Littérature scientifique sur le sujet « Dollar exchange »
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Articles de revues sur le sujet "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 novembre 2022) : 280–84. http://dx.doi.org/10.54097/hbem.v1i.2587.
Texte intégralPangestuti, Dewi Cahyani, Ardhiani Fadila et 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, no 1 (30 avril 2022) : 79–97. http://dx.doi.org/10.21831/nominal.v11i1.42982.
Texte intégralChiang, Bong-Gyu. « Vehicle Currency Pricing and the Effect of Exchange Rates on Export and Import Prices ». Korea International Trade Research Institute 18, no 5 (31 octobre 2022) : 295–310. http://dx.doi.org/10.16980/jiyc.22.5.202210.295.
Texte intégralKreicher, Lawrence L., et Robert N. McCauley. « Managing the Dollar Over Its Cycles ». Atlantic Economic Journal 49, no 2 (juin 2021) : 143–58. http://dx.doi.org/10.1007/s11293-021-09719-0.
Texte intégralSilaban, Sella, Hilmi Aadilah et Khairani Matondang. « Influence of Rupiah Exchange Rate on Indonesia’s Economic Growth : Literature Study ». Journal of Business Management and Economic Development 1, no 02 (29 mai 2023) : 123–31. http://dx.doi.org/10.59653/jbmed.v1i02.48.
Texte intégralDamayanthi, Made Dewi, et I. Wayan Wenagama. « Pengaruh Kurs Dollar, Inflasi, Harga Terhadap Ekspor Kepiting Indonesia ». E-Jurnal Ekonomi Pembangunan Universitas Udayana 11, no 6 (12 juillet 2022) : 2305. http://dx.doi.org/10.24843/eep.2022.v11.i06.p10.
Texte intégralZaalishvili1, Vakhtang, et Aleksandre Giorgidze2. « Mistake, Sales, Consumer Law ». Journal of Contemporary Law 1, no 1 (10 novembre 2019) : 215–22. http://dx.doi.org/10.31578/jcl.v1i1.41.
Texte intégralChukwu Agwu, Ejem, et Ogbonna Udochukwu Godfrey. « Modeling Volatility and Daily Exchange Rate Movement in Nigeria ». International Journal of Economics and Financial Research, no 511 (25 novembre 2019) : 264–75. http://dx.doi.org/10.32861/ijefr.511.264.275.
Texte intégralMcCauley, Robert N. « The Global Domain of the Dollar : Eight Questions ». Atlantic Economic Journal 48, no 4 (décembre 2020) : 421–29. http://dx.doi.org/10.1007/s11293-020-09692-0.
Texte intégralBagus Gede Udiyana, Ida, Ni Luh Rita Siptiari, Ida Ayu Putu Ari Utari, I. Wayan Tantra, Ida Bagus Swaputra et 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, no 11 (27 décembre 2023) : 946–60. http://dx.doi.org/10.58631/jtus.v1i11.69.
Texte intégralThèses sur le sujet "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.
Texte intégralIncreased 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.
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.
Texte intégralBevilÃqua, 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.
Texte intégralDiante 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 à 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 à 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, jà 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, à 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.
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.
Texte intégralForrester, 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.
Texte intégralMENEZES, 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.
Texte intégralInternational 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.
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.
Texte intégralKhalesi, 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.
Texte intégralCao, 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.
Texte intégralID: 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
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.
Texte intégralTitle from PDF title page (viewed July 17, 2007). Source: Masters Abstracts International, Volume: 44-03, page: 1190. Adviser: Thomas Osang. Includes bibliographical references.
Livres sur le sujet "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.
Trouver le texte intégralGalati, Gabriele. The dollar-mark axis. Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 1999.
Trouver le texte intégralKarmin, Craig. Biography of the Dollar. New York : Crown Publishing Group, 2008.
Trouver le texte intégralTop dollar for your property. New York : Wiley, 1988.
Trouver le texte intégralSherbourne, Robin. Should the Namibia dollar be devalued ? Ausspannplatz, Windhoek, Namibia : Namibian Economic Policy Research Unit, 1995.
Trouver le texte intégralLibrary of Congress. Congressional Research Service, dir. How much has the international exchange value of the dollar declined ? [Washington, D.C.] : Library of Congress, Congressional Research Service, 1987.
Trouver le texte intégralHas the dollar fallen enough ? Tokyo] : Ministry of International Trade and Industry, 1987.
Trouver le texte intégralAlquist, Ron. Productivity and the euro-dollar exchange rate puzzle. Cambridge, MA : National Bureau of Economic Research, 2002.
Trouver le texte intégralGalati, Gabriele. Macroeconomic news and the euro/dollar exchange rate. Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2001.
Trouver le texte intégralKitson, Michael. The Dollar-Pound forward exchange rate, 1919-1939. Cambridge : University of Cambridge, Department of Applied Economics, 1992.
Trouver le texte intégralChapitres de livres sur le sujet "Dollar exchange"
Officer, Lawrence H. « Dollar-Sterling Exchange Market ». Dans Essays in Economic History, 377–404. Cham : Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95925-8_21.
Texte intégralMiller, Robert. « Us Dollar-Based Contracts ». Dans 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.
Texte intégralMark, Nelson C. « Fundamentals of the Real Dollar-Pound Rate : 1871–1994 ». Dans Equilibrium Exchange Rates, 191–208. Dordrecht : Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_7.
Texte intégralGirardin, Eric, et Velayoudom Marimoutou. « Are Dollar Exchange Rates Cointegrated After All ? » Dans Exchange Rate Policy in Europe, 7–23. London : Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25755-3_2.
Texte intégralHartmann, Philipp. « Foreign Exchange Vehicles Before and After EMU : From Dollar/Mark to Dollar/Euro ? » Dans European Monetary Union, 133–59. Berlin, Heidelberg : Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-59039-9_4.
Texte intégralStein, Jerome L. « The Evolution of the Real Value of the US Dollar Relative to the G7 Currencies ». Dans Equilibrium Exchange Rates, 67–101. Dordrecht : Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_3.
Texte intégralKallianiotis, John N. « The US Dollar as an International Currency Reserve and Its Value ». Dans International Financial Transactions and Exchange Rates, 215–44. New York : Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137356932_6.
Texte intégralWonnacott, Paul. « The Floating Canadian Dollar : Exchange Flexibility and Monetary Independence ». Dans Rugman Reviews, 84–85. London : Macmillan Education UK, 2009. http://dx.doi.org/10.1007/978-1-137-28787-8_26.
Texte intégralN’Diaye, Papa. « Capital Flows and the Yen-U.S. Dollar Exchange Rate ». Dans Japan's Economic Revival, 252–73. London : Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9781137001603_16.
Texte intégralWang, Zhaohui. « The RMB Depeg from the US Dollar, 2003–2005 ». Dans 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.
Texte intégralActes de conférences sur le sujet "Dollar exchange"
Ai-jian, Wang, et Lin Nan. « Exchange rate dynamics of the dollar ». Dans 2010 International Conference on Management Science and Engineering (ICMSE). IEEE, 2010. http://dx.doi.org/10.1109/icmse.2010.5719944.
Texte intégralChambino, Mariana, Nicole Horta et Rui Dias. « Evolving Efficiency of Exchange Rate Movements : A Test for Major International Currencies ». Dans 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.
Texte intégralGuohua, He, Liu Lintao et Chang Xinxin. « Dollar standard, overshooting of exchange rates and RMB exchange rate regime reform ». Dans 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882120.
Texte intégralLiu, Zilin, Wentian Wang et Chunlei Zhao. « Analysis of Exchange Rate Fluctuations between RMB and US Dollar ». Dans 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.
Texte intégralXiaoxi, Zhang, Su Mingche et Liu Yishuang. « The study on exchange rate forecasting between US dollar and RMB ». Dans 2010 2nd IEEE International Conference on Information and Financial Engineering (ICIFE). IEEE, 2010. http://dx.doi.org/10.1109/icife.2010.5609297.
Texte intégralSinambela, Tongam, Melda Melda et Paiaman Pardede. « The Relationship of Chinese Yuan Renminbi, US Dollar, Australian Dollar, and Euro Exchange-Rate Against Rupiah Using Vector-Autoregression Method ». Dans 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.
Texte intégralAgbodza, Paul A. « Machine Learning of Jump Dynamics in US Dollar-Ghana Cedi Exchange Returns ». Dans 2019 International Conference on Computer, Data Science and Applications (ICDSA). IEEE, 2019. http://dx.doi.org/10.1109/icdsa46371.2019.9404237.
Texte intégralTengiz, Yusuf Ziya, Emine Şule Aydeniz et Ali Göksenli. « Effects of Financial Risks in Turkish and Eurasian Economies on Real Economic Growth and Public Sector Borrowing : 2000-2013 ». Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01083.
Texte intégralZhang, Genneng, et Wenxiu Hu. « Notice of Retraction : Yuan-dollar exchange rate and Chinese export to America : Based on different exchange rate regime ». Dans 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882514.
Texte intégralUsami, Ayako, Ryunosuke Tsuya, Takashi Iba et Hideki Takayasu. « Building a Simulation Model of Foreign Exchange Market : Reproduction of Yen Dollar Market ». Dans 9th Joint Conference on Information Sciences. Paris, France : Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.319.
Texte intégralRapports d'organisations sur le sujet "Dollar exchange"
Goldberg, Linda S., et Oliver Hannaoui. Drivers of Dollar Share in Foreign Exchange Reserves. Federal Reserve Bank of New York, mars 2024. http://dx.doi.org/10.59576/sr.1087.
Texte intégralAlquist, Ron, et Menzie Chinn. Productivity and the Euro-Dollar Exchange Rate Puzzle. Cambridge, MA : National Bureau of Economic Research, mars 2002. http://dx.doi.org/10.3386/w8824.
Texte intégralJiang, Zhengyang, Arvind Krishnamurthy et Hanno Lustig. Foreign Safe Asset Demand and the Dollar Exchange Rate. Cambridge, MA : National Bureau of Economic Research, mars 2018. http://dx.doi.org/10.3386/w24439.
Texte intégralIto, Takatoshi, et V. Vance Roley. Intraday Yen/Dollar Exchange Rate Movements : News or Noise ? Cambridge, MA : National Bureau of Economic Research, septembre 1988. http://dx.doi.org/10.3386/w2703.
Texte intégralEngel, Charles, et Kenneth West. Taylor Rules and the Deutschmark-Dollar Real Exchange Rate. Cambridge, MA : National Bureau of Economic Research, décembre 2004. http://dx.doi.org/10.3386/w10995.
Texte intégralPompeu, Gustavo, et José Luiz Rossi. Real/Dollar Exchange Rate Prediction Combining Machine Learning and Fundamental Models. Inter-American Development Bank, septembre 2022. http://dx.doi.org/10.18235/0004491.
Texte intégralGrilli, Vittorio. Fiscal Policies and the Dollar/Pound Exchange Rate : 1870-1984. Cambridge, MA : National Bureau of Economic Research, janvier 1988. http://dx.doi.org/10.3386/w2482.
Texte intégralBordo, Michael, Owen Humpage et Anna Schwartz. U.S. Foreign-Exchange-Market Intervention and the Early Dollar Float : 1973 - 1981. Cambridge, MA : National Bureau of Economic Research, décembre 2010. http://dx.doi.org/10.3386/w16647.
Texte intégralIto, Takatoshi. Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate. Cambridge, MA : National Bureau of Economic Research, novembre 1993. http://dx.doi.org/10.3386/w4545.
Texte intégralLee, Junkyu, Peter Rosenkranz, Arief Ramayandi et Hoang Pham. The Influence of US Dollar Funding Conditions on Asian Financial Markets. Asian Development Bank, mars 2021. http://dx.doi.org/10.22617/wps210080-2.
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