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外汇流动性和波动性

2018-11-16·外汇 ¥100.00 4回答

关于外汇市场汇率波动风险的提示

Risk Reminder 外汇流动性和波动性 regarding Fluctuations of Exchange Rates on Foreign 外汇流动性和波动性 Currency Markets

Since international markets paid close attention 外汇流动性和波动性 to this year’s events such as the “Brexit” or presidential elections in the US during the polls, there were severe fluctuations on the foreign currency exchange markets, and the circulation of each major currency was notably reduced.

Under these particular 外汇流动性和波动性 circumstances on the market, Bank of China continuously strives to offer quoted prices 外汇流动性和波动性 for customers with large-scale foreign currency exchange transactions. Taking into consideration that there might possibly arise some uncertainty on the entire international market, our bank will adjust the spread of exchange rate in accordance 外汇流动性和波动性 with the global market situation. In such case a respective currency ’s spread of exchange rate might potentially be higher than the regular level and taking the circumstances into account the bank might have to lower each transaction’s maximum limit.外汇流动性和波动性

Immediate adjustments of exchange rates according to changing situations on the international currency exchange market are both a necessary measure for a bank to avoid market risks as well as a regular operational conduct. At the same time these steps are in accordance with the respective regulations of financial supervision. The above described short-term adjustment measures will be cancelled when the markets regain stability.

Therefore, we would like to remind our customers to pay 外汇流动性和波动性 close attention to fluctuating situations on the markets and to try best to avoid foreign currency exchange transactions during these particular events. Nonetheless regardless of the 外汇流动性和波动性 markets circumstances, customers should always pay close attention to the real time exchange rate when executing foreign exchange transactions, in particular 外汇流动性和波动性 in case of execution through self-service channels. Customers should evaluate the risk level of exchange rate changes that they are willing to take in order to 外汇流动性和波动性 avoid any financial loss.

外汇流动性和波动性

新兴外汇市场的回报动态和流动性 (co) 跃升
Journal of International Financial Markets, Institutions & Money ( IF 4.217 ) Pub Date : 2021-06-29 , DOI: 10.1016/j.intfin.外汇流动性和波动性 2021.101377 Süleyman Serdengeçti , Ahmet Sensoy , Duc Khuong Nguyen

我们调查了三种交易量最大的新兴市场货币相对于美元的回报和流动性 (co) 跃升的动态。因此,平均买卖差价(实际波动率)的增加显着缩短了连续回报(流动性)跳跃之间的持续时间,而流动性和波动性仅对连续回报 - 流动性联合之间的持续时间起部分作用。鉴于流动性跃升对波动性和回报跃升对买卖价差的同时产生积极影响,也有证据表明回报-流动性出现恶性循环。最后,预定的宏观经济新闻和央行公告增加了回报和流动性 (co) 跳跃的可能性。

Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets

We investigate the dynamics of return and liquidity (co) jumps for three of the most traded emerging market currencies vis-à-vis US dollar. Accordingly, an increase in the average bid-ask spread (realized volatility) significantly reduces the duration between consecutive return (liquidity) jumps, while liquidity and volatility only play a partial role on the duration between consecutive return-liquidity cojumps. There is also evidence of vicious return-liquidity spirals in views of the positive contemporaneous impact of liquidity jumps on volatility and return jumps on the bid-ask spread. Finally, scheduled macroeconomic news and central bank announcements increase the likelihood of both return and liquidity (co) jumps.

外汇流动性和波动性

新兴外汇市场的回报动态和流动性 (co) 跃升
Journal of International Financial Markets, Institutions & Money ( IF 4.217 ) Pub Date : 2021-06-29 , DOI: 10.1016/j.intfin.2021.101377 Süleyman Serdengeçti , Ahmet Sensoy , Duc Khuong Nguyen

我们调查了三种交易量最大的新兴市场货币相对于美元的回报和流动性 (co) 跃升的动态。因此,平均买卖差价(实际波动率)的增加显着缩短了连续回报(流动性)跳跃之间的持续时间,而流动性和波动性仅对连续回报 - 流动性联合之间的持续时间起部分作用。鉴于流动性跃升对波动性和回报跃升对买卖价差的同时产生积极影响,也有证据表明回报-流动性出现恶性循环。最后,预定的宏观经济新闻和央行公告增加了回报和流动性 (co) 跳跃的可能性。

Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets

We investigate the dynamics of return and liquidity (co) jumps for three of the most traded emerging market currencies vis-à-vis US dollar. Accordingly, an increase in the average bid-ask 外汇流动性和波动性 spread (realized volatility) significantly reduces the duration between consecutive return (liquidity) jumps, while liquidity and volatility only play a partial role on the duration between consecutive return-liquidity cojumps. There is also evidence of vicious return-liquidity spirals in views of the 外汇流动性和波动性 positive contemporaneous impact of liquidity jumps on volatility and return jumps on the 外汇流动性和波动性 bid-ask spread. Finally, scheduled macroeconomic news and central bank announcements increase the likelihood of both return and liquidity (co) jumps.

外汇流动性和波动性

外汇流动性和波动性

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