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Foreign Exchange Contract Real-time price discovery in global stock, bond andforeign exchangemarkets, Andersen, T. G., Bollerslev, T., Diebold, F. X., & Vega, C. (2007). Journal of international Economics,73(2), 251-277. The responses of U.S., German and British stock was characterized in a unique high-frequency future dataset. In addition to stock, bond, and other foreign exchange markets were also characterized. In our findings, news produced conditional men jumps which resulted in high-frequency stock. Theres a fundamental link between bond, stock, and exchange rate dynamics. The equity market responds to the news differently, depending on the business cycle stage. In conclusion, documentation of important contemporaneous links across all countries and market was done. And this was done after controlling the effect of macroeconomic news. Money, bonds, andforeign exchange, Fama, E. F., & Farber, A. (1979). The American Economic Review,69(4), 639-649. This paper gives a comprehensive review of the link between features of the theory of finance and capital market. It also uses this theory – the theory of finance to study and analyze the role money plays as a productive asset. It further states the transformation of money into a portfolio asset. It studies the link between money and nominal bonds and expansiate on issues on monetary theory and international finance. The pricing of call and put options onforeign exchange, Grabbe, J. O. (1983). Journal of International Money and Finance,2(3), 239-253. Pricing equation was derived for European puts and calls on foreign exchange on this paper. Unlike the Blade-Scholes equations for stock options, the call and put pricing formulas has two important interest rates, and these rates are stochastic, and boundary differs. It was further noticed that both American call and put options are higher in values than their European counterparts. Forward and futures prices: Evidence from theforeign exchangemarkets, Cornell, B., & Reinganum, M. R. (1981). The Journal of Finance,36(5), 1035-1045. It has been revealed by the Empirical studies of the Treasury Bill markets that there are great differences between the future and the implied forward prices respectively. The differences are linked to transaction costs, taxes and setting up procedure that the future market employs. The forward and future prices in foreign exchange is what this paper seeks to examine, in an attempt to differentiate between the competing explanations. Predicting volatility in theforeign exchangemarket, Jorion, P. (1995). Predicting volatility in the foreign exchange market.The Journal of Finance,50(2), 507-528. It is believed that measures of volatility implied in option prices are the best available volatility forecasts. This paper, however, examines the content of information and predictive power of implied standard deviations (ISDs) on foreign exchange features derived from the Chicago Mercantile Exchange. This paper reveals that statistical time-series models are outperformed by ISDs even when given the advantage of ex-post parameter estimates. Simulations were further used to investigate this results robustness; it was discovered that inferences could be distorted by both the measurement error and statistical problems. Capital Gain Denied on Sale ofForeign Exchange Contract, Seghers, P. D. (1974). Int’l Tax J.,1, 9. This theory explained concerns addresses in International Flavor and Fragrances on May 16, 1974. It analyzes the issue of tax and long-term capital gain. It made propositions and recommendations to Foreign exchange contract. It also analyzes the various models on which various fund transfer can be valid. Forwardforeign exchange contract: an instrument for hedging, Oru, P. (1990).Forward foreign exchange contract: an instrument for hedging(Doctoral dissertation, Bilkent University). This paper analyzes the foreign exchange market and also discusses the improvement around the world. It also develops an overview of the changes in the financial system. It further gives one of the outcomes of those stages. Areforeign exchangeforecasts rational?: New evidence from survey data, Dominguez, K. M. (1986). Economics Letters,21(3), 277-281. Rationality test in foreign exchange markets has not been conclusive. This is due to disagreement over important asset pricing model. In this paper, a newly available set of data on the expectations on foreign exchange that can test the rationality of four foreign currency markets directly. In conclusion, the result rejects the hypothesis of rational expectations. Risk averse speculation in the forwardforeign exchangemarket: An econometric analysis of linear models, Hansen, L. P., & Hodrick, R. J. (1983). InExchange rates and international macroeconomics(pp. 113-152). University of Chicago Press. The determination of forwarding foreign exchange rates was studied in this paper. An exchange rate depicts the price of a currency in terms if another. A forward rate is an exchange rate, contractual, established at a given point in time for transactions to take place at a future date. All major currencies of the world have well-organized forward markets for different maturities. The most active contract length is one, three, six and twelve months. On biases in the measurement offoreign exchangerisk premiums, Bekaert, G., & Hodrick, R. J. (1993). Journal of International Money and Finance,12(2), 115-138. In recent empirical studies, the hypothesis of the unbiased predictor of the future spot rate has been consistently rejected. Several sources of measurement error and misspecification have been examined by this paper. These errors might induce biases in studies like that. Deviations from un-biasedness, which was more severe in the 1980s were demonstrated by endogenous regime shifts but allowed by estimations. (JEL F31) Foreign exchangeand revenue risks: analysis of keycontractclauses in China’s BOT project, Wang, S. Q., Tiong, R. L., Ting, S. K., & Ashley, D. (2000). Construction Management & Economics,18(3), 311-320. In spite of the Asian financial crisis, international interest still grew by sponsors in Chinas infrastructure projects financed on build-operate-transfer (BOT) concession contract. Foreign banks have been careful dealing with new loan application by Chinese companies following the closure of the Guangdong International Trust and Investment Corporation (GITIC). With an emphasis on power projects in China, it was reported from the findings from an international survey on risk management of BOT projects, of how adequate key contract clauses used in the Laibin Bs concession agreement (CA). This addresses the foreign exchange and revenue risk including tariff adjustment risk, exchange rate, and convertible risk, financial closing risk and dispatch constraint risk. Suggestions were made in the areas that need improvements in the contract clause. The theory of forwardexchangeand effects of government intervention on the forwardexchangemarket, Tsiang, S. C. (1959).Staff Papers,7(1), 75-106. This article offers an offer a high-level view of economics. This includes such topics as (a) Macroeconomic implications of financial crises; (b) Economic and financial spillovers; (c) Policy responses to crises; (d) Fiscal policy and stabilization; (e) Policy responses to commodity price movements; (f) and Monetary and macroprudential policies. This paper analyzes and gives recommendations based on models that have relationships between the theories of forwarding the foreign exchange market.