Three essays on the intraday dynamics of the foreign exchange market
| Contribuinte(s) |
Paresh Narayan Sharma, Susan (Sunila) |
|---|---|
| Data(s) |
01/03/2016
|
| Resumo |
Containing three essays on the intraday dynamics of the foreign exchange market, the dissertation highlights the role of higher-moments in improving the forecasting ability of exchange rates models while contributing to the literature through the identification of new calendar anomalies in the currency market which has implications for regulators and investors. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Deakin University, Faculty of Business and Law, Department of Finance |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30088700/khademalomoom-agreement-2016.pdf http://dro.deakin.edu.au/eserv/DU:30088700/khademalomoom-threeessays-2016A.pdf |
| Direitos |
The author |
| Palavras-Chave | #Stock markets #Foreign currency #Foreign exchange rates #Finance |
| Tipo |
Thesis |
