Kurdistan Region is a tourist hub. This research analyzes other Non-Oil Sectors that have huge attractions of Foreign Direct Investments into the Kurdistan Region from 2005 to 2013. Comparative analysis was carried out between Iraq and the Region, and among influential Sectors of the Economy. T-test and ANOVA are stati…
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48 results for “Foreign Investment”
Research examines how foreign direct investment in Vietnam affects stock returns.
problem Impact of foreign direct investment on stock returns in Vietnam.
method Analyzes data from 1995 to 2015 focusing on M&A deals.
result Foreign direct investment in Vietnam, particularly M&A, influences abnormal stock returns.
Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.
problem Impact of foreign institutional investment on liquidity commonality in Australian stocks.
method Cross-sectional and time-series analysis of Australian equity market data.
result Foreign institutional investment contributes to increased exposure of large stocks to unexpected liquidity events.
Study optimal investment strategies for an insurer in two currency markets.
problem Maximizing expected exponential utility of terminal wealth for an insurer in two currency markets.
method Dynamic programming method applied to solve Hamilton-Jacobi-Bellman equations.
result Optimal investment strategies and value functions are derived.
China's QFII and RQFII programs expand foreign investment in Chinese markets.
problem Foreign investment restrictions in China's capital markets.
method Comparative analysis of globalization processes in Taiwan, Korea, and India.
result China's market openness increases as foreign demand grows.
Foreign Signal Radarq-fin.PR
Machine learning detects foreign stock market signals for U.S. companies.
problem Detecting value-relevant foreign information for U.S. companies.
method Training over 100,000 models to capture stock-specific relationships.
result Foreign signals predict U.S. stock returns, especially in emerging markets.
Investment patterns in Eurozone linked to economic indicators, revealing network interconnectedness.
problem Understanding the relationship between foreign portfolio investment and economic indicators in the Eurozone network.
method Analysis of strongly connected investment network of Eurozone and its major trading partners, using centrality measures and network visualization techniques.
result Strong correlation between investment patterns and economic indicators within the Eurozone network, with varying centrality measures among network members.
We develop a fully Bayesian, computationally efficient framework for incorporating model uncertainty into Type II Tobit models and apply this to the investigation of the determinants of Foreign Direct Investment (FDI). While direct evaluation of modelprobabilities is intractable in this setting, we show that by using c…
In order to investigate whether government regulations against corruption can affect the economic growth of a country, we analyze the dependence between Gross Domestic Product (GDP) per capita growth rates and changes in the Corruption Perceptions Index (CPI). For the period 1999-2004 on average for all countries in th…
Investigates how FDI and R&D affect host countries' growth.
problem Host countries may fall into a middle-income trap if they focus solely on FDI.
method Optimal growth model with FDI and R&D.
result R&D investment is crucial for sustained growth in host countries.
We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investments per capita. These relations hold for diverse countries, and also remain stable over differen…
The currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the …
Currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the mark…
The study finds a time lag effect in FDI-GDP correlations, with significant statistical significance.
problem The relationship between FDI and GDP growth is not immediate.
method Time-dependent Pearson correlation coefficient matrix analysis of 43 countries' data from 1970-2015.
result The correlation between FDI and GDP growth is time-lagged, evolving from positive to negative as inequality-adjusted human development index increases.
In this paper will be applied some principles and methods from econophysics in the case of the direct foreign investitions (D.F.I.), particularised for the Greenfield type, and mixed firms of trade and industrial production (Joint Ventures). To this aim will be used some similarities and parallelisms between the mentio…
The paper challenges the assumption that majority voting rights equate to 'effective control' in foreign ownership regulations.
problem The assumption that majority voting rights determine 'effective control' in foreign ownership regulations is flawed.
method The paper proposes and demonstrates a method for calculating 'effective control' based on voting thresholds and weights.
result The 'effective control' of a foreign minority stockholder can be higher than their shareholding size, challenging the assumption that majority voting rights equate to 'effective control'.
Machine learning models predict EUR/USD currency direction with 58.52% accuracy.
problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.
This paper investigates the relationship between private and public investment in R&D, while taking into account the effect of several instruments policies such as subsidies and taxes. We design a new look of knowledge spillovers and R&D cooperation to explain the contribution of public and private R&D on growth. We pr…
This study uses hierarchical structure methods (minimal spanning tree, (MST) and hierarchical tree, (HT)) to examine the hierarchical structures of the United State (US) foreign trade by using the real prices of their commodity export and import move together over time. We obtain the topological properties among the co…
This paper compares traditional econometric and contemporary machine/deep learning techniques for forecasting foreign exchange rates.
problem Accurate prediction of foreign exchange rates for investment purposes.
method Multivariate time series analysis using Vector Auto Regression, Support Vector Machine, and Recurrent Neural Networks.
result Contemporary machine/deep learning techniques outperform traditional econometric methods in forecasting foreign exchange rates.
Investment disputes increase stock volatility, especially for companies with negative outcomes.
problem Investment disputes affect stock market volatility and investor uncertainty.
method Analysis of abnormal share fluctuations and various explanatory variables.
result Investment disputes lead to increased stock volatility, particularly for companies with negative outcomes.
There is considerable debate whether the domestic political institutions (specifically, the country s level of democracy) of the host developing country toward foreign investors are effective in establishing the credibility of commitments are still underway, researchers have also analyzed the effect of international in…
A technique from stochastic portfolio theory [Fernholz, 1998] is applied to analyse equity returns of Small, Mid and Large cap portfolios in an emerging market through periods of growth and regional crises, up to the onset of the global financial crisis. In particular, we factorize portfolios in the South African marke…
Inverse Statistics in the Foreign Exchange Marketcond-mat.other
We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) in the price of an investment. The analysis is performed for the Deutsch mark (DM…
Study shows OAT decomposition generates unexplained profit and loss, while SU decompositions depend on risk factor order.
problem Understanding profit and loss attribution in financial markets.
method Used financial market data from 2003 to 2022 to compare OAT, SU, and ASU decompositions.
result SU decompositions are sensitive to risk factor order and cannot identify all relevant risk factors.
Study finds Jamal Khashoggi's murder negatively impacts Saudi Arabia's economy.
problem Investment deterrence due to Jamal Khashoggi's murder.
method Event-study methodology and asset pricing model.
result Khashoggi's murder had a severe adverse impact on banks, financial services, and materials sectors.
New method to minimize risk in investments with non-hedgeable liabilities.
problem Minimizing risk in investments with non-hedgeable liabilities like foreign property insurance claims.
method Generalized Gram-Charlier series for dependent random variables, derived stable asset allocation formula.
result Correct and easy-to-implement modularization of capital requirements into market and non-hedgeable risk components.
The team predicts foreign exchange rates using clustering and attention models.
problem Complexity and unexpected events in foreign exchange markets.
method Clustering and attention models applied to historical data.
result Improved event-driven price prediction for oversold scenarios.
Deep reinforcement learning improves forex trading by handling complex, random processes.
problem Stable trends in deep learning predictions for forex trading.
method Used reinforcement learning, optimized Sure-Fire policy, encoded price data, compared DQN and PPO.
result Models achieved favorable investment performance, validating reinforcement learning feasibility.
Paper models foreign exchange markets and develops an on-line portfolio selection algorithm.
problem Modeling and predicting returns in foreign exchange markets.
method Matrix-valued time series model, trading matrices, and cross rate method.
result Proves the profitability and universality of the on-line portfolio selection algorithm.
Triangular arbitrage as an interaction among foreign exchange ratescond-mat.stat-mech
We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen-dollar rate, the dollar-euro rate and the yen-euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular…
Within the last two decades, Foreign Direct Investment (FDI) has been observed as one of the prime instruments in the process of restructuring the European economies in transition. Many scholars argue that FDI is expected to be a source of valuable technology transfer thus might certainly have positive effects on host …
In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric Brownian motion. The states of Markov chain are interpreted as the states of an …
This paper optimizes international portfolios considering currency overlay costs and constraints.
problem Limited risk diversification in multi-currency portfolios due to currency concentration.
method Proposes a model integrating currency overlay and asset allocation optimization, accounting for costs and constraints.
result Inclusion of costs significantly alters optimal portfolio decisions and risk-return trade-offs.
Hybrid method reveals true currency correlations.
problem Identify currency status in foreign exchange networks.
method Combines DCCC and network deconvolution to filter indirect effects.
result Reflects currency status changes and is more stable.
This paper uses bivariate time series to analyze currency similarity in the foreign exchange market.
problem Analyzing similarity among currencies in the foreign exchange market.
method Applies Escoufier's RV coefficient to measure similarity between bivariate time series of currency exchange rates.
result Demonstrates the advantages of using RV coefficient for analyzing currency topological structure.
New model explains CDS price discrepancies in foreign and domestic economies.
problem Explaining discrepancies in Quanto CDS prices.
method Proposes a model with four stochastic factors and jumps-at-default, derives 4D PDEs, solves numerically.
result Qualitative explanation of CDS price discrepancies.
Market Efficiency in Foreign Exchange Marketsphysics.soc-ph
We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the effic…
Optimizing dividend payouts in a foreign currency for insurance companies.
problem Maximizing expected discounted dividends in a foreign currency context.
method Modelled as a Brownian motion with drift and Lévy process for currency fluctuation, explicit calculations for value function and strategy.
result Explicit calculation of value function and optimal strategy for dividend payouts.
This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH with multiple time-frequency decomposed realized volatility measures, we study the influence of different timescales on volatility forecasts. The decomposition of …
Study analyzes price response and spread impact in foreign exchange markets.
problem Understanding deviations from Markovian behavior in foreign exchange markets.
method Detailed large-scale data analysis of price response functions for different years and time scales, using pip bid-ask spread definition.
result Large pip spreads significantly impact price response in foreign exchange markets.
Study shows demonetization strengthened Indian currency and stock market.
problem Impact of demonetization on Indian stock market and foreign exchange rate.
method Daily rate of return analysis of foreign exchange rate and Nifty 50 index, use of dummy variable for demonetization period.
result Demonetization led to an upward trend in Indian stock market and strengthened the Indian currency (decreased foreign exchange rate).
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been possible due to Continuous Wavelet Transform (CWT) analysis which has been popularly a…
We introduce an autoregressive-type model with self-modulation effects for a foreign exchange rate by separating the foreign exchange rate into a moving average rate and an uncorrelated noise. From this model we indicate that traders are mainly using strategies with weighted feedbacks of the past rates in the exchange …
We analyse a multiplex of networks between OECD countries during the decade 2002-2010, which consists of five financial layers, given by foreign direct investment, equity securities, short-term, long-term and total debt securities, and five environmental layers, given by emissions of N O x, P M 10 SO 2, CO 2 equivalent…
Model shows triangular arbitrage key to cross-currency correlations in forex markets.
problem Understanding cross-currency correlations in forex markets.
method Agent-based model of market interactions.
result Triangular arbitrage is primary driver of cross-currency correlations.
The paper compares traditional and state-space methods for analyzing foreign exchange risk premia.
problem Analyzing the existence and time-evolving property of foreign exchange risk premia.
method Examines foreign exchange risk premia from simple univariate regressions to state-space methods.
result State-space estimations are more effective in examining the time variability of unobservable risk premia.
Study reveals patterns in trader clusters over time, improving investment predictions.
problem Managing diverse trader risk in financial services.
method Clustered trader data analyzed using Ewens' Sampling Distribution and Aggregating Algorithm (AA). Statistically Validated Networks (SVN) applied for improved results.
result Temporal distributions of trader clusters follow Ewens' Sampling Distribution, and AA can be improved with SVN.