Matches in SemOpenAlex for { <https://semopenalex.org/work/W1982481038> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W1982481038 endingPage "93" @default.
- W1982481038 startingPage "77" @default.
- W1982481038 abstract "This paper investigates the dynamics of price adjustments and the price discovery roles of two markets on Taiwan's foreign exchange, TFI and CFE. Results from the multivariate threshold model indicate prices are integrated nonlinearly. The roles of price discovery are asymmetric, depending on the size and sign of the price discrepancies between the two markets. In the lower regime of discrepancies, each market employs information from its counterpart and reacts to each other with different adjustment speeds. When the discrepancy is in the upper regime, CFE's role of price discovery is characterized by its exogenous behavior within the error-correction process." @default.
- W1982481038 created "2016-06-24" @default.
- W1982481038 creator A5042522258 @default.
- W1982481038 creator A5078320114 @default.
- W1982481038 date "2009-02-01" @default.
- W1982481038 modified "2023-09-23" @default.
- W1982481038 title "Price discovery in Taiwan's foreign exchange market" @default.
- W1982481038 cites W1967952347 @default.
- W1982481038 cites W1969610664 @default.
- W1982481038 cites W2005023757 @default.
- W1982481038 cites W2038082647 @default.
- W1982481038 cites W2048143667 @default.
- W1982481038 cites W2049066855 @default.
- W1982481038 cites W2051188728 @default.
- W1982481038 cites W2059416578 @default.
- W1982481038 cites W2064638174 @default.
- W1982481038 cites W2089217776 @default.
- W1982481038 cites W2098388069 @default.
- W1982481038 cites W2110603299 @default.
- W1982481038 cites W2140878079 @default.
- W1982481038 cites W2147701782 @default.
- W1982481038 cites W2157495061 @default.
- W1982481038 cites W2166149099 @default.
- W1982481038 cites W3022119742 @default.
- W1982481038 cites W3122445167 @default.
- W1982481038 cites W3122739994 @default.
- W1982481038 cites W4233447720 @default.
- W1982481038 cites W4235716349 @default.
- W1982481038 doi "https://doi.org/10.1016/j.intfin.2007.08.005" @default.
- W1982481038 hasPublicationYear "2009" @default.
- W1982481038 type Work @default.
- W1982481038 sameAs 1982481038 @default.
- W1982481038 citedByCount "4" @default.
- W1982481038 countsByYear W19824810382013 @default.
- W1982481038 countsByYear W19824810382015 @default.
- W1982481038 countsByYear W19824810382019 @default.
- W1982481038 crossrefType "journal-article" @default.
- W1982481038 hasAuthorship W1982481038A5042522258 @default.
- W1982481038 hasAuthorship W1982481038A5078320114 @default.
- W1982481038 hasConcept C105795698 @default.
- W1982481038 hasConcept C106159729 @default.
- W1982481038 hasConcept C106306483 @default.
- W1982481038 hasConcept C134306372 @default.
- W1982481038 hasConcept C139676723 @default.
- W1982481038 hasConcept C149782125 @default.
- W1982481038 hasConcept C161584116 @default.
- W1982481038 hasConcept C162324750 @default.
- W1982481038 hasConcept C2983132609 @default.
- W1982481038 hasConcept C2992108970 @default.
- W1982481038 hasConcept C33923547 @default.
- W1982481038 hasConcept C39658296 @default.
- W1982481038 hasConcept C536366893 @default.
- W1982481038 hasConcept C556758197 @default.
- W1982481038 hasConceptScore W1982481038C105795698 @default.
- W1982481038 hasConceptScore W1982481038C106159729 @default.
- W1982481038 hasConceptScore W1982481038C106306483 @default.
- W1982481038 hasConceptScore W1982481038C134306372 @default.
- W1982481038 hasConceptScore W1982481038C139676723 @default.
- W1982481038 hasConceptScore W1982481038C149782125 @default.
- W1982481038 hasConceptScore W1982481038C161584116 @default.
- W1982481038 hasConceptScore W1982481038C162324750 @default.
- W1982481038 hasConceptScore W1982481038C2983132609 @default.
- W1982481038 hasConceptScore W1982481038C2992108970 @default.
- W1982481038 hasConceptScore W1982481038C33923547 @default.
- W1982481038 hasConceptScore W1982481038C39658296 @default.
- W1982481038 hasConceptScore W1982481038C536366893 @default.
- W1982481038 hasConceptScore W1982481038C556758197 @default.
- W1982481038 hasIssue "1" @default.
- W1982481038 hasLocation W19824810381 @default.
- W1982481038 hasOpenAccess W1982481038 @default.
- W1982481038 hasPrimaryLocation W19824810381 @default.
- W1982481038 hasRelatedWork W1580819330 @default.
- W1982481038 hasRelatedWork W1982481038 @default.
- W1982481038 hasRelatedWork W2002942044 @default.
- W1982481038 hasRelatedWork W2039652655 @default.
- W1982481038 hasRelatedWork W2041798681 @default.
- W1982481038 hasRelatedWork W2076391973 @default.
- W1982481038 hasRelatedWork W2098758876 @default.
- W1982481038 hasRelatedWork W2185575911 @default.
- W1982481038 hasRelatedWork W2389270825 @default.
- W1982481038 hasRelatedWork W3022597907 @default.
- W1982481038 hasVolume "19" @default.
- W1982481038 isParatext "false" @default.
- W1982481038 isRetracted "false" @default.
- W1982481038 magId "1982481038" @default.
- W1982481038 workType "article" @default.