Impact of range bar and ergodic process on early price trend detection using evidences from USD/CNY currency

QR Code

Impact of range bar and ergodic process on early price trend detection using evidences from USD/CNY currency

This research uses ergodic theory to study early price trends for USD/CNY currency in China. The motivation of this study is to detect early price trends within two standard deviations away from average prices. Researchers can find the current method in forecasting the price trend after two stand...

Full description

Bibliographic Details
Main Author:	Pang, Tor Nee
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Foreign exchange rates International finance Ergodic theory
Online Access:	http://psasir.upm.edu.my/id/eprint/99753/ http://psasir.upm.edu.my/id/eprint/99753/1/SPE%202022%2035%20UPM%20IR.pdf

Similar Items

The interdependence of currencies among South East Asia / Muhammad Firdaus Sharil
by: Sharil, Muhammad Firdaus
Published: (2020)

The relationship between currency and stock price in four Asian currencies / Noor Izzatul Liana Mohamed
by: Mohamed, Noor Izzatul Liana
Published: (2010)

Is Dirham better performed than Dinar in hedging fluctuated prices? / Dziauddin Sharif , Norlina Hazamuri and Mohd Asyadi Redzuan
by: Sharif, Dziauddin, et al.
Published: (2010)

Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman
by: Ab Rahman, Nik Muhammad Naziman, et al.
Published: (2004)

Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)

The implication of economic factors on foreign direct investment in Singapore / Christina Anak Dana
by: Anak Dana, Christina
Published: (2017)

Determinants of exchange rate fluctuation in Malaysia / Syed Mohamad Akif Syed Sheikh
by: Syed Sheikh, Syed Mohamad Akif
Published: (2018)

The determinant of foreign exchange reserves in Asian countries / Nur Syafiza Roslan
by: Roslan, Nur Syafiza
Published: (2018)

The impact of inflation and foreign exchange fluctuation on manufacturing sector: comparison between Malaysia and Singapore / Nadia Kamarul Ariffin
by: Kamarul Ariffin, Nadia
Published: (2007)

Equilibrium exchange rate models and exchange rate misalignment in ASEAN countries, China, Japan and Korea
by: Johari, Mohamad Shukri
Published: (2018)

A study on the relationship between Southeast Asia currencies exchange rates and Malaysian Ringgit / Khairunnisa Radzali and Nurnisreen Athyra Mohd Razak
by: Radzali, Khairunnisa, et al.
Published: (2013)

Impact of foreign exchange currencies towards Malaysian stock market (Kuala Lumpur composite index) / Wan Mohd Nursyakirin Wan Mohd Tarmizi
by: Wan Mohd Tarmizi, Wan Mohd Nursyakirin
Published: (2017)

Determinants of exchange rate in Malaysia / Nur Farhanis Syafiqah Muhamad Fazli
by: Muhamad Fazli, Nur Farhanis Syafiqah
Published: (2020)

Determinants of exchange rate in Malaysia / Fakhira Abdul Karim
by: Abdul Karim, Fakhira
Published: (2019)

Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market / Huda Arshad, Ruhaini Muda and Ismah Osman
by: Arshad, Huda, et al.
Published: (2017)

A case study of Malaysia: the impact of exchange rate changes on the price of imported product and on trade (1996-2005) / Noorhabibah Mohd Harudin
by: Mohd Harudin, Noorhabibah
Published: (2007)

A study on factor that affecting prices of corporate bond / Muhamad Azri Anuar
by: Anuar, Muhamad Azri
Published: (2012)

The long-run impact of bilateral real exchange rate volatility on Malaysia’s bilateral trade balance with its major trading partners / Mazila Md Yusuf
by: Md Yusuf, Mazila
Published: (2008)

Factors influencing exchange rate for selecting Asian countries / Nur Nadzirah Rosli
by: Rosli, Nur Nadzirah
Published: (2020)

The impact of economic variable on exchange rate in Malaysia / Mohamad Hasraf Mohamad Azmi and Shamsul Anuar Hasshim
by: Mohamad Azmi, Mohamad Hasraf, et al.
Published: (2016)

The determinants of exchange rate: case of Malaysia / Muhammad Abdul Afiq Abdul Mutalib and Muhammad Asyraf Mohd Rosli
by: Abdul Mutalib, Muhammad Abdul Afiq, et al.
Published: (2016)

The Short-time Effects of US News on the GBP/USD
by: Xu, Yaofei
Published: (2013)

The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
by: Niaz Ahmad, Mohd Naseem
Published: (2007)

The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
by: Erlambang, Tanza
Published: (1999)

Sources of the Asian currency crisis
by: Abdul Majid, Muhd Zulkhibri, et al.
Published: (2005)

Determinant of exchange rate in Malaysia / Wan Muhammad Firdaus Wan Aman
by: Wan Aman, Wan Muhammad Firdaus
Published: (2016)

Determinants of exchange rate: a case study of Malaysia / Zulkifli Mohd Nasir and Mohamed Nazim Khairi Mohamed Khir
by: Mohd Nasir, Zulkifli, et al.
Published: (2016)

Determinants of exchange rate in Malaysia / Nursuziana Fazira Abdul Wahab
by: Abdul Wahab, Nursuziana Fazira
Published: (2020)

Factors affecting exchange rate in Southeast Asian countries / Nurfara Inani Ismail and Norsikin Abu Othman
by: Ismail, Nurfara Inani, et al.
Published: (2015)

Effect of exchange rate changes on trade balance and domestic production in Malaysia
by: Kamaluddin, Farween
Published: (2020)

ASEAN currency crises and contagion effects
by: Yusoff, Mohammed, et al.
Published: (2000)

Factors that influence foreign direct investment in Malaysia / Siti Noor Farahin Hisammuddin and Nabilah Abdullah
by: Hisammuddin, Siti Noor Farahin, et al.
Published: (2016)

The impact of Korea's exchange rate volatility on Malaysia's trade and foreign direct investment / Mohd Asri Syahrol
by: Syahrol, Mohd Asri
Published: (2008)

Volatility of Japan's exchange rate and Malaysia's trade and FDI: a granger causality test / Muhammad Suffian Abdul Shukor
by: Abdul Shukor, Muhammad Suffian
Published: (2008)

Essays on monetary policy with sterilised intervention in emerging market economies
by: Devadas, Sharmila
Published: (2013)

Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)

Role of trade data discrepancy in the exchange rate-trade dilemma
by: Shaar, Karam
Published: (2014)

Factors Affecting The Exchange Rate Volatility In Asean Four
by: Ishak, Samsudin
Published: (2008)

Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
by: Chong, Lee Lee
Published: (2006)

Economic openness, exchange rate volatility, and the role of financial development
by: Habibi, Masoumeh
Published: (2015)