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Journal articles on the topic 'Exchange rates'

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Author: Grafiati

Published: 4 June 2021

Last updated: 11 March 2023

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1

Mills, Bev. "Exchange rates." Nursing Management 10, no. 5 (September 2003): 8–9. http://dx.doi.org/10.7748/nm.10.5.8.s12.

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2

Buchan, James. "Exchange rates." Nursing Standard 17, no. 10 (November 20, 2002): 18. http://dx.doi.org/10.7748/ns.17.10.18.s33.

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3

Gerlach, Stefan. "Exchange rates." Journal of Monetary Economics 19, no. 1 (January 1987): 137–42. http://dx.doi.org/10.1016/0304-3932(87)90034-1.

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4

Rocquin, Baudry. "'Rates of Exchange' Rather than Intellectual Exchanges." Durkheimian Studies 24, no. 1 (December 1, 2020): 86–96. http://dx.doi.org/10.3167/ds.2020.240107.

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The newly found exchange of letters between Marcel Mauss and Victor Branford dated 1926 testifies to the active exchanges between both their traditions. Durkheimian sociology owed a great deal to the Branford-Geddes network of colleagues across the Channel, not less than a funding of the republication of their iconic journal, the Année sociologique. On the other hand, Branford was far from apologetic about his own tradition of thought and even went as far as to criticize the Institut Français de Sociologie in the 1920s. All this shows the enduring links between both countries in the field of sociology, contrary to what has often been held.

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5

Black, Stanley W. "Managing exchange rates." International Affairs 65, no. 4 (1989): 693. http://dx.doi.org/10.2307/2622582.

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6

Radhwan, Ahmed, Mahmoud Kamel, Mohammed Y. Dahab, and Aboul Ella Hassanien. "Forecasting Exchange Rates." International Journal of Rough Sets and Data Analysis 2, no. 1 (January 2015): 38–57. http://dx.doi.org/10.4018/ijrsda.2015010103.

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Accurate forecasting for future events constitutes a fascinating challenge for theoretical and for applied researches. Foreign Exchange market (FOREX) is selected in this research to represent an example of financial systems with a complex behavior. Forecasting a financial time series can be a very hard task due to the inherent uncertainty nature of these systems. It seems very difficult to tell whether a series is stochastic or deterministic chaotic or some combination of these states. More generally, the extent to which a non-linear deterministic process retains its properties when corrupted by noise is also unclear. The noise can affect a system in different ways even though the equations of the system remain deterministic. Since a single reliable statistical test for chaoticity is not available, combining multiple tests is a crucial aspect, especially when one is dealing with limited and noisy data sets like in economic and financial time series. In this research, the authors propose an improved model for forecasting exchange rates based on chaos theory that involves phase space reconstruction from the observed time series and the use of support vector regression (SVR) for forecasting.Given the exchange rates of a currency pair as scalar observations, observed time series is first analyzed to verify the existence of underlying nonlinear dynamics governing its evolution over time. Then, the time series is embedded into a higher dimensional phase space using embedding parameters.In the selection process to find the optimal embedding parameters,a novel method based on the Differential Evolution (DE) geneticalgorithm(as a global optimization technique) was applied. The authors have compared forecasting accuracy of the proposed model against the ordinary use of support vector regression. The experimental results demonstrate that the proposed method, which is based on chaos theory and genetic algorithm,is comparable with the existing approaches.

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7

Diebold, William, and Peter B. Kenen. "Managing Exchange Rates." Foreign Affairs 68, no. 4 (1989): 202. http://dx.doi.org/10.2307/20044135.

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8

Frankel, Jeffrey A. "Flexible exchange rates." Journal of Portfolio Management 15, no. 2 (January 31, 1989): 45–54. http://dx.doi.org/10.3905/jpm.1989.409197.

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9

Miura, Grant. "Lowered exchange rates." Nature Chemical Biology 12, no. 4 (March 18, 2016): 201. http://dx.doi.org/10.1038/nchembio.2054.

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10

Chin, G. "Flexible Exchange Rates." Science 330, no. 6000 (September 30, 2010): 12. http://dx.doi.org/10.1126/science.330.6000.12-b.

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11

PRACHOWNY, MARTIN F. J. "Managed Exchange Rates." Economic Record 62, no. 4 (December 1986): 442–50. http://dx.doi.org/10.1111/j.1475-4932.1986.tb00909.x.

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12

Eun, Cheol S., and Sanjiv Sabherwal. "Forecasting exchange rates." Global Finance Journal 13, no. 2 (January 2002): 195–215. http://dx.doi.org/10.1016/s1044-0283(02)00047-9.

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13

Havenner, Arthur, and Bagher Modjtahedi. "Foreign exchange rates." Journal of Econometrics 37, no. 2 (February 1988): 251–64. http://dx.doi.org/10.1016/0304-4076(88)90005-x.

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14

Aronson, J. K. "Rates of exchange." Trends in Biochemical Sciences 16 (January 1991): 41. http://dx.doi.org/10.1016/0968-0004(91)90015-n.

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15

Wasserfallen, Walter. "Flexible exchange rates." Journal of Monetary Economics 23, no. 3 (May 1989): 511–21. http://dx.doi.org/10.1016/0304-3932(89)90044-5.

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16

Mark, Nelson C. "On exchange rates." Journal of International Economics 38, no. 1-2 (February 1995): 179–82. http://dx.doi.org/10.1016/0022-1996(95)90017-9.

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17

Wood, Geoffrey E. "Fallacies: Interest rates and exchange rates." Economic Affairs 18, no. 4 (December 1998): 52. http://dx.doi.org/10.1111/1468-0270.00132.

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18

Rich, Georg. "Exchange-rate management under floating exchange rates." Journal of Banking & Finance 14, no. 5 (November 1990): 993–1021. http://dx.doi.org/10.1016/0378-4266(90)90024-v.

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19

JÜTTNER, D. JOHANNES, and BERND P. LUEDECKE. "Interest Rates, Exchange Rates and Foreign Debt." Economic Record 67, no. 2 (June 1991): 139–46. http://dx.doi.org/10.1111/j.1475-4932.1991.tb02537.x.

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20

Hardouvelis, Gikas A. "Economic news, exchange rates and interest rates." Journal of International Money and Finance 7, no. 1 (March 1988): 23–35. http://dx.doi.org/10.1016/0261-5606(88)90003-4.

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21

Deravi, Keivan, Philip Gregorowicz, and Charles E. Hegji. "Trade announcements, exchange rates, and interest rates." International Review of Economics & Finance 1, no. 1 (January 1992): 89–101. http://dx.doi.org/10.1016/1059-0560(92)90008-z.

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22

Sauernheimer, K. "Interest rates, exchange rates, and aggregate supply." Journal of Macroeconomics 9, no. 3 (June 1987): 451–55. http://dx.doi.org/10.1016/0164-0704(87)90009-7.

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23

Afridi, Usman. "Determining Real Exchange Rates." Pakistan Development Review 34, no. 3 (September 1, 1995): 263–76. http://dx.doi.org/10.30541/v34i3pp.263-276.

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The paper re-examines the determinants of the real exchange rate equation, and suggests alternative determinants where appropriate, as well as improvements in proxies from those conventionally used. The paper emphasises the weaknesses of the multicountry approach to empirical study of the real exchange rate. While real exchange rates are determined for Pakistan, the terms-of-trade variable is found to be insignificant. Excess demand for domestic credit, capital flow, and the "opinions" variable are all found to be inversely related to the RER. Thus government expenditure on non-tradable is positively related; and better specification of the technological change variable shows support for the balance effect.

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24

Furstenberg, George M. Von, and Rudiger Dornbusch. "Exchange Rates and Inflation." Economic Journal 100, no. 403 (December 1990): 1359. http://dx.doi.org/10.2307/2233995.

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25

Engel, Charles, and Kenneth D. West. "Exchange Rates and Fundamentals." Journal of Political Economy 113, no. 3 (June 2005): 485–517. http://dx.doi.org/10.1086/429137.

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26

Kim, Nam Jong. "Intermediary-Determined Exchange Rates." International Business Journal 27, no. 3 (August 31, 2016): 1–54. http://dx.doi.org/10.14365/ibj.2016.27.3.1.

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27

Hens, Thorsten, Eckart Jäger, Alan Kirman, and Louis Phlips. "Exchange rates and oligopoly." European Economic Review 43, no. 3 (March 1999): 621–48. http://dx.doi.org/10.1016/s0014-2921(98)00020-8.

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28

Apergis, Nicholas, and Christina Christou. "Contagion across exchange rates." Journal of Economic Studies 44, no. 1 (January 9, 2017): 24–35. http://dx.doi.org/10.1108/jes-12-2015-0216.

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Purpose The purpose of this paper is to investigate contagion across eight major exchange rates by providing more information on the role of information spillovers. Design/methodology/approach The empirical analysis makes use of two methodologies that capture channels of contagion. Such methodologies explicitly consider information spillovers characterized by the response of currency markets to real-time macroeconomic surprises, i.e., divergences between expectations and realizations. Findings The empirical findings denote the presence of contagion effects, originating from information spillovers. Practical implications The empirical findings provide insight about how to derive appropriate policy responses, which are crucial for policymakers to understand the source and nature of such exposures, while this insight might have some bearing with respect to the choice of an exchange-rate regime. The results from this paper may also have implications for investors in relevance to portfolio re-balancing and the construction of optimal portfolio diversification strategies. Originality/value This is the first empirical attempt that explores the role of informational spillovers in exchange rate markets and also explores the employment of advanced econometric methodologies to satisfy the above research goal.

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29

Siddique, Akhtar, and Richard J. Sweeney. "Forecasting real exchange rates." Journal of International Money and Finance 17, no. 1 (February 1998): 63–70. http://dx.doi.org/10.1016/s0261-5606(97)00049-1.

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30

Wolff, Christian C. P. "Models of exchange rates." International Journal of Forecasting 4, no. 4 (January 1988): 605–7. http://dx.doi.org/10.1016/0169-2070(88)90137-9.

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31

ngandu, stewart. "EXCHANGE RATES AND EMPLOYMENT." South African Journal of Economics 76 (August 2008): S205—S221. http://dx.doi.org/10.1111/j.1813-6982.2008.00188.x.

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32

WRIGHT, STEPHEN. "EQUILIBRIUM REAL EXCHANGE RATES." Manchester School 60, S1 (September 21, 2010): 63–84. http://dx.doi.org/10.1111/j.1467-9957.1992.tb01461.x.

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33

Grilli, Vittorio. "Exchange rates and seigniorage." European Economic Review 33, no. 2-3 (March 1989): 580–87. http://dx.doi.org/10.1016/0014-2921(89)90138-4.

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34

Berge, Travis J. "FORECASTING DISCONNECTED EXCHANGE RATES." Journal of Applied Econometrics 29, no. 5 (October 18, 2013): 713–35. http://dx.doi.org/10.1002/jae.2350.

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35

Johri, Alok, and Amartya Lahiri. "Persistent real exchange rates." Journal of International Economics 76, no. 2 (December 2008): 223–36. http://dx.doi.org/10.1016/j.jinteco.2008.07.003.

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36

Flanders, M. June. "Exchange rates and inflation." Journal of International Economics 28, no. 1-2 (February 1990): 192–95. http://dx.doi.org/10.1016/0022-1996(90)90058-t.

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37

Grilli, Vittorio, and Nouriel Roubini. "Liquidity and exchange rates." Journal of International Economics 32, no. 3-4 (May 1992): 339–52. http://dx.doi.org/10.1016/0022-1996(92)90024-e.

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38

Bohn, M. S. "Air Molten Salt Direct-Contact Heat Exchange." Journal of Solar Energy Engineering 107, no. 3 (August 1, 1985): 208–14. http://dx.doi.org/10.1115/1.3267680.

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Volumetric heat transfer coefficients for direct-contact heat exchange between air and molten nitrate salt have been measured as a function of air and salt flow rates at 350° C salt inlet temperature. Using these heat transfer data for a packed column-type heat exchanger, an economic analysis was used to compare direct-contact heat exchange with conventional finned-tube heat exchangers. High volumetric rates of heat transfer (2000–3000 W/m3 °C) and flexibility in choice of materials of construction allow one to realize significant economic benefits by using direct-contact heat exchange in this application.

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39

Ortiz, Riz Rupert L. "The Accuracy Rate of Holt-Winters Model with Particle Swarm Optimization in Forecasting Exchange Rates." Journal of Computers 11, no. 3 (May 2016): 216–24. http://dx.doi.org/10.17706/jcp.11.3.216-224.

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40

JÜTTNER, D. JOHANNES. "EFFECTIVE EXCHANGE RATES AND OTHER EXCHANGE RATE INDICES." Economic Papers: A journal of applied economics and policy 7, no. 2 (June 1988): 78–88. http://dx.doi.org/10.1111/j.1759-3441.1988.tb00566.x.

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41

Zhou, Su. "Fundamental equilibrium exchange rates and exchange rate dynamics." Open Economies Review 4, no. 2 (1993): 189–209. http://dx.doi.org/10.1007/bf01000519.

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42

Fang, WenShwo, YiHao Lai, and Henry Thompson. "Exchange rates, exchange risk, and Asian export revenue." International Review of Economics & Finance 16, no. 2 (January 2007): 237–54. http://dx.doi.org/10.1016/j.iref.2004.12.011.

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43

Sideris, Dimitrios A. "Foreign exchange intervention and equilibrium real exchange rates." Journal of International Financial Markets, Institutions and Money 18, no. 4 (October 2008): 344–57. http://dx.doi.org/10.1016/j.intfin.2007.04.001.

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44

Alam, Md Zahangir. "Nexus between Stock Exchange Index and Exchange Rates." International Journal of Economics, Finance and Management Sciences 1, no. 6 (2013): 330. http://dx.doi.org/10.11648/j.ijefm.20130106.20.

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45

Randzio-Plath, Christa. "Exchange rates and the volume of trade—The case for fixed exchange rates." Intereconomics 29, no. 4 (July 1994): 171–75. http://dx.doi.org/10.1007/bf02926435.

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46

Ndiaye, Amath. "Exchange Rates and Inflation Rates Convergence in ECOWAS." Modern Economy 12, no. 12 (2021): 1726–47. http://dx.doi.org/10.4236/me.2021.1212088.

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47

Engel, Charles. "Exchange Rates, Interest Rates, and the Risk Premium." American Economic Review 106, no. 2 (February 1, 2016): 436–74. http://dx.doi.org/10.1257/aer.20121365.

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The uncovered interest parity puzzle concerns the empirical regularity that high interest rate countries tend to have high expected returns on short term deposits. A separate puzzle is that high real interest rate countries tend to have currencies that are stronger than can be accounted for by the path of expected real interest differentials under uncovered interest parity. These two findings have apparently contradictory implications for the relationship of the foreign-exchange risk premium and interest-rate differentials. We document these puzzles, and show that existing models appear unable to account for both. A model that might reconcile the findings is discussed. (JEL E43, F31, G15)

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48

LOWE, PHILIP, and ALISON TARDITI. "Interest Rates, Exchange Rates and Foreign Debt: Comment*." Economic Record 69, no. 1 (March 1993): 77–79. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01800.x.

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49

JÜTTNER, D. JOHANNES. "Interest Rates, Exchange Rates and Foreign Debt: Rejoinder." Economic Record 69, no. 1 (March 1993): 80–81. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01801.x.

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50

Tarafás, Imre. "Exchange Rates and Capital Flows." Periodica Polytechnica Social and Management Sciences 23, no. 1 (2015): 1–6. http://dx.doi.org/10.3311/ppso.7965.

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