Relevant bibliographies by topics / Foreign exchange rates – Denmark – Case studies

Academic literature on the topic 'Foreign exchange rates – Denmark – Case studies'

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Published: 10 March 2023

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Journal articles on the topic "Foreign exchange rates – Denmark – Case studies"

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Šimáková, Jana. "The Impact of Exchange Rate Movements on Firm Value in Visegrad Countries." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 65, no. 6 (2017): 2105–11. http://dx.doi.org/10.11118/actaun201765062105.

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Company’s involvement in global activities through international trade is the primary source of their foreign exchange exposure. Many empirical studies suggest the negative impact of uncertainty about the development of the exchange rate on cash flow and profitability of companies, and thus their market values. Some economic studies show that foreign revenues are positively correlated with the exchange rate exposure and in a short period, currency depreciation negatively affects the market value of listed companies. On the other hand, there are studies that show no statistically significant links between the value of the companies and exchange rates. The aim of this paper is to evaluate the effect of exchange rates on the value of companies listed on stock exchanges in the Visegrad countries. Paper applies Jorion’s model and panel data regression for the sample period 2002 – 2016. Estimations for the whole period revealed negative relationship between exchange rate and value of stock companies. The highest exposure is observed in case of Hungary and Czechia. Positive tendency can be seen in comparison of pre‑crisis and post‑crisis period. Except the case of Hungary, all markets showed decreased exchange rate exposure in time.
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Chakravarty, Suvojit Lahiri. "Monetary Policy Transmission in Financial Markets: The Case of India." Journal of Business Thought 12 (December 15, 2021): 19. http://dx.doi.org/10.18311/jbt/2021/27718.

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<p>The paper looks into the monetary policy transmission across different segments of the financial market in India from May 2011 to March 2018. It studies the effect of two instruments ie, policy rate and a composite index ( score) comprising of quantity instruments and policy rates on the money market, govt. securities market, foreign exchange market and the stock market using VAR analysis. The results show that monetary transmission is fairly quick in the money market and other interest rates of short maturity compared to interest rates of longer maturities. The impact on interest rates is an appreciation for the policy rate but a depreciation followed by an appreciation for the composite index. Lastly the effect of policy rate and composite index on the sensex is negative.</p>
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Slaski, Alexander. "Policy Signaling and Foreign Electoral Uncertainty: Implications for Currency Markets." International Studies Quarterly 65, no. 4 (October 7, 2021): 1124–36. http://dx.doi.org/10.1093/isq/sqab078.

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Abstract This paper examines the effects of foreign electoral shocks on currency markets. I develop a theory of signaling and uncertainty to explain why elections in countries with close economic ties should affect exchange rates. Methodologically, this paper focuses on several case studies, with the 2016 US election as a central case. I utilize an event analysis framework to measure the impact of the election on the Mexican peso by exploiting the plausible exogeneity of Donald Trump's tweets. I also measure changes in the peso using Trump's predicted chance of winning the election and show that the peso is weakest when Trump has the highest chance of winning the election. In addition, I include a series of robustness checks and analyses of other notable recent cases when electoral uncertainty affected currencies in other countries, including the 2018 Brazilian election. The results quantify the effect of foreign elections on exchange rates, building on the existing literature that focuses on how domestic elections shape currency markets. I conclude with a discussion of the external validity of the phenomenon demonstrated by the cases in the paper, charting future research on the topic and outlining ways to extend the findings.
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Kaushik, Neetu, Raja Nag, and Kamal P. Upadhyaya. "Oil Price And Real Exchange Rate: The Case Of India." International Business & Economics Research Journal (IBER) 13, no. 4 (June 30, 2014): 809. http://dx.doi.org/10.19030/iber.v13i4.8688.

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This paper studies the effect of oil price change on the real exchange rate between the Indian rupee and the U.S. dollar. For that, a model is developed which is based on a monetary model of exchange rate which incorporates the real GDP, real money balances, and the interest rates of both the home and foreign country and the real price of the crude oil. Quarterly time series data from 1996 to 2012 is used. Before estimating the model, the time series properties of the data are diagnosed in order to ensure the stationarity of the data. The data series are found to be integrated of order one and the null hypothesis of no cointegration is rejected. Therefore an error correction model is developed and estimated. The estimated results suggest that there is no detectable effect of oil price change on the real exchange rate between the Indian rupee and the U.S. dollar.
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Masuku, Khumbulani L., and Thabo J. Gopane. "Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates." Journal of Capital Markets Studies 6, no. 1 (February 1, 2022): 6–32. http://dx.doi.org/10.1108/jcms-10-2021-0030.

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PurposeThe study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy–hold strategy in Bitcoin exchange rate returns.Design/methodology/approachThe study tests the technical trading rule of fixed moving average (FMA) on daily actual and equilibrium returns of Bitcoin exchange rates. The equilibrium returns are computed using dynamic CAPM in conjunction with a VAR-MGARCH (1, 1) system. The empirical evaluation of the study uses a case study of four Bitcoin exchange rates (BTC/AUD, BTC/EUR, BTC/JPY and BTC/ZAR) for the period 19 June 2010 to 30 October 2020.FindingsThe findings are consistent with related studies in conventional foreign exchange markets that find TA to be profitable, especially in emerging markets. Nevertheless, the consideration of risk premium has the effect of reducing the abnormal returns. Also, further robust tests reveal that Bitcoin returns possess a momentum effect which prompts further study in efficient market hypothesis research.Practical implicationsThe empirical findings of this study should benefit portfolio managers and active investors on the strength of TA to predict returns in a speculative market like the Bitcoin exchange rate market.Originality/valueThe study takes cognisance that cryptocurrency trading is speculative in nature which renders it a good candidate for TA methods. While there are studies that have explored the value of TA in Bitcoin exchange rates, these studies fail to incorporate the effects of time-varying risk premiums, the strength and focus of the current paper.
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Lacina, Lubor, and Petr Toman. "A free-floating currency regime during economic crisis: advantage or disadvantage?" Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 59, no. 2 (2011): 165–76. http://dx.doi.org/10.11118/actaun201159020165.

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The paper deals with the identification of potential disadvantages associated with the existence of national currencies with the floating exchange rate regime during the current financial and economic crisis in countries postponing their entry into the eurozone. The hypothesis is that the advantages of a floating exchange rate may be outweighed by their disadvantages (high volatility of exchange rates). First part of the paper provides evidence about the development of Czech crown exchange rate since transition from fix to free float regime. Special attention will be given to the period during the recent global economic crisis. For the sake of comparison, evolution of other currencies in the region (zloty, forint and Slovak crown), will be taken to consideration. Second part of the paper form case studies identifying impact due to volatility on national currencies. Case studies were used to identify possible negative impacts from volatility in national currencies on export firms in the Czech Republic and holders of mortgage loans denominated in foreign currencies in Hungary. The last part of the paper will formulate recommendations for businesses entering into foreign trade relationships, as well as for policy makers in countries using national currencies which are preparing for membership in the eurozone.
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Qabhobho, Thobekile, and Hlalefang Khobai. "Inflation Spill-overs from BRIC to SADC Economies: The Impossible Trinity Theory Analysis." African Journal of Business and Economic Research 17, no. 3 (September 6, 2022): 27–46. http://dx.doi.org/10.31920/1750-4562/2022/v17n3a2.

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This paper examined the potential inflation spill-over effects from BRIC to five SADC countries (Angola, Botswana, South Africa, Tanzania and Zambia) by using data collected for the period 1985-2020. Thirty-six (36) observations were used to obtain more reliable results with greater precision. Studies conducted on the impossible trinity argue that, in the case of highly financially integrated economies, domestic interest rates are tightly linked to the international interest rates if it is impossible to manipulate domestic interest rates. Specifically, interest rates for open economies tend to be influenced by international interest rates if these economies opt for free capital flows with a fixed exchange rate regime. Fisher's effect theory asserts that domestic interest rates trend positively with inflation rates. The principal method of research used is that of quantitative analysis. Given the empirical nature of the research, the paradigm employed is positivist. This paper employed the generalised method of moments (GMM) model, the Johansen cointegration procedure, and the Granger causality test in a vector error correction (VEC) model. The findings indicated that the fixed-exchange-rate regimes (soft pegs and hard pegs) are associated with high responsiveness of the domestic inflation rate to the foreign countries’ inflation rates, rather than to floating exchange-rate regimes (free-floating and managed floats). The policy implications for control of inflation in SADC economies are that, because of the financial market integration increase between SADC and BRIC economies, monetary authorities in SADC countries should consider floating exchange rate regimes (managed-floats or free-floating).
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Shekhawat, Vijay Singh, and Vinish Kathuria. "Effect of International Clearing Union on exchange market pressure." Journal of Economic Studies 45, no. 5 (October 8, 2018): 1032–53. http://dx.doi.org/10.1108/jes-05-2017-0118.

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Purpose The purpose of this paper is to enhance our understanding of effects of International Clearing Unions on the exchange market pressure (EMP). Using Asian Clearing Union (ACU) as an example of a typical International Clearing Union, the authors infers that ACU has not been very successful in synchronizing the EMP in the region. Other countries that are not members of such clearing union but are interested in monetary cooperation with other countries should consider the behavior of their EMP indices before attempting any form of integration. The study also provides a generic methodology for using EMP as an indicator for predicting the feasibility of monetary cooperation across countries. Design/methodology/approach An EMP model using the median absolute deviation is derived to reflect the policy preferences of each country. The weights for change in foreign reserves and interest rate differential are derived using analytical models. The index is then applied to ACU as a case study using monthly data from 2006 to 2015 for Bhutan, Bangladesh, Nepal, India, Pakistan, Sri Lanka and Iran. The descriptive statistics are studied to find the possibility of short-run relationship between the exchange rates, foreign exchange reserves and interest rate differential. The longitudinal data set generated is checked for cointegration to evaluate the EMPs of the countries. Findings The study finds that the EMP of ACU members’ shows similarity only in short-term movement but have no cointegration of EMP indices indicating the absence of long-term relationship. The absence of long-term cointegration of EMP for ACU members also indicates that ICU membership may not necessarily lead to similarity in exchange rate policies that facilitate the formation of a currency union. Creation of an ICU is not a sufficient condition for the formation of a currency union. The study also finds that the sample countries have faced persistent depreciation pressures in the period. The preferred tool for the management of EMP is direct intervention by sale and purchase of foreign currency. Interest rate changes are found to have the most significant effect on EMP. Research limitations/implications The EMP model limits itself only to the study of exchange rates, foreign reserves and interest rates. Exchange rate variation and policy responses there to are known to be driven by other factors such as speculation, political factors, autonomous capital flows and micro-level dynamics of exchange markets like order flows among others. The EMP model is a simplification of the market dynamics and does not look for associations on the account of these factors. The model is evaluated for only one ICU where member countries regulate exchange rates. The study of ICUs that comprises free float currencies and pegged currencies may yield different results. Practical implications Results indicate that the member of any ICU such as ACU cannot assume that its participation will serve as a foundation for creating higher forms of economic unions such as currency unions. In the absence of any long-term relationship between the EMP of countries, any attempt by these countries may cause the exchange rates to deviate further. This leads to the conclusion that the members of ACU should avoid any attempts to form currency unions or use a common currency for its settlement. Social implications Various countries that are considering the formation of currency union or the use of a common currency peg may like to examine its feasibility using EMP as a tool. Using EMP, they may be able to derive short-term and long-term strategies for pursuing their objectives. Originality/value There are few other studies that use EMP as an index for measuring the feasibility of formation of a currency union among countries that are the member of an ICU. While earlier studies apply EMP to a group of countries, none attempt to modify the index to reflect the EMP that is likely to affect central bank policy action. Few studies have attempted to use EMP to study the feasibility of formation of a currency union in South Asia based on exchange rate markets itself.
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Mohagheghi, Vahid, Seyed Meysam Mousavi, Jurgita Antuchevičienė, and Mohammad Mojtahedi. "PROJECT PORTFOLIO SELECTION PROBLEMS: A REVIEW OF MODELS, UNCERTAINTY APPROACHES, SOLUTION TECHNIQUES, AND CASE STUDIES." Technological and Economic Development of Economy 25, no. 6 (December 11, 2019): 1380–412. http://dx.doi.org/10.3846/tede.2019.11410.

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Project portfolio selection has been the focus of many scholars in the last two decades. The number of studies on the strategic process has significantly increased over the past decade. Despite this increasing trend, previous studies have not been yet critically evaluated. This paper, therefore, aims to presents a comprehensive review of project portfolio selection and optimization studies focusing on the evaluation criteria, selection approach, solution approach, uncertainty modeling, and applications. This study reviews more than 140 papers on project portfolio selection research topic to identify the gaps and to present future trends. The findings show that not only the financial criteria but also social and environmental aspects of project portfolios have been focused by researchers in project portfolio selection in recent years. In addition, meta-heuristics and heuristics approach to finding the solution of mathematical models have been the critical research by scholars. Expert systems, artificial intelligence, and big data science have not been considered in project portfolio selection in the previous studies. In future, researchers can investigate the role of sustainability, resiliency, foreign investment, and exchange rates in project portfolio selection studies, and they can focus on artificial intelligence environments using big data and fuzzy stochastic optimization techniques.
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Eom, Cheoljun, Taisei Kaizoj, Jong Won Park, and Enrico Scalas. "Realized FX Volatility : Statistical Properties and Applications." Journal of Derivatives and Quantitative Studies 26, no. 1 (February 28, 2018): 1–25. http://dx.doi.org/10.1108/jdqs-01-2018-b0001.

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This paper empirically examines the statistical properties of realized volatility and the relationships between volatility and correlation measurements of realized volatility by using intraday high-frequency foreign exchange (FX) rates. Results regarding the distributional and dynamic properties of realized volatility are in agreement with the findings of previous studies. However, the positive correlation present in previous studies is not found in the case of JPY. On trading days with low volatility in the FX market, realized correlation coefficients between JPY and other currencies have positive values, while realized correlation coefficients on trading days with high volatility show negative values. These results are due to the Japanese government's intervention in the FX market, particularly during trading days with high volatility. In this regard, our results suggest that the positive relationships between volatility and correlations verified in previous studies are not a general phenomenon in the case of government intervention and government intervention may distort the efficiency of the FX market. In addition, we show that the multivariate measurement of realized volatility based on intraday high-frequency data can be a useful tool for determining the occurrence of external intervention in the FX market.
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Dissertations / Theses on the topic "Foreign exchange rates – Denmark – Case studies"

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Magwizi, Brenda Thandekha, and Rhodes University. "Exchange rate behavior in the cases of the Zambian Kwacha and Malawian Kwacha : is there misalignment?" Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002708.

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The exchange rate is the price of one currency against another currency or currencies of a group of countries. Real exchange rates are important because they show the external competitiveness of a country‟s economy. Thus, when the exchange rate of a country is misaligned, this will affect its trade, production and the welfare of people. This study analysed macroeconomic determinants of the real exchange rate and dynamic adjustment of the real exchange rate as a result of shocks to these determinants. The study also determined the extent of misalignment of the real exchange rate in Malawi and Zambia and identified variables that contributed to it. Such information is important to policy makers. Quarterly data were used for both countries from 1980:1-2008:4. The literature review identified those variables that determine the exchange rate and these include government consumption, foreign aid, net foreign assets, commodity prices, terms of trade, domestic credit, openness and the Balassa Samuelson effect (technological progress). To determine the long-run relationship between the exchange rate and its determinants, we employed the Johansen approach and the Vector Error Correction Model (VECM). For robustness check on the long-run and shortrun effects of determinants on the exchange rate, variance decomposition and impulse response analyses were used. Results in the study show that in Malawi for both models, an increase in LAID, LGCON and LTOT resulted in real exchange rate depreciation and increases in LDC, NFA and LNEER resulted in an appreciation. In Zambia, increases in LAID, LGCON, LOPEN and LTOT caused the real exchange rate to depreciate while increases in LDC, NFA and LCOPPER led to an appreciation. Lagged LREER and LNEER were found to have short run effects on the equilibrium exchange rate for Malawi and lagged LCOPPER and LDC for Zambia. Periods of exchange rate misalignment were found in both countries. It was also found that the coefficient of speed of adjustment in Malawi in models 1 and 2 indicate that 11% and 27% of the variation in the real exchange rate from its equilibrium adjust each quarter respectively. The speed of adjustment for Zambia in both models was 45% and 47% respectively, higher than that of Malawi. Foreign aid has proven to be important in exchange rate misalignment in both countries, though this was not really expected in the case of Zambia. Given these results, it may be of interest to policy makers to understand which variables impact most on the exchange rate and how misalignment due to these determinants can be minimised.
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McCarron, Sean. "Reducing exchange rate risk and exposure: The value of foreign exchange currency hedging strategies." CSUSB ScholarWorks, 2004. https://scholarworks.lib.csusb.edu/etd-project/2534.

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The topic researched for this project will be foreigh exchange hedging; the available forms, the uses, the procedures, and the value. This project will expand beyond the typical research and examine the value of hedging through the use of different foreign exchang currency trading strategies to small multinationational corporations.
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Achy, Lahcen. "Exchange rate management and macroeconomic fundamentals: an empirical investigation." Doctoral thesis, Universite Libre de Bruxelles, 2001. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211605.

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FEDDERSEN, Hans Berend. "The Management of floating exchange rates : the case of the D-mark-dollar rate, 1973-1983." Doctoral thesis, 1987. http://hdl.handle.net/1814/4918.

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Books on the topic "Foreign exchange rates – Denmark – Case studies"

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Aron, Janine. Foreign exchange auction markets in Sub-Saharan Africa: Dynamic models for the auction exchange rates. Washington, DC: World Bank, 1994.

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Asal, Maher. Real exchange rate determination and the adjustment process: An empirical study in the cases of Sweden and Egypt. [Göteborg: Göteborgs universitet, Nationalekonomiska institutionen], 1994.

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Exchange rates and prices: The case of Australian manufactured imports. Berlin: Springer, 1996.

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Kiguel, Miguel Alberto. Parallel exchange rates in developing countries: Lessons from eight case studies. Washington, D.C: World Bank, Policy Research Department, Macroeconomics and Growth Division, 1994.

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Yotov, Ilian. The quarters theory: The revolutionary new foreign currencies trading method. Hoboken, NJ: Wiley, 2010.

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1954-, Kiguel Miguel Alberto, Lizondo José Saúl, and O'Connell Stephen A, eds. Parallel exchange rates in developing countries. New York: St. Martin's Press, 1997.

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Calvo, Guillermo A. On the empirics of sudden stops: The relevance of balance-sheet effects. Cambridge, MA: National Bureau of Economic Research, 2004.

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Hellerstein, Rebecca. Who bears the cost of a change in the exchange rate?: The case of imported beer. [New York, N.Y.]: Federal Reserve Bank of New York, 2004.

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Yotopoulos, Pan A. Exchange rate parity for trade and development: Theory, tests, and case studies. Cambridge [England]: Cambridge University Press, 1996.

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Mody, Ashoka. Is there persistence in the growth of manufactured exports?: Evidence from newly industrializing countries. Washington, D.C: World Bank, Polity [sic] Research Department, Trade Policy Division, 1994.

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Book chapters on the topic "Foreign exchange rates – Denmark – Case studies"

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"22. Selected Case Studies Relating to Foreign- Exchange Problems in International Trade and Money Markets." In Approaches to Greater Flexibility of Exchange Rates, 211–15. Princeton University Press, 2015. http://dx.doi.org/10.1515/9781400867271-023.

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