Time Series Behaviour, Predictability and Speculation In the Hong Kong Foreign Exchange Market

The impact on exchange rates of the 1983 move from a conventional floating rate regime to a US dollar-linked regime in the Hong Kong foreign exchange market is investigated. The linked rate regime is a hybrid form of the fixed and floating rate regimes. Using data provided by 2 Hong Kong banks, the...

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Veröffentlicht in:	Journal of business finance & accounting 1989-03, Vol.16 (2), p.145-163
Hauptverfasser:	Lui, Y.H., Peasnell, K.V.
Format:	Artikel
Sprache:	eng
Schlagworte:	Forecasting Foreign exchange markets Foreign exchange rates Mathematical analysis Monetary policy Statistical data Time series
Online-Zugang:	Volltext
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