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Thematische Bibliographien / Exchange Rate and Interest rate

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Auswahl der wissenschaftlichen Literatur zum Thema „Exchange Rate and Interest rate“

Autor: Grafiati

Veröffentlicht am 18. Mai 2024

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Zeitschriftenartikel zum Thema "Exchange Rate and Interest rate"

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Cherubini, Umberto, Massimo Ciampolini, Rony Hamaui und Agnese Sironi. „Exchange rate and interest rate polarization“. Review of World Economics 129, Nr. 4 (Dezember 1993): 651–61. http://dx.doi.org/10.1007/bf02707875.

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Rauf, Rashid, und Abdul Rashid. „Interlinkages among Exchange Rate, Interest Rate, Consumer Price Index, and Output Volatilities“. Forman Journal of Economic Studies 15 (30.12.2019): 115–36. http://dx.doi.org/10.32368/fjes.20191505.

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Sulistyowati, Novita Denik, und Chandra Kartika. „EFFECT OF OVERSEAS DEBT AND INTEREST RATE RATE OF EXCHANGE RATE RATE (EXCHANGE RATE)“. Develop 2, Nr. 2 (30.11.2018): 36. http://dx.doi.org/10.25139/dev.v2i2.1073.

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Perdagangan internasional melibatkan suatu negara dengan negara lain dan menjadikan negara-negara di dunia menjadi lebih terikat.Oleh karena itu, interaksi dengan dunia luar negeri merupakan hal yang tidak bisa dihindari oleh negara manapun, termasuk Indonesia.Memperlancar transaksi perdagangan internasional, penggunaan uang dalamperekonomian terbuka tersebut ditetapkan dengan menggunakan mata uang yang telah disepakati.Tujuan dari penelitian ini untuk mengetahui Utang Luar Negeri dan Tingkat SukuBunga berpengaruh terhadap Nilai Tukar Rupiah periode 2017-2018.Jenis data dalam penelitian ini adalah data sekunder. Data yang digunakan berupa data runtut waktu (timeseries) dengan rentang waktu 30 tahun.Data diperoleh dari Bursa Efek Indonesia dan Badan Statistik Provinsi Jawa Timur. Teknik analisis data yang digunakan adalah analisis triangulasi regresi linear berganda.Berdasarkan hasil penelitian menunjukkan bahwa: (1) utang luar negeri berpengaruh positif terhadap kurs rupiah; (2) suku bunga tidak berpengaruh terhadap kurs rupiah.Hal ini dapat menyebabkan terjadinya risiko perubahan nilai tukar mata uang yang timbul karena adanya ketidakpastian nilai tukar itu sendiri.Adanya perubahan nilai tukar mata uang juga berdampak pada apresiasi dan depresiasi mata uang.Kata Kunci: kurs rupiah,utang luar negeri, suku bunga

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Benigno, Gianluca, und Pierpaolo Benigno. „Exchange rate determination under interest rate rules“. Journal of International Money and Finance 27, Nr. 6 (Oktober 2008): 971–93. http://dx.doi.org/10.1016/j.jimonfin.2008.04.009.

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5

ANDERSEN, TORBEN M., und JAN ROSE SØRENSEN. „INTEREST RATE SPREADS AND EXCHANGE RATE VARIABILITY“. Manchester School 62, Nr. 2 (Juni 1994): 151–66. http://dx.doi.org/10.1111/j.1467-9957.1994.tb01373.x.

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6

Mauleón, Ignacio. „Interest rate expectations and the exchange rate“. International Advances in Economic Research 4, Nr. 2 (Mai 1998): 179–91. http://dx.doi.org/10.1007/bf02295489.

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Fu, Tze‐Wei, und Monli Lin. „Interest rate, unemployment rate and China's exchange rate regime“. International Journal of Emerging Markets 7, Nr. 2 (06.04.2012): 177–90. http://dx.doi.org/10.1108/17468801211209947.

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Okechukwu, Izunobi Anthony, Nzotta Samuel Mbadike, Ugwuanyim Geoffrey und Benedict Anayochukwu Ozurumba. „Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria“. INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND BUSINESS ADMINISTRATION 5, Nr. 6 (2019): 38–47. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.56.1005.

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This study employed GARCH (1.1) techniques to evaluate the existence of high stock market returns volatility, and the impact of the exchange rate, interest rate and inflation on stock market returns in Nigeria, using monthly series data from 1995 – 2014. Excessive volatility hinders the stock market from playing its role of Mobilizing, financial resources from surplus units to deficit units and may cause a financial crisis. The research finding shows that interest rate has a negative relationship with stock market returns, while the inflation rate and exchange rate have a positive relationship with stock market returns. The conclusion therefore is, there is high and persistent volatility in the Nigerian stock market returns. Exchange rate, interest rate, and inflation significantly impact stock market return volatility in Nigeria. The study recommends that regulatory authorities should take proactive steps to minimize stock market return in order to restore confidence in the market.

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Yung, Julieta. „Can interest rate factors explain exchange rate fluctuations?“ Journal of Empirical Finance 61 (März 2021): 34–56. http://dx.doi.org/10.1016/j.jempfin.2021.01.005.

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10

Choie, Kenneth S. “Nicholas”. „Currency Exchange Rate Forecast and Interest Rate Differential“. Journal of Portfolio Management 19, Nr. 2 (31.01.1993): 58–64. http://dx.doi.org/10.3905/jpm.1993.409435.

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Dissertationen zum Thema "Exchange Rate and Interest rate"

1

Bottazzi, Laura. „Essays on exchange rate targets and interest rates“. Thesis, Massachusetts Institute of Technology, 1992. http://hdl.handle.net/1721.1/12879.

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Al-Zoubi, Haitham. „New Evidence on Interest Rate and Foreign Exchange Rate Modeling“. ScholarWorks@UNO, 2003. http://scholarworks.uno.edu/td/467.

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This dissertation empirically and theoretically investigates three interrelated issues of market anomalies in interest rates derivatives and foreign exchange rates. The first essay models the spot exchange rate as a decomposition of permanent and transitory components. Unlike extant analysis, the transitory component could be stationary or explosive. The second essay examines the market efficiency hypothesis in the foreign exchange markets and relates the rejection of forward rate unbiasedness hypothesis to the existence of risk premium not to the failure of rational expectation. The third essay examines the behavior of short-term riskless rate and models the risk free rate as a nonlinear trend stationary process. While addressing these issues, these essays account for: (1) finite sample bias; (2) Unit root and other nonstationary behaviors; (3) the role of nonlinear trend; and (4) the interrelations between different behaviors. Several new results have been gleaned from our analysis; we find that: (1) the spot exchange rates display a very slow mean aversion behavior, which implies the failure of the purchasing power parity; (2) there are positive autocorrelations across the long horizons overlapping returns increases overtime and then begin to decline at a very long horizon period; (3) the short-term riskless rate displays a nonlinear trend stationary process which is closer to driftless random walk behavior; (4) modifying the mean reverting shortterm interest rates models to a nonlinear trend stationary shows an extreme improvement and outperforms all suggested models; (5) the traditional tests for rational expectations and market efficiency in the foreign exchange markets are subject to size distortions; (6) we relate the rejection of market efficiency in the foreign exchange markets documented across most currencies to the existence of risk premium not to the rejection of rational expectation hypothesis.

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Nikolaou, Kleopatra. „Essays on exchange rate and interest rate fluctuations“. Thesis, University of Warwick, 2007. http://wrap.warwick.ac.uk/61950/.

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The aim of this thesis is to further investigate new empirical methods, results and implications on major topics relating to foreign exchange and interest rate markets. To this end, this thesis is organised in three chapters. The first chapter focuses on nominal exchange rates. It extends the literature of foreign exchange unbiasedness by including information from different derivatives markets. For the purpose of this thesis, it also implicitly provides a lead on the behaviour of interest rate differentials. The second chapter uses innovative econometric methodologies to add new insights in the behaviour of real exchange rates. Finally, Chapter Three explicitly models the international linkages between the interest rate differentials across countries with clear monetary policy implications. More specifically, a large empirical literature has tested the unbiasedness hypothesis in the foreign exchange market using forward exchange rates. In the first chapter we amend the conventional testing framework to exploit the information in currency options, using a newly constructed data set for three major dollar exchange rates. The main results are that: (i) tests based on stationary regressions suggest that options provide biased predictions of the future spot exchange rate; (ii) cointegration-based tests that are robust to several statistical problems afflicting stationary regressions and allow for endogeneity issues arising from a potential omitted risk premium term are supportive of unbiasedness. In the second chapter we test for mean reversion in real exchange rates using a recently developed unit root test for non-normal processes based on quantile autoregression inference in semi-parametric and non-parametric settings. The quantile regression approach allows us to directly capture the impact of different magnitudes of shocks that hit the real exchange rate, conditional on its past history, and can detect asymmetric, dynamic adjustment of the real exchange rate towards its long run equilibrium. Our results suggest that large shocks tend to induce strong mean reverting tendencies in the exchange rate, with half lives less than one year in the extreme quantiles. Mean reversion is faster when large shocks originate at points of large real exchange rate deviations from the long run equilibrium. However, in the absence of shocks no mean reversion is observed. Finally, we report asymmetries in the dynamic adjustment of the RER. Finally, in the third chapter we employ dynamic factor modelling and maximum likelihood estimation to investigate the existence, the patterns and the implications of common fluctuations in the money market rate differentials of a group of countries visa-vis the US or Germany. To the extent that money market rates reflect monetary policy decisions we argue that the resulting global factor represents the common part of monetary policy deviations across countries. We find that a significant part of such policy deviations is shared across countries and in fact is mainly driven by the policy interactions of the EU and the US. In particular, the US interest rate seems to emerge as a potential global interest rate. The implication is that policy makers should pay closer attention to foreign policies when setting domestic ones.

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Chui, Hiu-fai Sam. „Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /“. Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

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5

Can, Mutan Oya. „Real Exchange Rates And Real Interest Rate Differentials: An Empirical Investigation“. Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/2/12606669/index.pdf.

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This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-run for every country except Israel. The results of the weak exogeneity tests suggest that real exchange rates are the adjusting variables for Italy, Switzerland, Belgium and Israel. Consistent with an endogenous response of domestic interest rates to a real exchange rate shock policy rule, real interest rate differentials are found to be endogenous for the parameters of the cointegration vector for Canada, Chile and Norway.

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Galindo-Paliza, Luis Miguel Alejandro. „The demand for money, interest rates and the exchange rate in Mexico“. Thesis, University of Newcastle Upon Tyne, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241548.

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Olugbode, Mojisola. „The exchange rate and interest rate exposure of UK non-financial firms and industries“. Thesis, University of Plymouth, 2010. http://hdl.handle.net/10026.1/380.

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Exchange rate and interest rate risk have been documented as the most managed financial risks by most UK non-financial firms and industries. This is probably because of the severe adverse effects that contrary movements in these financial risks can have on the value of the firm or industry. Nevertheless, empirical studies on these risks have been very few and predominantly limited in scope. Therefore, using a sample of 402 UK non-financial firms from 31 industries, over the period January 1990 to December 2006, this study examines the relevance of these financial risks on the stock returns of firms and industries. Following the weaknesses of the Ordinary Least Square (OLS) methodology, the AR(I)EGARCH-M model was subsequently used for the estimation. The results indicated that the stock returns of UK firms and industries were more affected by long-term interest rate risk than exchange rate risk (Trade weighted index, US$/£ JP¥/£, ECU/£ and Euro/£) or even short-term interest rate risk. Furthermore, the introduction of the euro reduced the exchange rate exposure and interest rate exposure of only a few UK firms and industries. Additionally, by means of the Herfindahl index as a measure of industry concentration, competitive industries were found to exhibit a higher degree of exposure to movements in exchange rates and interest rates, and also higher volatility in returns than industries that were classified as concentrated. Then using firm specific accounting variables, the results indicated that the determinants of exchange rate exposure were different to that of interest rate exposure. Finally, it was also found that for most UK firms and industries: increased risk did not necessarily lead to an increase in returns; severe adverse movements in exchange rates and interest rates can potentially make returns more volatile; volatility of returns has time varying properties; persistence of volatility is much higher in some firms and industries than others; and the volatility of returns increased in the period after the introduction of the euro.

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Unger, Julian. „A small open economy’s view on interest rate differential’s relation to the nominal exchange rate“. Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.

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The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. The only necessary condition is that the deviationsfrom rational expectations and risk neutrality are uncorrelated with the interestrate differential (Chinn and Meredith 2004, p. 412). We find no evidence for the interestrate differentials to be unbiased predictors of the percentage change in nominalexchange rates. With 3- and 6-month maturity interest rates, the signs are positivealthough not statistically different from zero.

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Wang, Zhiyuan. „Study the relationship between real exchange rate and interest rate differential – United States and Sweden“. Thesis, University of Skövde, School of Technology and Society, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83.

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This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there is a long run relationship among the variables using Johansen co-integration method. Final conclusion is that the empirical evidence is provided to show that our error-correction model leads to a good real exchange rate forecast.

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Ryou, Hyunjoo. „Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea“. Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the real exchange rate depreciates more before the elections but there is no clear pattern found after the elections. Interestingly, this result is the opposite of the electoral cycle found in Latin American countries. To explain this results we should consider the difference between economic backgrounds of Korea and Latin American countries.-Exchange Rate Regime, Capital Market Openness and Monetary Policy; The Trilemma in KoreaThis paper tests the trilemma proposition by performing an empirical study of Korea. Korea has distinct periods of all combinations of exchange rate regime and capital market openness in trilemma: pegged exchange rate regime under capital controls, pegged exchange rate regime under free capital mobility, and floating exchange rate regime under free capital mobility. We check whether monetary autonomy exists in each of the three different combinations. We find that monetary autonomy existed over the periods with capital controls and the periods with floating exchange rate regime. For the periods with the pegged exchange rate regime and free capital mobility, monetary autonomy was limited. In addition, we identify that just before the financial crisis the government pursued autonomic monetary policy under pegged exchange rate regime and free capital mobility, thereby defying the trilemma.

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Bücher zum Thema "Exchange Rate and Interest rate"

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R, Beidleman Carl, und Beidleman Carl R, Hrsg. Interest rate swaps. Homewood, Ill: Business One Irwin, 1991.

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Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. Princeton, N.J: Princeton University, International Finance Section, 1986.

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Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. Princeton, N.J: International Finance Section, Dept. of Economics, Princeton University, 1986.

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Forward rates, interest rates, and expectations under alternative exchange rate regimes. Princeton, N.J: International Finance Section, Dept. of Economics, Princeton University, 1986.

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Flood, Robert P. An interest rate defence of a fixed exchange rate? London: Centre for Economic Policy Research, 2000.

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Vikøren, Birger M. Interest rate differential, exchange rate expectations and capital mobility: Norwegian evidence. Oslo: Norges Bank, Information Division, 1994.

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Geert, Bekaert. Uncovered interest rate parity and the term structure. Cambridge, MA: National Bureau of Economic Research, 2002.

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Obstfeld, Maurice. Pricing-to-market, the interest-rate rule, and the exchange rate. Cambridge, Mass: National Bureau of Economic Research, 2006.

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Gourinchas, Pierre-Olivier. Exchange rate dynamics and learning. Cambridge, MA: National Bureau of Economic Research, 1996.

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Basurto, Gabriela. The interest rate-exchange rate nexus in the Asian crisis countries. [Washington, D.C.]: International Monetary Fund, Policy Development and Review Dept., 2000.

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Buchteile zum Thema "Exchange Rate and Interest rate"

1

Floyd, John E. „Exchange Rate Overshooting“. In Interest Rates, Exchange Rates and World Monetary Policy, 87–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_6.

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Sawyer, W. Charles, und Richard L. Sprinkle. „Money, interest rates, and the exchange rate“. In Applied International Economics, 345–70. 5th Edition. | New York : Routledge, 2020. | Revised edition of the authors’ Applied international economics, 2015.: Routledge, 2020. http://dx.doi.org/10.4324/9780429425547-15.

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Bohn, Frank. „Interest and Exchange Rate Impulses“. In Monetary Union and Fiscal Stability, 79–104. Heidelberg: Physica-Verlag HD, 2000. http://dx.doi.org/10.1007/978-3-642-57639-3_6.

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De Grauwe, Paul, Michele Fratianni und Mustapha K. Nabli. „Interest Rate Parity and Imperfect Substitutability“. In Exchange Rates, Money and Output, 53–69. London: Palgrave Macmillan UK, 1985. http://dx.doi.org/10.1007/978-1-349-17699-1_4.

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Floyd, John E. „Issues Regarding Exchange Rate Determination“. In Interest Rates, Exchange Rates and World Monetary Policy, 99–112. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_7.

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Vlaar, Peter J. G. „German Interest Rates and the European Monetary System“. In Exchange Rate Policy in Europe, 83–109. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25755-3_6.

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Floyd, John E. „Efficient Markets and Exchange Rate Forecasts“. In Interest Rates, Exchange Rates and World Monetary Policy, 131–56. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_9.

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Priester, Charles, und Jincheng Wang. „Foreign Exchange and Interest Rate Risk Management“. In Tsinghua University Texts, 136–42. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-540-70966-4_10.

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Asada, Toichiro, Carl Chiarella, Peter Flaschel und Reiner Franke. „Output, Interest and Changing Exchange Rate Regimes“. In Open Economy Macrodynamics, 125–67. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-24793-7_4.

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Simamora M, Pernando, Nisrul Irawati und Chairul Muluk. „The Effect of Macroeconomic Variables on Kompas 100 Indeks on the Indonesia Stock Exchange“. In Proceedings of the 19th International Symposium on Management (INSYMA 2022), 230–36. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_31.

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Abstract This study aims to determine the effect of macroeconomic variables, inflation, economic growth, interest rate, exchange rate, and unemployment rate on the KOMPAS 100 Index on the Indonesia Stock Exchange. The sample in this study used the KOMPAS 100 Stock Price Index data from 2015 to 2020 with monthly data. The data type used was secondary data and multiple linear regression analysis was used for data analysis. This study’s results show that macroeconomic variables: inflation, economic growth, interest rates, exchange rates, and unemployment rate significantly influence the KOMPAS 100 Index. Partially the results of this study indicate that inflation does not significantly influence the KOMPAS 100 Index. Economic growth has a positive and significant effect on the KOMPAS 100 Index. Interest rate has a negative and significant effect on the KOMPAS 100 Index. Exchange rate has a positive and significant effect on the KOMPAS 100 Index. Unemployment has a negative and insignificant influence on the KOMPAS 100 Index.

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Konferenzberichte zum Thema "Exchange Rate and Interest rate"

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Vajrapatkul, Adirek. „Exchange Rate, Interest Rates, and Stock Market Cointegration“. In ICEME 2023: 2023 the 14th International Conference on E-business, Management and Economics. New York, NY, USA: ACM, 2023. http://dx.doi.org/10.1145/3616712.3616749.

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You, Chaozhong. „Views on marketization reform direction of China's interest rate and exchange rate“. In 2014 International Conference on Advanced ICT (ICAICTE-2014). Paris, France: Atlantis Press, 2014. http://dx.doi.org/10.2991/icaicte-14.2014.31.

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He, Chengying, Kaijiang Yu und Zuoyin Shao. „Effects of RMB Interest Rate and Exchange Rate Adjustment on Trade Balance“. In 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.53.

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Shuangqing, Pan. „Study on the restricting factors of interest rate and exchange rate linkage effect“. In 2015 International Conference on Social Science and Technology Education. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/icsste-15.2015.252.

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Dhamotharan, Lalitha, Mohd Tahir Ismail, Joshua Ignatius und Xue Pengxiang. „Exchange rate and interest rate differential: A conundrum re-examined via wavelet analysis“. In 2015 International Conference on Wavelet Analysis and Pattern Recognition (ICWAPR). IEEE, 2015. http://dx.doi.org/10.1109/icwapr.2015.7295929.

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Sekmen, Fuat, und Galip Afsin Ravanoglu. „The Effects of the Interest Rate and Foreign Exchange Rates on Kyrgyzstan Export“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.02012.

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In the Keynesian models, such as Mundell-Fleming model, it is accepted that there is a significant relationship between interest rates and the value of national currency. When interest rate increases, demand for assets in terms of national currency rises and the value of national currency ascends, but in this case because of diminishing exports, the balance of trade deteriorates. In this study, it is stressed that the value of national currency is determined by productivity and output increasing. This study analysis export, interest rate, exchange rate and inflation relationship for Kyrgyzstan economy for the period of 2002:1-2017:4 The VAR granger causality method is used to get the relationship among the variables used in this study. The result of VAR granger causality test shows that there is causality from exchange rate to inflation. Also, it has been found that there has been causality running from inflation to interest rate.

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Pratama, Bangkit, Eeng Ahman und Elis Mediawati. „Vector Autoregression Analysis on Inflation Rate, Interest Rate and Rupiah Exchange Rate with Indonesia Sharia Stock Index“. In 1st International Conference on Islamic Ecnomics, Business and Philanthropy. SCITEPRESS - Science and Technology Publications, 2017. http://dx.doi.org/10.5220/0007077300870091.

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Fan, Lingfeng. „Analysis of Influencing Factors of Foreign Exchange Interest Rate“. In 2022 2nd International Conference on Enterprise Management and Economic Development (ICEMED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220603.147.

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9

Ji, Tengjie, Minglu Yu und Ao Zhang. „Federal Reserve Interest Rate Policy and US-RMB Exchange Rate: Evidence from ARIMA Model“. In Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China. EAI, 2023. http://dx.doi.org/10.4108/eai.28-10-2022.2328411.

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10

Köse, Nezir, und Mehmet Kenan Terzioğlu. „Effects of Inflation Uncertainty on Inflation, Growth, Interest Rate and Exchange Rate in Turkey“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00994.

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In this study, the effects of inflation uncertainty to inflation, economic growth, real exchange rate and interest rate is investigated in the framework of BEKK-MGARCH and DCC-MGARCH models by using the 1987Q1–2013Q3 quarterly periods data in the perspective of Turkey’s economic structure. High inflation periods before 2003 and low inflation periods after 2003 was evaluated separately by means of slope dummy variable. The findings show that during both high and low inflation periods inflation uncertainty does not affect the exchange rate and has an increasing effect on inflation. Whereas, it is found that while the effect of inflation uncertainty on economic growth is positive during the periods of high inflation, its effect turns negative in low inflation periods Moreover, it is determined that inflation uncertainty has an reducing impact on interest rate in high inflation periods and its effects become positive in low inflation periods.

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Berichte der Organisationen zum Thema "Exchange Rate and Interest rate"

1

Fair, Ray. Interest Rate and Exchange Rate Determination. Cambridge, MA: National Bureau of Economic Research, Dezember 1986. http://dx.doi.org/10.3386/w2105.

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2

Hnatkovska, Viktoria, Amartya Lahiri und Carlos Vegh. Interest Rates and the Exchange Rate: A Non-Monotonic Tale. Cambridge, MA: National Bureau of Economic Research, April 2008. http://dx.doi.org/10.3386/w13925.

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3

Parrado, Eric. An Exchange Rate Policy Rule. Inter-American Development Bank, Dezember 2023. http://dx.doi.org/10.18235/0005491.

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This paper introduces a novel monetary policy framework where the exchange rate becomes the central instrument. Using Singapore as a case study, it explores the Monetary Authority's adoption of the exchange rate as the primary tool since 1981, diverging from conventional approaches centered on interest rates or monetary aggregates. The estimated exchange rate reaction function aligns well with actual deviations, supporting the hypothesis that Singapore's forward-looking policy rule effectively responds to inflation and output volatility, especially during economic crises. This framework offers a promising alternative for countries with open economies and challenges in implementing traditional interest rate instruments.

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4

Engel, Charles. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. Cambridge, MA: National Bureau of Economic Research, Juni 2011. http://dx.doi.org/10.3386/w17116.

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5

Reinhart, Carmen, und Vincent Reinhart. What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility. Cambridge, MA: National Bureau of Economic Research, Oktober 2001. http://dx.doi.org/10.3386/w8535.

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6

Obstfeld, Maurice. Pricing-to-Market, the Interest-Rate Rule, and the Exchange Rate. Cambridge, MA: National Bureau of Economic Research, November 2006. http://dx.doi.org/10.3386/w12699.

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7

Rowland, Peter. Uncovered interest parity and the USD/COP exchange rate. Bogotá, Colombia: Banco de la República, Januar 2003. http://dx.doi.org/10.32468/be.227.

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8

Galí, Jordi. Uncovered Interest Parity, Forward Guidance, and the Exchange Rate. Cambridge, MA: National Bureau of Economic Research, Februar 2020. http://dx.doi.org/10.3386/w26797.

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9

Parrado, Eric, und Rodrigo Heresi. Trade Openness and Exchange Rate Management. Inter-American Development Bank, Dezember 2023. http://dx.doi.org/10.18235/0005490.

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Singapore's unique monetary policy consists of a managed exchange rate framework that can be characterized as a Taylor-like reaction function with the nominal devaluation rate instead of the nominal interest rate as the main policy instrument. We build a small open economy New Keynesian model to estimate and characterize such a monetary rule from a welfare perspective. Welfare gains under an exchange rate rule (ERR) relative to the more standard interest rate-based Taylor rule (IRR) are unambiguously increasing in the degree of trade openness (defined as exports plus imports as a share of GDP). For Singapore, where trade openness is 280% of GDP, we estimate welfare gains of 1.48% of permanent consumption under an ERR. In a counterfactual thought experiment, we find that Chile, an established inflation-targeting economy using an IRR, would be better off under an ERR for any degree of openness above 100% (currently at 70%).

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10

Engel, Charles, Dohyeon Lee, Chang Liu, Chenxin Liu und Steve Pak Yeung Wu. The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules. Cambridge, MA: National Bureau of Economic Research, November 2017. http://dx.doi.org/10.3386/w24059.

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