Model free evaluation of intraday periodicities of exchange rate return volatility

H. A. Pathberiya, C. D. Tilakaratne, L. L. Hansen, R. S. Lokupitiya

Research output: Chapter in Book / Conference PaperConference Paper

Abstract

![CDATA[Currency trading at the foreign exchange (hereinafter referred as Forex) market is now becoming more popular over the globe than trading at equity markets. Countries will have the economic benefit when engaging in international transactions by having bought appreciating currencies at lowest prices. It would be beneficial for market participants to be well-informed on the volatility condition of exchange rates since it is considered as an important factor when making trading decisions.]]
Original languageEnglish
Title of host publicationProceedings of the 69th Annual Sessions Sri Lanka Association for the Advancement of Science, 2-6 December 2013, Sri Lanka
PublisherSri Lanka Association for the Advancement of Science
Pages254-254
Number of pages1
Publication statusPublished - 2013
EventSri Lanka Association for the Advancement of Science. Session -
Duration: 1 Jan 2013 → …

Conference

ConferenceSri Lanka Association for the Advancement of Science. Session
Period1/01/13 → …

Keywords

  • foreign exchange rates
  • volatility
  • carry trades (foreign exchange)

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