The currency tag has no wiki summary.
17
votes
4answers
130 views
What are the effects of turning a backed currency into a fiat currency?
I hear a lot of debate over the removal of the U.S. Dollar's precious metal backing and the subsequent inflation rates, but is there any proven relationship between unbacked currency and extreme ...
9
votes
2answers
203 views
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence
Motivation: I am running a quantitative analysis that requires long-term, exchange rate data.
Problem: Does anyone have methods for dealing with the EURUSD exchange rate prior to the Euro's ...
4
votes
2answers
350 views
Should I use currency hedged or unhedged returns for a global equity allocation model?
I am building a global tactical equity allocation model. The model will help determine an optimal allocation amongst a number of major developed and emerging stock markets (represented for my purposes ...
2
votes
3answers
250 views
Optimizing a currency only portfolio with negative weights
I am testing various optimization methods for a currency-only portfolio. I have a vector of expected returns for the major developed currencies vs. the USD each week (based on a proprietary model). I ...
2
votes
1answer
316 views
How does currency valuation depend on the cash reserve ratio for a country?
Currency valuation (with respect to other currencies) is an important parameter in finance, but how is it related to the cash reserve ratio?
1
vote
1answer
306 views
Arbitrage between markets
I'm trying to understand how arbitrage works, but I'm having some difficulties based on some restrictions:
I have markets A, B and C.
The currencies that are traded are X <-> Y, and X <-> Z.
...
1
vote
2answers
669 views
The Fair Value of Paying in Currency X for Goods Bought in Currency Y
Me and my friends are from Europe, we went to US. At the end of the trip they bought an item worth $USD 100$, but because they were short of money, so I paid for the item first with my own $USD 100$.
...
1
vote
0answers
31 views
Is there any reasonable way to short-sell Bitcoin [migrated]
It is not an official currency (yet?) but definitely has a market, and as such, I might be intrested in short-selling some. Are there any reliable, way to bet against it?
0
votes
1answer
15 views
How to adjust local currency returns to US$/EUR return?
Iam doing research on return characteristics. As of today the scope of the research has changed from a local investor point of view to an international investor point of view. This basically means ...
0
votes
0answers
29 views
Is Bitcoin a trending or a ranging market at the moment? [migrated]
Is the Bitcoin market trending or ranging market at the moment? If so how can i determine whether a market is a trending or a ranging market.
Thanks. :)
