You are not logged in.

Three essays on the intraday dynamics of the foreign exchange market

Khademalomoom, Siroos 2016, Three essays on the intraday dynamics of the foreign exchange market, PhD. thesis, Department of Finance, Deakin University.

Attached Files
Name Description MIMEType Size Downloads

Title Three essays on the intraday dynamics of the foreign exchange market
Author Khademalomoom, Siroos
Institution Deakin University
School Department of Finance
Faculty Faculty of Business and Law
Degree type Research doctorate
Degree name PhD.
Thesis advisor Paresh Narayan
Sharma, Susan (Sunila)
Date submitted 2016-03
Keyword(s) Stock markets
Foreign currency
Foreign exchange rates
Finance
Summary 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.
Language eng
Field of Research 150201 - Finance 34%
140210 - International Economics and International Finance 33%
150202 - Financial Econometrics 33%
Socio Economic Objective 910104 - Exchange Rates 100%
Description of original xii, 184 pages : graphs, tables.
Restricted until 2018-04-28
Copyright notice ┬ęThe Author. All Rights Reserved.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30088700

Document type: Thesis
Collection: Higher degree theses (citation only)
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 34 Abstract Views, 7 File Downloads  -  Detailed Statistics
Created: Thu, 10 Nov 2016, 13:55:58 EST by Deb Gray

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.