Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction

Market price fluctuations follow a non-stationary process and accurately modelling them is absolutely impossible, however attempts have been made and any results, even the unsuccessful ones, contribute in a better understanding of the fluctuations dynamics. Through the use of a multivariate regressi...

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Bibliographic Details
Main Authors: Wang Tianqiong, Shu Yang, Shamila Saddique
Format: Article
Language:English
Published: EconJournals 2017-06-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354538?publisher=http-www-cag-edu-tr-ilhan-ozturk