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Private information, capital flows, and exchange rates [[electronic resource] /] / Jacob Gyntelberg, Mico Loretan, and Tientip Subhanij
| Private information, capital flows, and exchange rates [[electronic resource] /] / Jacob Gyntelberg, Mico Loretan, and Tientip Subhanij |
| Autore | Gyntelberg Jacob |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) |
LoretanMico
Tientip Subhanij |
| Collana | IMF working paper |
| Soggetto topico |
Foreign exchange rates
Foreign exchange |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-1956-7
1-4755-4777-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References |
| Record Nr. | UNINA-9910461973803321 |
Gyntelberg Jacob
|
||
| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
| Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan |
| Autore | Gyntelberg Jacob |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) |
TientipSubhanij
LoretanMico |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates
Foreign exchange Finance: General Foreign Exchange Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Central Banks and Their Policies International Finance Forecasting and Simulation Information and Market Efficiency Event Studies General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Currency Stock markets Securities markets Currency markets Exchange rates Financial markets Stock exchanges Capital market Foreign exchange market |
| ISBN |
1-4755-1956-7
1-4755-4777-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References |
| Record Nr. | UNINA-9910786474503321 |
|
Gyntelberg Jacob
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
| Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan |
| Autore | Gyntelberg Jacob |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.1;332.152 |
| Altri autori (Persone) |
LoretanMico
TientipSubhanij |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates
Foreign exchange Capital market Central Banks and Their Policies Currency markets Currency Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Event Studies Exchange rates Finance Finance: General Financial markets Foreign exchange market Foreign Exchange General Financial Markets: General (includes Measurement and Data) Information and Market Efficiency International Finance Forecasting and Simulation International Financial Markets Securities markets Stock exchanges Stock markets Time-Series Models |
| ISBN |
1-4755-1956-7
1-4755-4777-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References |
| Record Nr. | UNINA-9910826179103321 |
|
Gyntelberg Jacob
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||