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FX Implied Forward Curve

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 02 Jul 2020 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.3928680 , 10.5281/zenodo.3928681 , 10.5281/zenodo.6502685

FX Implied Forward Curve

Abstract

An FX curve is a yield curve in FX market, which is bootstrapped from forward FX rate and the discount rates of the two currencies based on the arbitrage-free relationship.

https://ia801408.us.archive.org/11/items/fx-forward-curve-8/FxForwardCurve-8.pdf

Keywords

FX forward curve, FX implied curve, FX forward rate, FX forward curve construction

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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