Thematische Bibliographien / Dollar exchange

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Auswahl der wissenschaftlichen Literatur zum Thema „Dollar exchange“

Autor: Grafiati

Veröffentlicht am 18. Mai 2024

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Zeitschriftenartikel zum Thema "Dollar exchange"

Liu, Yunong. „Analysis of The Impact between Fluctuations in the Exchange Rate of RMB against The U.S. Dollar and China's Export Business“. Highlights in Business, Economics and Management 1 (28.11.2022): 280–84. http://dx.doi.org/10.54097/hbem.v1i.2587.

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In this project, when the exchange rate of RMB against the U.S. dollar rises in the trade between China and the United States, due to the decline in the income of export goods, the decline in total export value will lead to a decrease in the number of dollars exchanged by China, and on the contrary, the income from imports will increase, so Imports also increase, causing more dollars to be spent. In this way, after a certain period, the total amount of U.S. dollars held by China will decrease, which will lead to an increase in China's demand for U.S. dollars, which will lead to the appreciation of the U.S. dollar, that is, the exchange rate of the RMB against the U.S. dollar will decline.

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Pangestuti, Dewi Cahyani, Ardhiani Fadila und Siwi Nugraheni. „Rupiah Exchange Rate Fluctuations in The US Dollar, Purchasing Power Parity Theory and Fisher Effect Theory Testing“. Nominal Barometer Riset Akuntansi dan Manajemen 11, Nr. 1 (30.04.2022): 79–97. http://dx.doi.org/10.21831/nominal.v11i1.42982.

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Abstract: Rupiah Exchange Rate Fluctuations in The US Dollar, Purchasing Power Parity Theory and Fisher Effect Theory Testing. To test the accuracy of the power purchasing parity theory and the international fisher effect theory on fluctuations in the Rupiah exchange rate against the United States Dollar. The goal of this study is to examine if the power purchasing parity theory and the international fisher effect theory are valid when it comes to Rupiah-US Dollar exchange rate movements. The purpose of this research is to figure out the rate of inflation, interest rate, and movement of the rupiah against the US dollar. This research examined historical data on the rupiah exchange rate against the US dollar, interest rates, and inflation rates in Indonesia and the United States from January 2015 through December 2020. In this research, multiple linear regression analysis was used. Research proved that the theory of power purchasing parity applies to changes in the Indonesian rupiah exchange rate on the US dollar. The international fisher effect does not apply to changes in the Indonesian Rupiah currency rate against the US dollar, which proves the existence of theoretical deviations that result in the invalidity of this theory.Keywords: purchasing power parity, international fisher effect, exchange rateAbstrak: Fluktuasi Nilai Tukar Rupiah dalam Dollar US, Pengujian Teori Paritas Daya Beli dan Teori Fisher Efek. Tujuan dari penelitian ini adalah untuk menguji keakuratan volatilitas nilai tukar rupiah terhadap dolar AS dalam teori paritas daya beli (PPP) dan teori dampak fisher internasional. Variabel dalam penelitian ini adalah inflasi, suku bunga, dan pergerakan nilai tukar rupiah terhadap dolar AS. Data yang digunakan dalam penelitian adalah data historis nilai tukar Rupiah terhadap dolar Amerika Serikat dan tingkat suku bunga Indonesia dan Amerika Serikat serta tingkat inflasi dari bulan Januari 2015 sampai dengan Desember 2020. Metode dalam penelitian adalah: Analisis regresi linier berganda. Penelitian membuktikan bahwa teori power purchasing parity berlaku pada perubahan kurs mata uang Rupiah Indonesia pada Dollar Amerika Serikat. Teori internasional fisher effect tidak berlaku berlaku pada perubahan kurs mata uang Rupiah Indonesia pada Dollar Amerika Serikat, yang membuktikan adanya penyimpangan teori yang mengakibatkan tidak berlakunya teori ini.Kata kunci: paritas daya beli, internasional efek fisher, perubahan kurs

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Chiang, Bong-Gyu. „Vehicle Currency Pricing and the Effect of Exchange Rates on Export and Import Prices“. Korea International Trade Research Institute 18, Nr. 5 (31.10.2022): 295–310. http://dx.doi.org/10.16980/jiyc.22.5.202210.295.

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Purpose - Since most of Korea's import/export transactions are made using US dollars as the invoicing currency, it is necessary to consider not only the won/dollar exchange rate but also the exchange rate between the dollar and the import/export currency when examining the effect of exchange rates on import/export prices. Design/Methodology/Approach - This essay theoretically examined that in the vehicle currency trades, the prices in vehicle currency are affected not only by the exchange rate between the exporting country currency and the vehicle currency but also by the exchange rate between the vehicle currency and the importing country currency. This was confirmed by empirical analysis in Korea's imports and exports. Findings - In exports by country, the coefficient of the won/dollar exchange rate showed a significant value in 11 out of 21 countries, and the effect of the dollar/importing country currency exchange rate was significant in 13 out of 21 countries. In imports by country, the dollar/exporting currency exchange rates showed significant effects in 10 out of 21 countries, and the effect of the won/dollar exchange rate was significant in 8 countries. Research Implications - When studying the effect of exchange rates on import/export prices in the case of vehicle currency pricing, not only the effects of the exchange rate between the importing/exporting country currencies but also the effects of various exchange rates should be considered according to the invoicing currency.

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Kreicher, Lawrence L., und Robert N. McCauley. „Managing the Dollar Over Its Cycles“. Atlantic Economic Journal 49, Nr. 2 (Juni 2021): 143–58. http://dx.doi.org/10.1007/s11293-021-09719-0.

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AbstractThe United States has ceded to the rest of the world managing the dollar’s value. For a generation, the U.S. authorities have all but withdrawn from the foreign exchange market. Yet the dollar does not float freely as a result of this hands-off U.S. policy. Instead, other authorities manage the dollar exchange rates, albeit separately. These authorities make heavier purchases of dollars in its downswings than in the upswings, damping its decline. Thus, the Fed finds that accommodative monetary policy transmits less to U.S. manufacturing and traded services, and relies on still lower rates to stimulate interest-sensitive housing and auto demand. The current U.S. dollar policy of naming and shaming surplus-running countries accumulating foreign exchange reserves does not seem to work. Three alternatives warrant consideration. First, the U.S. could reinstate its withholding tax on interest income received by non-residents and even add policy criteria to bilateral tax treaties. Second, the U.S. authorities could retaliate by selling dollars against the currencies of dollar-buying jurisdictions running chronic surpluses. However, either the withholding tax or such retaliatory foreign exchange intervention pose huge practical challenges. Third, the U.S. authorities could re-enter the foreign exchange market, making large-scale asset purchases in foreign currency when the dollar rises sharply against its average value. Such a policy would encourage private investment in U.S. traded goods and service production. The challenge is to set ex ante foreign exchange intervention rules to guide market participants’ expectations, even positioning them to do the authorities’ work.

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Silaban, Sella, Hilmi Aadilah und Khairani Matondang. „Influence of Rupiah Exchange Rate on Indonesia’s Economic Growth: Literature Study“. Journal of Business Management and Economic Development 1, Nr. 02 (29.05.2023): 123–31. http://dx.doi.org/10.59653/jbmed.v1i02.48.

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In the international economy, the exchange rate has an important role as a transaction tool. Its existence clearly affects the economy of a country both nationally and internationally. In Indonesia, the rupiah exchange rate is pegged to the US dollar, because international trade is dominated by transactions in US dollars. The increase in the rupiah exchange rate caused the rupiah to depreciate against the US dollar. This study aims to determine how the effect of the rupiah exchange rate on Indonesia's economic growth every year. This research is a qualitative descriptive research through a review of literature studies originating from journals, books and sources of accurate information. From the review of literature studies it is known that the variable exchange rate of the rupiah against foreign currencies has a significant effect and has a negative sign. This is evidenced by the growth rate of Gross Domestic Product (GDP) compared to the rupiah exchange rate. This means that when the rupiah exchange rate depreciates (the dollar appreciates), economic growth will decrease. And conversely if the rupiah exchange rate appreciates (the dollar depreciates) it will cause economic growth to increase.

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Damayanthi, Made Dewi, und I. Wayan Wenagama. „Pengaruh Kurs Dollar, Inflasi, Harga Terhadap Ekspor Kepiting Indonesia“. E-Jurnal Ekonomi Pembangunan Universitas Udayana 11, Nr. 6 (12.07.2022): 2305. http://dx.doi.org/10.24843/eep.2022.v11.i06.p10.

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The fisheries subsector is second largest contributor to Indonesia's GDP in agricultural sector 2010-2013, supported by presence of export value of fishery products in 2008-2014 experiencing an increase. Crab exports rank third after shrimp and tuna export value. This study aims to determine the effect of US dollar exchange rate, foreign exchange, inflation, and prices on export value of crabs in Indonesia. This Research using time series data from 1980-2013 and analyzed by multiple linear regression. Results show exchange rate of US dollars, price of export crabs, inflation, and foreign exchange simultaneously have significant effect on crab exports. Partially the US dollar exchange rate and export crab prices have positive and significant effect on crab exports. Inflation have a negative and significant effect on crab exports. However, foreign exchange has negative and not significant effect on crab exports. Price of export crabs is has dominant effect on crab exports. keyword: crab exports, dollar exchange rate, inflation, prices

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Zaalishvili1, Vakhtang, und Aleksandre Giorgidze2. „Mistake, Sales, Consumer Law“. Journal of Contemporary Law 1, Nr. 1 (10.11.2019): 215–22. http://dx.doi.org/10.31578/jcl.v1i1.41.

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R.B. has addressed to currency exchange office owned by “ -a” LLC, located in Tbilisi to exchange500 US dollars where the dollar was purchased “at first sight with the highest”4 exchange rate. Hehanded 500 USD to a woman, that worked at the currency exchange office who, in turn, gave him1020 GEL. R.B.'s expectation was to receive 1200 GEL. He protested instantly there, but he wasanswered that the currency exchange office was purchasing dollar for this price and since theoperator had already drawn a cheque, the money (500 USD) could not be returned.Neither R.B. agreed to take 1020 GEL, nor the operator was willing to return the exchanged amount.To prevent provocation and conflict, R.B. called Patrol Police, who confirmed that the "less" moneywas still on the spot and R.B. only after this took it. The Patrol Police claimed that they had manyanalogous calls for similar cases.R.B. demanded compensation of 180 GEL for material damages before the Court, because thetransaction was made by deceit.

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Chukwu Agwu, Ejem, und Ogbonna Udochukwu Godfrey. „Modeling Volatility and Daily Exchange Rate Movement in Nigeria“. International Journal of Economics and Financial Research, Nr. 511 (25.11.2019): 264–75. http://dx.doi.org/10.32861/ijefr.511.264.275.

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This study modeled volatility and daily exchange rate movement in Nigeria with daily exchange rate between Nigeria Naira and US Dollar from January 2, 2001 to May 20, 2019 collected from the Central Bank of Nigeria (CBN). The results of the estimated models revealed that conditional variance (volatility) has positive and significant relationship with exchange rate returns between Nigeria Naira and US Dollars, which corroborates the theory that predicts positive relationship between return and volatility for risk averse investors. Also found that exchange rate volatility between Naira / US Dollar is persistent. It was also discovered that goods news produces more volatility than bad news of equal magnitude. The researchers therefore suggested that the Central Bank of Nigeria should always proffer timely intervention to reduce the volatility persistence. This will go a long way to counteract or moderate the excess volatility between Naira and US Dollar transactions.

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McCauley, Robert N. „The Global Domain of the Dollar: Eight Questions“. Atlantic Economic Journal 48, Nr. 4 (Dezember 2020): 421–29. http://dx.doi.org/10.1007/s11293-020-09692-0.

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Abstract Since the late 1950s, the rest of the world has come to use the dollar to an extent that justifies speaking of the dollar’s global domain. The rest of the world denominates much debt in U.S. dollars, extending U.S. monetary policy’s sway. In addition, in outstanding foreign exchange deals, the rest of the world has undertaken to pay still more in U.S. dollars: off-balance-sheet dollar debts buried in footnotes. Consistent with the scale of dollar debt, most of the world economic activity takes place in countries with currencies tied to or relatively stable against the dollar, forming a dollar zone much larger than the euro zone. Even though the dollar assets of the world (minus the United States) exceed dollar liabilities, corporate sector dollar debts seem to make dollar appreciation akin to a global tightening of credit. Since the 1960s, claims that the dollar’s global role suffers from instability and confers great benefits on the U.S. economy have attracted much support. However, evidence that demand for dollars from official reserve managers forces unsustainable U.S. current account or fiscal deficits is not strong. The so-called exorbitant privilege is small or shared. In 2008 and again in 2020, the Federal Reserve demonstrated a willingness and capacity to backstop the global domain of the dollar. Politics could constrain the Fed’s ability to backstop the growing share of the domain of the dollar accounted for by countries that are not on such friendly terms with the U.S.

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Bagus Gede Udiyana, Ida, Ni Luh Rita Siptiari, Ida Ayu Putu Ari Utari, I. Wayan Tantra, Ida Bagus Swaputra und Ida Bagus Angga Brahmanta. „Inflation, Interest Rates and the Amount of Money Supply, Their Impact on Fluctuations of Rupiah Exchange Rate to the Us Dollar During the Pandemic of Covid-19“. Journal Transnational Universal Studies 1, Nr. 11 (27.12.2023): 946–60. http://dx.doi.org/10.58631/jtus.v1i11.69.

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This study aims to determine and analyze the effect of inflation, interest rates and money supply on fluctuations of rupiah exchange rate to the United States dollar during the pandemic of Covid-19. The inflation variable is analyzed using purchasing power parity theory based on differences in inflation of two countries, while the interest rate variable uses the International Fisher Effect Theory. The money supply variable is represented by M2 or the total money in circulation or in banks. The data used is secondary data for the period of January 2020 – December 2022, totaling of 36 months. Multiple linear regression, t test and F test is used to test the effect of dependent variables on independent variables simultaneously and partially, provided by Smart PLS 4.0 Software. The results showed that partially the inflation had a positive and insignificant effect on fluctuations of the rupiah exchange rate to the US dollar, the interest rate had a significant negative effect on fluctuations of the rupiah exchange rate to the US dollar, and the money supply had an insignificant negative effect on fluctuations of the rupiah exchange rate on US dollars. Simultaneously, the variables inflation, interest rates and money supply have a significant effect on fluctuations of the rupiah exchange rate to the US dollar.

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Mehr Quellen

Dissertationen zum Thema "Dollar exchange"

Twahirwa, Eunice Ishimwe Mariella. „Internal Versus External Reasons for the Rand-Dollar Exchange Rate Volatility“. University of the Western Cape, 2016. http://hdl.handle.net/11394/5738.

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Magister Commercii - MCom (Economics)
Increased exchange rate volatility is an impediment to the health of the economy of a country. Following the 1995 policy shift made by the South African Reserve Bank, from a fixed exchange rate regime to a free floating exchange rate regime; the rand/dollar exchange rate became volatile. The aim of the study was to investigate the forces that lead the exchange rate volatility. In more details, the study looked at the relationship between the rand/dollar exchange rate and its determinants. In terms of the methodology, a Structural Vector Autoregressive (SVAR) model was used to analyse the relationship between the rand/dollar exchange rate and its determinants. In the short run, the impulse response function results showed that there were no strong bidirectional relationships between the rand/dollar and its determinants between 1995 and 2014. The only significant relationship, in the short run, was found to be between the exchange rate and nominal variables. Another significant impact was that of the exchange rate on the 10-year bond spread. The long-run test results suggested that there is a unilateral relationship between the rand/dollar exchange rate and the 10-year bond spread. The long-run tests results indicated that the rand/dollar exchange rate is indeed an �equity� currency, and is mostly driven by changes in the financial variables.

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Ghisellini, Fabrizio. „The lira/US dollar exchange rate : a theoretical and empirical analysis“. Thesis, Queen Mary, University of London, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.284503.

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BevilÃqua, Giovanni Silva. „Forecast of real-dollar exchange under a framework of asset pricing“. Universidade Federal do CearÃ, 2011. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=8421.

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Given the wide range of macroeconomic, financial and econometric frameworks commonly used to accommodate uncomfortable empirical evidence associated with the Forex market, this article aims to model and predict the monthly variation in American Dollar-Brazilian Real exchange rate, from January 2000 to December 2009, based on asset pricing theory. Wang (2008) and Engel and West (2005) are closer to ours, in terms of fundamentals of finance, while methodologically, we are close to Chong, Chung and Ahmad (2002) and da Costa et al. (2010). Our work is relevant to the empirical literature, since the prediction results are better than the random walk approach ones. The prediction error is about 5% and 14% for the exchange rate variation and in level, respectively. In 57.5% of the changes, our model predicts the correct change direction. The main contribution based on this framework, already used to understand the Forward Premium Puzzle for advancedeconomies, consists in the derivation and the implications of a system of linear relationships characterized by a Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean (GARCH-M), useful empirically, once we have extracted a time series for a Stochastic Discount Factor (SDF) able to price the covered and the uncovered trading with U.S. Government bonds. The results suggest to the theoretical literature that, at least for monthly frequency, one should not omit the temporal variation of conditional moments of the second order. The hypothesis about the lognormal distribution of discounted returns and a parsimonious specification for conditional Heteroskedastic models can influence the predictive power of SDF, as well as the effects of the inclusion of risk premium.
Diante da vasta gama de arcabouÃos macroeconÃmicos, economÃtricos e financeiros que visam acomodar evidÃncias empÃricas desconfortÃveis associadas ao mercado cambial, este artigo visa modelar e prever a variaÃÃo mensal entre as moedas real brasileiro e dÃlar americano, de janeiro de 2000 a dezembro de 2009, baseado na teoria de apreÃamento de ativos. Este estudo agrega-se Ã literatura empÃrica, ao obter resultados preditivos superiores a um modelo de passeio aleatÃrio, com erros de previsÃo da ordem de grandeza de 5% e 14% para depreciaÃÃo e para o cÃmbio em nÃvel, respectivamente, e um acerto em 57,5% das vezes com relaÃÃo Ã direÃÃo da variaÃÃo cambial. Alinhado em fundamentos a Wang (2008) e Engel e West (2005) e metodologicamente a Chong, Chung e Ahmad (2002) e da Costa et al. (2010), a principal contribuiÃÃo no uso deste arcabouÃo, jÃ utilizado no entendimento do Forward Premium Puzzle para economias avanÃadas, consiste na derivaÃÃo e nas implicaÃÃes de um sistema de relaÃÃes lineares caracterizado por um Generalized Autoregressive Conditional Heteroskedasticity-in- Mean (GARCH-M) bivariado, o qual pode ser testÃvel, a partir da extraÃÃo via componentes principais da sÃrie temporal para um Fator EstocÃstico de Desconto capaz de apreÃar operaÃÃes coberta e descoberta de aquisiÃÃo de tÃtulos do governo americano. Os resultados sugerem, ainda, Ã literatura teÃrica que, ao menos para frequÃncia mensal, nÃo se deve desprezar a variaÃÃo temporal dos momentos condicionais de segunda ordem. A hipÃtese sobre a distribuiÃÃo lognormal dos retornos descontados e uma especificaÃÃo parcimoniosa para modelos de heterocedasticidade condicional podem prejudicar a capacidade preditiva associada do Fator EstocÃstico de Desconto, assim como os efeitos da incorporaÃÃo do prÃmio de risco.

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Newhouse, Herbert Steven. „The emergence of commodity money as a medium of exchange /“. Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3144310.

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Forrester, David Edward Economics Australian School of Business UNSW. „Market probability density functions and investor risk aversion for the australia-us dollar exchange rate“. Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.

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This thesis models the Australian-US Dollar (AUD/USD) exchange rate with particular attention being paid to investor risk aversion. Accounting for investor risk aversion in AUD/USD exchange rate modelling is novel, so too is the method used to measure risk aversion in this thesis. Investor risk aversion is measured using a technique developed in Bliss and Panigirtzoglou (2004), which makes use of Probability Density Functions (PDFs) extracted from option markets. More conventional approaches use forward-market pricing or Uncovered Interest Parity. Several methods of estimating PDFs from option and spot markets are examined, with the estimations from currency spot-markets representing an original application of an arbitrage technique developed in Stutzer (1996) to the AUD/USD exchange rate. The option and spot-market PDFs are compared using their first four moments and if estimated judiciously, the spot-market PDFs are found to have similar shapes to the option-market PDFs. So in the absence of an AUD/USD exchange rate options market, spot-market PDFs can act as a reasonable substitute for option-market PDFs for the purpose of examining market sentiment. The Relative Risk Aversion (RRA) attached to the AUD/USD, the US Dollar-Japanese Yen, the US Dollar-Swiss Franc and the US-Canadian Dollar exchange rates is measured using the Bliss and Panigirtzoglou (2004) technique. Amongst these exchange rates, only the AUD/USD exchange rate demonstrates a significant level of investor RRA and only over a weekly forecast horizon. The Bliss and Panigirtzoglou (2004) technique is also used to approximate a time-varying risk premium for the AUD/USD exchange rate. This risk premium is added to the cointegrating vectors of fixed-price and asset monetary models of the AUD/USD exchange rate. An index of Australia???s export commodity prices is also added. The out-of-sample forecasting ability of these cointegrating vectors is tested relative to a random walk using an error-correction framework. While adding the time-varying risk premium improves this forecasting ability, adding export commodity prices does so by more. Further, including both the time-varying risk premium and export commodity prices in the cointegrating vectors reduces their forecasting ability. So the time-varying risk premium is important for AUD/USD exchange rate modelling, but not as important as export commodity prices.

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MENEZES, FELIPE DA COSTA MENDES O. DE. „FORWARD EXCHANGE RATE AND SPOT EXCHANGE RATE: ASSESSING THE SIGNIFICANCE OF SOME POSSIBLE EXPLAINING VARIABLES IN BRAZILIAN EXCHANGE MARKET (BRAZILIAN REAL/DOLLAR)“. PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2017. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32350@1.

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Teorias internacionais na área de economia e finanças acreditam em uma relação significante entre o mercado cambial futuro e o mercado cambial à vista. Se esta afirmação for verdadeira, isto significa que os valores negociados no mercado futuro seriam bons previsores dos valores que viriam a ser negociados no mercado à vista em uma data futura. No entanto, diversos estudos e dados empíricos revelam que este evento não se mostra fiel no mercado cambial brasileiro (Real/Dólar) bem como em outros mercados cambiais internacionais, em especial nos principais mercados europeus. A justificativa para tal, estaria na presença de prêmios de risco não observáveis. Desta forma, o objetivo deste presente estudo é avaliar o motivo da não ocorrência deste evento, recorrendo a estudos internacionais variados, de modo a testar e avaliar um grupo de variáveis que poderiam auxiliar no entendimento deste descasamento das taxas. As quatro variáveis selecionadas neste estudo são: diferença entre os valores de compra e venda da taxa à vista e a termo; a diferença da taxa a termo e à vista no mesmo período; e a diferença real e em módulo da taxa à vista e a taxa à vista carregada pelo modelo de paridade do poder de compra. Estas são analisadas em dois modelos de horizontes, de um mês e doze meses e a escolha por estas variáveis foi baseada na identificação de suas significâncias em estudos em diferentes mercados como, por exemplo, com a taxa libra/euro, bem como são aproximações dos prêmios de risco de liquidez, temporal e cambial. Os resultados apurados indicam que variáveis como a diferença entre os valores de compra e venda da taxa a termo e a diferença real da taxa à vista e a taxa à vista carregada pelo modelo de paridade do poder de compra, possuem relações significantes quando se busca entender o descasamento das taxas a termo e à vista. No entanto, testes de confiabilidade dos modelos, indicam certa restrição com relação aos resultados gerados. O estudo é finalizado indicando que as variáveis significantes podem auxiliar no entendimento do descasamento das taxas. Porém, a existência de eventos de stress de ordem política, monetária e jurídica entre outros (exemplos de risco país) inviabiliza determinar uma variável que ajude a explicar, com alto nível de significância, este evento. Além disso, caso a identificação de variáveis fosse trivial e com comportamento uniforme haveria a possibilidade de arbitragem no mercado cambial e, portanto, investidores poderiam auferir lucros sem exposição alguma à riscos.
International theories in economy and finance areas expects a significant relation between forward and spot exchange markets where negotiations in forward market could predict the future of spot negotiations. However, this event is not noted at Brazilian exchange market (Brazilian real/dollar) as well at others international markets, especially at developed European markets. The reason would be in the presence of unobservable risk premiums. Therefore, the objective of that research is to evaluate the reason of that event does not run, utilizing some international researches, in order to test and to evaluate variables that could explain that rate s gap. The four variables selected for this study are: forward and spot bid-ask; the difference between forward and spot rates; and difference (real and absolute) between spot rate and spot rate built from purchase parity power condition. These variables are studied on one and twelve months horizons ans that selection has considered the presented significance in others international researches, for example libra/euro exchange rate, and because they are proxies of liquidity, time-varying and currency risk premium. The main results indicate that variables are significant despite the fact that some confiability tests show negative results. For instance, forward bid-ask and difference (real and absolute) between spot rate and spot rate built from purchase parity power condition presented a significance. The study is concluded affirming that some variables could help to explain that gap s rate. However, the existence of country risk does not allow the identification of a enough strong variable. Otherwise, it would enable investors to arbitrage and to profit without risk exposure.

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Feng, Qin. „The relationship between oil price and US Dollar/Norwegian Krone nominal exchange rate“. Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18454.

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This paper empirically investigates the cointegrated relationship between oil price and nominal exchange rate of US Dollar/ Norwegian Krone (USD/NOK) which is covering a time period from 2001 to 2011. The Augmented Dickey-Fuller test, Engle-Granger test and Error Correction Mechanism are employed for this research. This paper concludes that there is a cointegrated relationship between oil price and nominal exchange rate of USD/NOK in the long term.

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Khalesi, Mojtaba. „The economics of the Iranian rial US dollar exchange rate : a fundamental based approach“. Thesis, University of Strathclyde, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248521.

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Cao, Xiongwei. „The Dollar Hegemony and the U.S.-China Monetary Disputes“. Master's thesis, University of Central Florida, 2012. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/5150.

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This thesis analyzes the current disputes between the United States and China over the exchange rate of the Chinese currency renminbi using an International Political Economy (IPE) analysis. Monetary relations are not mere economic affairs, but bear geopolitical implications. Money is power. Money is politics. The pursuit of monetary power is an important part of great power politics. Based on this assertion, the thesis studies past cases of monetary power struggles between the United States and the Great Britain, the Soviet Union, Japan, and the European Union (EU), respectively. The thesis then investigates the dollar's status as the dominant international reserve currency in the current international monetary system, as well as the power that this unique status can generate and provide. The dollar's monetary hegemony has become the main characteristic of the current international monetary system and an important power source for continued U.S. hegemony. The dollar's hegemony and the asymmetrical interdependency between the dollar and the renminbi are the source and the key basis for the recent U.S.-China monetary disagreements. The U.S.-China monetary disputes reflect not only each country's respective domestic interests and perceived benefits, but also the monetary power struggle between the two biggest global economies. Predictions are also entertained for the future monetary relations between the two countries, as well as the geopolitical implications that this relationship may have for the U.S.-China bilateral relationship in coming decades.
ID: 031001327; System requirements: World Wide Web browser and PDF reader.; Mode of access: World Wide Web.; Title from PDF title page (viewed April 8, 2013).; Thesis (M.A.)--University of Central Florida, 2012.; Includes bibliographical references (p. 118-126).
M.A.
Masters
Political Science
Sciences
Political Science; International Studies

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Trygubenko, Volodymyr Oleksiyovych. „Effect of oil prices and other determinants on the United States dollar effective exchange rate“. Ann Arbor, Mich. : ProQuest, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1430298.

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Thesis (M.A. in Economics)--S.M.U.
Title from PDF title page (viewed July 17, 2007). Source: Masters Abstracts International, Volume: 44-03, page: 1190. Adviser: Thomas Osang. Includes bibliographical references.

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Bücher zum Thema "Dollar exchange"

Mentzel, Sven-Morten. Real exchange rate movements: An econometric investigation into causes of fluctuations in some dollar real exchange rates. New York: Phsica-Verlag, 1998.

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Galati, Gabriele. The dollar-mark axis. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1999.

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Karmin, Craig. Biography of the Dollar. New York: Crown Publishing Group, 2008.

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Top dollar for your property. New York: Wiley, 1988.

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Sherbourne, Robin. Should the Namibia dollar be devalued? Ausspannplatz, Windhoek, Namibia: Namibian Economic Policy Research Unit, 1995.

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Library of Congress. Congressional Research Service, Hrsg. How much has the international exchange value of the dollar declined? [Washington, D.C.]: Library of Congress, Congressional Research Service, 1987.

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Has the dollar fallen enough? Tokyo]: Ministry of International Trade and Industry, 1987.

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Alquist, Ron. Productivity and the euro-dollar exchange rate puzzle. Cambridge, MA: National Bureau of Economic Research, 2002.

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Galati, Gabriele. Macroeconomic news and the euro/dollar exchange rate. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2001.

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Kitson, Michael. The Dollar-Pound forward exchange rate, 1919-1939. Cambridge: University of Cambridge, Department of Applied Economics, 1992.

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Buchteile zum Thema "Dollar exchange"

Officer, Lawrence H. „Dollar-Sterling Exchange Market“. In Essays in Economic History, 377–404. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95925-8_21.

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Miller, Robert. „Us Dollar-Based Contracts“. In London International Financial Futures Exchange Yearbook, 246–54. London: Macmillan Education UK, 1988. http://dx.doi.org/10.1007/978-1-349-10000-2_19.

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Mark, Nelson C. „Fundamentals of the Real Dollar-Pound Rate: 1871–1994“. In Equilibrium Exchange Rates, 191–208. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_7.

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Girardin, Eric, und Velayoudom Marimoutou. „Are Dollar Exchange Rates Cointegrated After All?“ In Exchange Rate Policy in Europe, 7–23. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25755-3_2.

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Hartmann, Philipp. „Foreign Exchange Vehicles Before and After EMU: From Dollar/Mark to Dollar/Euro?“ In European Monetary Union, 133–59. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59039-9_4.

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Stein, Jerome L. „The Evolution of the Real Value of the US Dollar Relative to the G7 Currencies“. In Equilibrium Exchange Rates, 67–101. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_3.

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Kallianiotis, John N. „The US Dollar as an International Currency Reserve and Its Value“. In International Financial Transactions and Exchange Rates, 215–44. New York: Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137356932_6.

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Wonnacott, Paul. „The Floating Canadian Dollar: Exchange Flexibility and Monetary Independence“. In Rugman Reviews, 84–85. London: Macmillan Education UK, 2009. http://dx.doi.org/10.1007/978-1-137-28787-8_26.

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N’Diaye, Papa. „Capital Flows and the Yen-U.S. Dollar Exchange Rate“. In Japan's Economic Revival, 252–73. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9781137001603_16.

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Wang, Zhaohui. „The RMB Depeg from the US Dollar, 2003–2005“. In The International Political Economy of China’s Exchange Rate Policy Making, 63–80. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-33-4578-2_3.

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Konferenzberichte zum Thema "Dollar exchange"

Ai-jian, Wang, und Lin Nan. „Exchange rate dynamics of the dollar“. In 2010 International Conference on Management Science and Engineering (ICMSE). IEEE, 2010. http://dx.doi.org/10.1109/icmse.2010.5719944.

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Chambino, Mariana, Nicole Horta und Rui Dias. „Evolving Efficiency of Exchange Rate Movements: A Test for Major International Currencies“. In 7th International Scientific Conference – EMAN 2023 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eman.s.p.2023.47.

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In this study, we analyse efficiency, in its weak form, in the exchange rates AUD/USD (Australian dollar/US dollar), BRL/USD (Brazilian real/US dollar), CHF/USD (Swiss franc/US dollar), EUR/USD (Euro/US dollar), GBP/USD (British pound/US dollar), JYP/USD (Japanese yen/US dollar), RUB/ USD (Russian rouble/US dollar) and SGD/USD (Singapore dollar/US dollar), for the period from January 1st, 2018 to December 31st, 2022. According to the findings, foreign exchange markets in the Tranquil subperiod have mixed results, i.e. The AUD/USD, SGD/USD, and EUR/USD exchange rates are anti-persistent, but the JYP/USD, BRL/USD, RUB/USD, and CHF/USD markets are persistent, and the GBP/USD market is in equilibrium. In the period including the 2020 and 2022 events, we identify long memories in the AUD/ USD, BRL/USD, SGD/USD, RUB/USD exchange rates, anti-persistence in the GBP/USD, JPY/USD, and EUR/USD markets, and signs of equilibrium in the CHF/USD exchange rate. Overall, our findings suggest that market efficiency is hybrid, i.e., the exchange markets studied are rarely in equilibrium during periods of calm or stress. The evidence of oscillation between efficiency and inefficiency may lead currency traders to take full advantage of arbitrage possibilities that appear when market circumstances change.

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Guohua, He, Liu Lintao und Chang Xinxin. „Dollar standard, overshooting of exchange rates and RMB exchange rate regime reform“. In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882120.

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Liu, Zilin, Wentian Wang und Chunlei Zhao. „Analysis of Exchange Rate Fluctuations between RMB and US Dollar“. In Proceedings of the 2nd International Conference on Big Data Economy and Digital Management, BDEDM 2023, January 6-8, 2023, Changsha, China. EAI, 2023. http://dx.doi.org/10.4108/eai.6-1-2023.2330363.

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Xiaoxi, Zhang, Su Mingche und Liu Yishuang. „The study on exchange rate forecasting between US dollar and RMB“. In 2010 2nd IEEE International Conference on Information and Financial Engineering (ICIFE). IEEE, 2010. http://dx.doi.org/10.1109/icife.2010.5609297.

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Sinambela, Tongam, Melda Melda und Paiaman Pardede. „The Relationship of Chinese Yuan Renminbi, US Dollar, Australian Dollar, and Euro Exchange-Rate Against Rupiah Using Vector-Autoregression Method“. In Tenth International Conference on Entrepreneurship and Business Management 2021 (ICEBM 2021). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220501.041.

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Agbodza, Paul A. „Machine Learning of Jump Dynamics in US Dollar-Ghana Cedi Exchange Returns“. In 2019 International Conference on Computer, Data Science and Applications (ICDSA). IEEE, 2019. http://dx.doi.org/10.1109/icdsa46371.2019.9404237.

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Tengiz, Yusuf Ziya, Emine Şule Aydeniz und Ali Göksenli. „Effects of Financial Risks in Turkish and Eurasian Economies on Real Economic Growth and Public Sector Borrowing: 2000-2013“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01083.

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The effects of global and economical crisis on Turkey and Eurasian countries depend strongly on countries’ dependence ratio of foreign trade, on integrations and economic structure. Real economic growth of Russian and Belarus economies is affected by Euro and US-dollar rate of exchange (RoE), Kazakhstan’s economy by Euro RoE, Turkmenistan’s by Euro exchange and interest and Turkish economy by Euro RoE and consumer price index (CPI). The effect of public borrowings ratio on gross domestic product is affected in Russian economy by Euro RoE, CPI and interests 1 and 2, in Kazakhstan economy by US dollar RoE and interest, in Belarus economy by US dollar RoE, interest and CPI, in Turkmenistan’s by Euro RoE and interest and Turkish economy by interest and CPI. Russia must regulate improving economy politics in Euro exchange, interest and CPI indicators to increase real economical growth and decrease ratio of public borrowings on gross domestic product. Kazakhstan must focus on Euro RoE, US dollar RoE, interest and CPI indicators. The same situation is valid for Belarus. Turkmenistan must give importance to Euro exchange and interests in its politics of economy. Turkey must take Euro exchange, CPI and interests into consideration. Thereby real economy growth will increase and ratio of public borrowings on gross domestic product will decrease. To decrease shocks against fragility, to develop global competition strength and decrease of foreign-source dependency, Turkey and Eurasian countries must develop new strategies and constitute and develop economy politics for global competition capacity.

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Zhang, Genneng, und Wenxiu Hu. „Notice of Retraction: Yuan-dollar exchange rate and Chinese export to America: Based on different exchange rate regime“. In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882514.

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Usami, Ayako, Ryunosuke Tsuya, Takashi Iba und Hideki Takayasu. „Building a Simulation Model of Foreign Exchange Market: Reproduction of Yen Dollar Market“. In 9th Joint Conference on Information Sciences. Paris, France: Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.319.

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Berichte der Organisationen zum Thema "Dollar exchange"

Goldberg, Linda S., und Oliver Hannaoui. Drivers of Dollar Share in Foreign Exchange Reserves. Federal Reserve Bank of New York, März 2024. http://dx.doi.org/10.59576/sr.1087.

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The share of U.S. dollar assets in the official foreign exchange reserve portfolios of central banks is sometimes taken as an indicator of dollar status. We show that the observed decline in the aggregate share of U.S. dollar assets does not stem from a systematic shift in currency preferences away from holding dollar assets. Instead, a small group of countries with large foreign exchange reserve balances drive the dollar share decline observed in aggregate statistics. This arises either due to countries conducting monetary policy vis-à-vis the euro or due to preference shifts away from dollars. Regression analysis shows that interest rate differentials between traditional and nontraditional reserve currencies can tilt portfolio composition, particularly in relation to the scale of investment tranches within overall central bank portfolios. Geopolitical distance from the United States and financial sanctions are associated with lower U.S. dollar shares, especially if the primary foreign currency liquidity needs of the central bank are already satisfied.

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Alquist, Ron, und Menzie Chinn. Productivity and the Euro-Dollar Exchange Rate Puzzle. Cambridge, MA: National Bureau of Economic Research, März 2002. http://dx.doi.org/10.3386/w8824.

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Jiang, Zhengyang, Arvind Krishnamurthy und Hanno Lustig. Foreign Safe Asset Demand and the Dollar Exchange Rate. Cambridge, MA: National Bureau of Economic Research, März 2018. http://dx.doi.org/10.3386/w24439.

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Ito, Takatoshi, und V. Vance Roley. Intraday Yen/Dollar Exchange Rate Movements: News or Noise? Cambridge, MA: National Bureau of Economic Research, September 1988. http://dx.doi.org/10.3386/w2703.

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Engel, Charles, und Kenneth West. Taylor Rules and the Deutschmark-Dollar Real Exchange Rate. Cambridge, MA: National Bureau of Economic Research, Dezember 2004. http://dx.doi.org/10.3386/w10995.

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Pompeu, Gustavo, und José Luiz Rossi. Real/Dollar Exchange Rate Prediction Combining Machine Learning and Fundamental Models. Inter-American Development Bank, September 2022. http://dx.doi.org/10.18235/0004491.

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The study of the predictability of exchange rates has been a very recurring theme on the economics literature for decades, and very often is not possible to beat a random walk prediction, particularly when trying to forecast short time periods. Although there are several studies about exchange rate forecasting in general, predictions of specifically Brazilian real (BRL) to United States dollar (USD) exchange rates are very hard to find in the literature. The objective of this work is to predict the specific BRL to USD exchange rates by applying machine learning models combined with fundamental theories from macroeconomics, such as monetary and Taylor rule models, and compare the results to those of a random walk model by using the root mean squared error (RMSE) and the Diebold-Mariano (DM) test. We show that it is possible to beat the random walk by these metrics.

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Grilli, Vittorio. Fiscal Policies and the Dollar/Pound Exchange Rate: 1870-1984. Cambridge, MA: National Bureau of Economic Research, Januar 1988. http://dx.doi.org/10.3386/w2482.

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Bordo, Michael, Owen Humpage und Anna Schwartz. U.S. Foreign-Exchange-Market Intervention and the Early Dollar Float: 1973 - 1981. Cambridge, MA: National Bureau of Economic Research, Dezember 2010. http://dx.doi.org/10.3386/w16647.

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Ito, Takatoshi. Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate. Cambridge, MA: National Bureau of Economic Research, November 1993. http://dx.doi.org/10.3386/w4545.

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Lee, Junkyu, Peter Rosenkranz, Arief Ramayandi und Hoang Pham. The Influence of US Dollar Funding Conditions on Asian Financial Markets. Asian Development Bank, März 2021. http://dx.doi.org/10.22617/wps210080-2.

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