The profitability of trading strategies in the currency market that are based on the Taylor rule
Building a strategy based on the difference in interest rates and the month forward prediction of exchange rates. Evaluation of profitability of carry trades, based on the Taylor model’s modifications analyzed for predictability by Molodtsova and Papell.
Подобные документы
Increasing the security of cryptocurrency market participants. Optimizing the investment portfolio of traders. The use of artificial intelligence and chatbots in the financial and trade spheres. Prevention of fraud, detection of suspicious transactions.
статья, добавлен 15.04.2024Background papers and theoretical aspects of financial strategizing methods. Strategy development of wholesale company. Development of anti-crisis financial strategy on the basis of Arla Foods. Recommendations for company's performance improvements.
дипломная работа, добавлен 26.08.2017Equivalent annual costs - the cost per period with the same present value as the cost of buying and operating a machine. Project interaction. An optimal timing and fluctuating load factors. The role of investment decisions with the net present value rule.
презентация, добавлен 02.08.2013An study on the ambiguities and the risk on the Russian stock market. Portfolio theory, linear relationship between risk and return and the known probabilities of outcomes. The relationship between risk and return of uncertainty intraday observations.
контрольная работа, добавлен 26.08.2016Consideration of the essence of the theoretical, practical principles of the functioning of financial institutions in the stock market as a tool for regulating economic development in the context of institutional transformations of the financial system.
статья, добавлен 06.09.2022The influence of the mechanism of innovation marketing to the competitive success of the enterprise. Characteristics of the process innovative marketing to develop an effective development strategy of the company in the current economic conditions.
статья, добавлен 14.08.2016The relevance of the pension reform in the Republic of Kazakhstan for the improvement of investment efficiency of pension assets. Analysis of the pension market restructuring. Impact of pension funds consolidation in the United Accumulation Pension Fund.
статья, добавлен 28.09.2016Functioning of the world financial market in conditions of strengthening of global processes and emergence of new economic challenges. The essence of debt security as an economic concept. Debt securities, their linking to financial market instruments.
статья, добавлен 15.08.2017- 109. Current issues of land taxation mechanism in Ukraine in the context of agricultural land market
The purpose of the article is to analyze the current land, civil, tax legislation and doctrinal sources to clarify the essence and legal nature of land fees in the context of the agricultural land market, identify and analyze the most basic problems.
статья, добавлен 27.08.2022 The role of government regulation of the financial services market in Ukraine, the causes and the necessity of delegating more powers to the regional level. Algorithm of differentiation of functions of state management in the financial services market.
статья, добавлен 28.09.2016The rapid development of e-commerce and alternative banking services - the main global trends. Tencent’s payment ecosystem as fundament of company’s strategy. The low profit margin - one of the characteristics of the financial technology business.
статья, добавлен 08.02.2021Theoretical substantiation of features of transformation and adaptability of taxes in the framework of existing tax systems. Recommendations for reforming the tax base of the Republic of Uzbekistan and its functioning in an unstable market environment.
статья, добавлен 24.05.2020- 113. Money laundering
Money laundering is the process of substitution of real illegal sources of funds to fictitious legal. The necessity of this. Methods and models of money laundering. Three steps strategy: placement, layering, integration. Fighting against money laundering.
дипломная работа, добавлен 19.11.2013 Review of financial results, cost indicators, market capitalization of production, liquidity of the balance of agricultural holdings by the criterion of assets and liabilities. Diagnosis of the probability of bankruptcy using different models of analysis.
статья, добавлен 15.12.2020Tencent’s payment ecosystem as fundament of company’s strategy. Developing platform in private banking in Russia. International regulatory practice and reference of payment business integration. The financing before the internet enterprise listing.
статья, добавлен 20.03.2021Model study in the form of a global game, in which tax compliance depends on two groups of variables. The value of the government authorities to ensure compliance with the tax control. The probability of compliance, resulting in a decision model.
магистерская работа, добавлен 26.08.2016The summary of capital market history. Measuring and calculating portfolio risk. Beta and unique risk. Diversification and value additivity. Measuring risk variance - average value of squared and standard deviations from mean. A measure of volatility.
презентация, добавлен 02.08.2013Establishment of evaluation mechanisms in the public sector of Georgia as an important element in support of the current reform of public financial management. Feature of providing effective, productive and reasonable management of budgetary funds.
статья, добавлен 25.09.2020The testing of hypotheses about the influence of various dividend policy options on the value of oil and gas companies in emerging markets. Comparison actual value of the company according to market data and theoretical (intrinsic) value of the company.
статья, добавлен 17.06.2021Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.
статья, добавлен 28.09.2016The main advantages of unstructured text data, their use in the political and economic areas. Research of connection between the online-news headlines and the activities of the financial market. Using of linear regression models for predicts log-returns.
курсовая работа, добавлен 28.08.2016Features of the development of Kazakhstan's economy in recent years. Monetary policy at the macro level action-oriented activities of the National Bank. Strategic policy directions for the medium term predictability of policies of the National Bank.
дипломная работа, добавлен 03.04.2011Functioning of the Russian financial market and mutual funds. Рarameters that can give information about funds management. Тhe role of skill in Russian equity funds management during the last years. Distribution of number of observations for funds.
дипломная работа, добавлен 23.07.2016Determination of the place and role of non-bank financial institutions in the development of the financial services market. Development of special systems of insurance and protection against financial risks. Increase in the return on loan capital.
статья, добавлен 08.09.2020Approaches to the establishment of a financial center, especially in terms of legal regulation, the Abu Dhabi Global Market (ADGM), Qatar Financial Center (QFC) and the Dubai International Financial Center (DIFC). ADGM and DIFC as financial-free zones.
статья, добавлен 30.07.2018