk decreases as maturity increases; however, investors are much better rewarded in emerging than developed markets. 相似文献