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Research into Foreign Exchange Dealer's Employment System affecting Volatility in Exchange Rates

外汇交易商用工制度对汇率波动的影响研究

基本信息

批准号：
13630111
负责人：
FUKUZAWA Katsuhiko
金额：
$ 2.11万
依托单位：
NAGASAKI UNIVERSITY
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (C)
财政年份：
2001
资助国家：
日本
起止时间：
2001 至 2004
项目状态：
已结题

项目摘要

We make a report of study results on subject "Research into foreign exchange dealer's employment system affecting volatility in exchange rates". This study focus attention on trade behavior of each foreign exchange dealer. We research on how to affect their employment system on volatility in exchange rates.The first paper's title is "The analysis of exchange rate, information, and volatility using high frequency yen-dollar exchange rate". This paper focuses on relationships between volatility in exchange rates and information inflow. The second paper's title is "Volatility in exchange rates, effects of the day of the week, and market effects". This paper considers impacts on volatility that it is caused by effects of the day of week, market effects, and surprise (difference between official figure and ex-ante forecast). The third paper's title is "Information variable and volatility in exchange rates". This paper verifies the relationship between the information inflow into the foreign exchange market and volatility.The fourth paper's title is "Supply and demand of labor". This paper reviews the idea of labor, the age-based remuneration system, and the production activities of team. The fifth paper's title is "The continuity and break of labor negotiations". This paper considers some implications about the labor-management negotiations. The sixth paper's title is "Labor union as an agent and member of labor union". This paper considers the role of labor union as an agent at framework of principal-agent model. The 7th paper's title is "Various issues on the rewarding negotiation". This paper focuses on the patterns of negotiation.

我们报告了课题“影响汇率波动的外汇交易员雇佣制度研究”的研究结果。本研究的重点在于探讨各外汇交易商的交易行为。第一篇论文的题目是“使用高频日元-美元汇率分析汇率、信息和波动性”。本文主要研究汇率波动与信息流入之间的关系。第二篇论文的题目是“汇率波动、一周中某一天的影响和市场影响”。本文考虑了星期效应、市场效应和意外（官方数据与事前预测的差异）对波动性的影响。第三份文件的标题是“信息变量和汇率波动”。第四篇论文的题目是“劳动力的供给与需求”。本文回顾了劳动的概念、年龄报酬制度和团队的生产活动。第五篇论文的题目是“劳动谈判的延续与断裂”。本文考虑了劳资谈判的一些含义。第六篇论文的题目是“工会作为工会的代理人和会员”。本文在委托代理模型的框架下考察了工会作为代理人的作用。第七篇论文的题目是“关于奖励谈判的若干问题”。本文主要研究谈判的模式。