Information Content of Order Flows in the Foreign Exchange and Commodities Markets

外汇和大宗商品市场订单流的信息内容

• 批准号: LP0882468
• 负责人: Dr Jianxin Wang
• 金额: $ 7.18万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Linkage Projects
• 财政年份: 2008
• 资助国家: 澳大利亚
• 起止时间: 2008-01-01 至 2010-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LP0882468
• 关键词: Information; Content; Order; Flows; Foreign

The Australian economy depends heavily on resources and commodities markets. The Australian dollar is the sixth most actively traded currency in the world and is more volatile than all other major currencies except the Japanese yen. The proposed study seeks to improve volatility forecasts and hedging effectiveness for foreign exchange and commodity risks, which will create significant benefits for the Australian economy, corporations, and investors. In addition, the project will enhance investment performance and risk management practice of financial institutions, improving the overall safety of our financial system. It will also foster research culture and increase research capacity of Australian financial institutions.

澳大利亚经济严重依赖资源和大宗商品市场。 澳元是世界上第六大交易最活跃的货币，比除日元外的所有其他主要货币都更不稳定。该研究旨在改善外汇和商品风险的波动预测和对冲有效性，这将为澳大利亚经济，企业和投资者带来重大利益。 此外，该项目将提高金融机构的投资业绩和风险管理实践，提高我国金融体系的整体安全性。它还将促进研究文化，提高澳大利亚金融机构的研究能力。