Volatility connectedness in global foreign exchange markets

T Wen, GJ Wang - Journal of Multinational Financial Management, 2020 - Elsevier
We statically and dynamically measure total and directional volatility connectedness in
global foreign exchange (forex) markets. We use the volatility spillover index and LASSO …

From text representation to financial market prediction: A literature review

SA Farimani, MV Jahan, A Milani Fard - Information, 2022 - mdpi.com
News dissemination in social media causes fluctuations in financial markets.(Scope) Recent
advanced methods in deep learning-based natural language processing have shown …

State, trends, challenges and prospects of the modern global foreign exchange market

A Zolkover, I Zolotykh, H Mykhalchynets… - Journal of …, 2021 - search.proquest.com
The daily value of world currency transactions exceeds the total world value of output and
the value of all shares and bonds available on the market. The global foreign exchange …

[PDF][PDF] 基于LASSO-VAR 模型的外汇市场风险溢出网络研究

OS Suprapto - 2023 - pdf.hanspub.org
摘要随着外汇市场越来越受到投资者的青睐, 其风险分析研究也变得十分重要且非常必要. 因此,
本文探讨了2005 年9 月至2023 年2 月期间的全球外汇传递冲击溢出效应和网络连通性 …

[PDF][PDF] From Text Representation to Financial Market Prediction: A Literature Review. Information 2022, 13, 466

SA Anbaee, MV Jahan, A Milani Fard - 2022 - researchgate.net
News dissemination in social media causes fluctuations in financial markets.(Scope) Recent
advanced methods in deep learning-based natural language processing have shown …

Impact of the Adjustment of maximum order volume on pricing efficiency of stock index futures in China

L Wang, T Xu, L Qin, X Xiong - Discrete Dynamics in Nature …, 2020 - Wiley Online Library
In April 2017, China Financial Futures Exchange adjusted the maximum order volume of
single trading in stock index futures, and this paper conducts research on this event. Firstly, it …

State, Trends, Challenges And Prospects Of The Modern Global Foreign Exchange Market

I Zolotykh, A Zolkover, H Mykhalchynets, Y Nemish… - 2021 - dspace.mnau.edu.ua
The daily value of world currency transactions exceeds the total world value of output and
the value of all shares and bonds available on the market. The global foreign exchange …

State, trends, challenges and prospects of the modern global foreign eoreign exchange market

A Zolkover, I Zolotykh, H Mykhalchynets, Y Nemish… - 2021 - dspace-s.msu.edu.ua
The daily value of world currency transactions exceeds the total world value of output and
the value of all shares and bonds available on the market. The global foreign exchange …

[PDF][PDF] Aliasuddin, 2020. The Effect of Good News and Bad News on Exports and Imports in Indonesia

N Rahmi - Advances in Natural and Applied Sciences - academia.edu
This study examines the effect of good news and bad news on the exports and imports of
Indonesia using a threshold generalized autoregressive conditional heteroscedasticity …