Gotowe bibliografie tematyczne / Exchange rate

Gotowa bibliografia na temat „Exchange rate”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 28 września 2024

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Artykuły w czasopismach na temat "Exchange rate"

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Reddy, Dr T. Koti. "Exchange Rate Forecasting". Indian Journal of Applied Research 1, nr 6 (1.10.2011): 120–24. http://dx.doi.org/10.15373/2249555x/mar2012/41.

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Devereux, Michael B., i Charles Engel. "Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect". Journal of Monetary Economics 49, nr 5 (lipiec 2002): 913–40. http://dx.doi.org/10.1016/s0304-3932(02)00130-7.

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Stamatopoulos, Theodoros V., i Harilaos F. Harissis. "Exchange rate pass‐through, exchange rate disconnect and exchange rate regimes". Applied Economics Letters 17, nr 7 (20.05.2010): 717–22. http://dx.doi.org/10.1080/17446540802298050.

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BLISS, CHRISTOPHER, i VIJAY JOSHI. "EXCHANGE RATE PROTECTION AND EXCHANGE RATE CONFLICT". Oxford Economic Papers 40, nr 2 (czerwiec 1988): 365–77. http://dx.doi.org/10.1093/oxfordjournals.oep.a041857.

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Milani, Hamid. "Exchange Rate Behaviour under Flexible Exchange Rate". Foreign Trade Review 28, nr 2-3 (lipiec 1993): 166–71. http://dx.doi.org/10.1177/0015732515930205.

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Duarte, Margarida, i Alan C. Stockman. "Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect". Journal of Monetary Economics 49, nr 5 (lipiec 2002): 941–46. http://dx.doi.org/10.1016/s0304-3932(02)00131-9.

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Ignatyuk, Anzhela, Valerii Osetskyi, Mykhaylo Makarenko i Alina Artemenko. "Ukrainian hryvnia under the floating exchange rate regime: diagnostics of the USD/UAH exchange rate dynamics". Banks and Bank Systems 15, nr 3 (18.09.2020): 129–46. http://dx.doi.org/10.21511/bbs.15(3).2020.12.

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The study identifies the features of the USD/UAH exchange rate dynamics for the period from January 2014 to May 2020. The main purpose of the empirical analysis is to determine the current trend of the USD/UAH exchange rate (is it random or permanent), indicate the presence of seasonality in foreign exchange rate dynamics and evaluate its sensitivity to external shocks. Three hypotheses are tested using several methods of time series analysis (autocorrelation analysis, ADF, Phillips-Perron and Granger tests), including a trend-season model using a time series of one variable (ARMA), a multifactor VAR-model, impulse functions. The results show that, the movement of the hryvnia exchange rate against the US dollar is a stochastic process. Its trend has a random component and tends to change sharply over time. Moreover, exchange rate fluctuations are seasonal. It depreciates in the first and second quarters, and strengthens in the third and fourth. Some macroeconomic indicators cause a positive or negative reaction of the USD/UAH exchange rate. This indicates that today the Ukrainian foreign exchange market is relatively efficient, but stable, since its reaction to external shocks is short-term, insignificant and tends to fade out. Although the findings are controversial, they support the generally accepted view that the exchange rate formation is a multifactorial process that depends on several macroeconomic factors. However, high volatility and random walk specification indicate that it is almost impossible to predict its future value at this time. AcknowledgmentThe material was prepared within the framework of the scientific research Modeling and Forecasting the Behavior of Financial Markets as an Information Base for Ensuring Financial Stability and Security of the State, No. 0117U003936 (supervisor Alex Plastun).
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Patel, Divyang, i Nikita Kagalwala. "The Impact of Exchange Rate on Indian Stock Exchanges like BSE & NSE". International Journal of Scientific Research 2, nr 10 (1.06.2012): 1–2. http://dx.doi.org/10.15373/22778179/oct2013/160.

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Lee, Seung-Rae. "Evaluation of Heat Exchange Rate of Different Types of Ground Heat Exchangers". Journal of the Korean Society of Civil Engineers 33, nr 6 (2013): 2393. http://dx.doi.org/10.12652/ksce.2013.33.6.2393.

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You, Yu, Yoonbai Kim i Lei Hou. "Exchange rate regime classifications and exchange rate variability". Applied Economics Letters 23, nr 5 (5.08.2015): 336–40. http://dx.doi.org/10.1080/13504851.2015.1073833.

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Rozprawy doktorskie na temat "Exchange rate"

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Sun, Wei. "THREE ESSAYS ON EXCHANG RATES AND EXCHANGE RATE POLICY". Lexington, Ky. : [University of Kentucky Libraries], 2006. http://lib.uky.edu/ETD/ukyecon2006d00396/dissertationWS.pdf.

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Thesis (Ph. D.)--University of Kentucky, 2006.
Title from document title page (viewed on May 8, 2006). Document formatted into pages; contains vii, 143 p. : ill. Includes abstract and vita. Includes bibliographical references (p. 133-142).
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Golotvina, Natalia. "Essays on real exchange rates and exchange rate arrangements /". For electronic version search Digital dissertations database. Restricted to UC campuses. Access is free to UC campus dissertations, 2004. http://uclibs.org/PID/11984.

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Hwang, Yu-Ning. "Essays on real exchange rate dynamics and exchange rate regime /". Thesis, Connect to this title online; UW restricted, 2006. http://hdl.handle.net/1773/7509.

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Termprasertsakul, Santi. "Essays on exchange rate exposure and exchange rate pass-through". Thesis, University of Essex, 2015. http://repository.essex.ac.uk/15592/.

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This thesis examines the effect of exchange rates on stock returns and domestic prices. Specifically, it comprises three essays which are two essays on exchange rate exposure and one essay on exchange rate pass-through. In Chapter Two the first essay presents a comprehensive treatment of exchange rate exposure across a large sample of 3,015 firms from 5 ASEAN economies for the period 2002-2012. We adopt the OLS framework of Jorion (1990) as a benchmark model and the GMM approach of Chue and Cook (2008), with the latter having the advantage of abstracting from the effects of the wider macroeconomic environment. Estimated by the OLS method, our findings yield country specific results with regards to firm value confirming the prevailing view that the value of Asian firms decreases when their local currency depreciates. However, on application of the GMM approach the average exchange rate exposure of nonbank and bank in Indonesia and Thailand overturn the OLS results yielding positive coefficients. Also, the one-lagged exchange rate can explain exchange rate exposure in some cases; this effect is likely to be country specific. According to the different business characteristics, a bank sub-dataset indicates that the foreign exposure of Asian banks shows a greater degree of exposure than nonbank companies do. In Chapter Three the second essay examines transaction and economic exchange rate exposure, and contributes by adopting a transformed regression method that is robust to the econometric problem of data overlapping. The transformed regression method is combined with rolling-window regression in order to examine the time variation in exchange rate exposure in four main industrialised economies during the period of 1990-2012. We find evidence that the firms that are significantly exposed to long-run exchange rate movements reduce by approximately seventy percent at a horizon of 5 years when estimated by the transformed regression method. Our findings also show the effect of the recent global financial crisis on the relationship between exchange rates and firm returns. In Chapter Four the final essay investigates the effect of inflation targeting on the rate of exchange rate pass-through (ERPT). Our ERPT model is based on new open-economy macroeconomics theory but is extended using the nonlinear and asymmetric distributed lags (NARDL) framework, which is suitable in examining asymmetric ERPT under different inflationary regimes. After an adoption of inflation targeting, our evidence reveals that the asymmetric zero pass-through is mainly captured in the long-run, particularly, in emerging countries. By contrast, symmetric zero pass-through is robust for all countries in the short-run. This suggests that asymmetries of depreciation and appreciation have no noticeable impact on consumer prices after central banks pursue inflation targeting. This phenomenon might be explained by the effectiveness of inflation targeting implementation.
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Yablonskyy, Karen. "Exchange Rate Predictions". Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-161875.

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The aim of this thesis is to analyze the foreign exchange currency forecasting techniques. Moreover the central idea behind the topic is to develop the strategy of forecasting by choosing indicators and techniques to make own forecast on currency pair EUR/USD. This thesis work is a mixture of theory and practice analyses. The goal during the work on this project was to study different types of forecasting techniques and make own forecast, practice forecasting and trading on Forex platform, based on acquired knowledge.
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Liu, Juanxiu. "Exchange rate regime and exchange rate performance : evidence from East Asia". Thesis, University of Glasgow, 2009. http://theses.gla.ac.uk/600/.

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This thesis is intended to be part of a vigorous debate currently going on in the international community of exchange rate regime, monetary policy and related core issues in East Asian economies. From different angles and aspects, this thesis contributes to the related literature, and provides fresh theoretical arguments and comprehensive study on the exchange rate regime and exchange rate performance in East Asia. This thesis firstly investigates the performance and characteristics of exchange rate regimes in a group of East Asian economies during the 1990s. The determination of local currency, the flexibility of exchange rate regime, as well as the regional coordination of exchange rate management have been thoroughly examined. This thesis then considers the implications of exchange rate regimes on the monetary policy. It examines whether the adoption of new exchange rate regime has affected monetary autonomy, concerning the sensitivity of domestic interest rates to international interest rates under different currency regimes, from the cases of the selected East Asian economies during 1994-2004. One of the aspects of the choices of exchange rate regime is its implications for the magnitude of exchange rate volatility and the transmission of this volatility into other countries in the region. This thesis thus carries out an empirical investigation on the exchange rate volatility and cross-country contagion/spillover effect within foreign exchange markets for a group of East Asian countries in the context of the 1997/98 financial crisis. In addition, this thesis provides an investigation on the measurement of foreign exchange market pressure and currency crisis proneness, as well as examines interrelations between exchange market pressure and monetary policy. The post-crisis interactions among EMP, domestic credit growth, and the interest rate differential between domestic and foreign interest rates, in particular, have been investigated for a representative group of East Asian countries. Finally, this thesis provides further evidence on the relationship between stock prices and exchange rates, from the typical case of Hong Kong, to realise what kind of causality prevailed over the period 1995-2001. Based on the high frequency weekly data, both long-run and short-run dynamics between stock prices and exchange rates in Hong Kong are addressed. Various forms of evidence and empirical techniques are extensively applied and fully evaluated for the specific questions addressed in this research. These practical methodologies include Ordinary Least Square (OLS), Generalised Method of Movements (GMM), Generalised Autoregressive Conditional Heteroskedasticity (GARCH), Exponential GARCH (EGARCH), Vector Autoregressions (VAR) and their Impulse Response Functions (IRF), Unit Root Tests, Cointegration, and Granger Causality Tests. All kinds of data sets and sample periods employed in this research provide an interesting comparison to the existing related studies. The main findings and key ideas drawn from this research have important implications for policy markers on the exchange rate management. The study on specific research topics and the comprehensive and thorough applications of various econometric methodologies provide valuable insight in characteristics and patterns of East Asian foreign exchange markets.
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Kim, Chung-Han. "Empirical studies of real exchange rates : heteroskedasticity, cross exchange rate correlation, forecasting /". Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/7396.

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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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Chan, Man Ching Stella. "Essays on real exchange rate adjustments in a fixed exchange rate system". Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1666128101&sid=5&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Chala, A. V. "Classified forecasting exchange rate". Thesis, Видавництво СумДУ, 2012. http://essuir.sumdu.edu.ua/handle/123456789/26081.

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Książki na temat "Exchange rate"

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Devereux, Michael B. Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect. Cambridge, MA: National Bureau of Economic Research, 2002.

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Mills, John. Exchange Rate Alignments. London: Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9781137022974.

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Moosa, Imad A. Exchange Rate Forecasting. London: Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230379008.

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MacDonald, Ronald, i Ian Marsh. Exchange Rate Modelling. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4757-2997-9.

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Moosa, Imad A. Exchange Rate Regimes. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230504424.

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Secretariat, United Nations Conference on Trade and Development. Exchange rate system. [Geneva]: UNCTAD, 1986.

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Krugman, Paul R. Exchange-rate instability. Cambridge, Mass: MIT Press, 1989.

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Allen, Helen. Exchange rate equations. London: Bank of England, Economics Division, 1991.

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Christian, Dunis, i Feeny Michael, red. Exchange rate forecasting. Chicago, Ill: Probus Pub. Co., 1989.

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Ronald, MacDonald, i Taylor Mark P. 1958-, red. Exchange rate economics. Aldershot: Elgar, 1991.

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Części książek na temat "Exchange rate"

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Neves, Marcos Fava, Vinícius Gustavo Trombin, Frederico Fonseca Lopes, Rafael Kalaki i Patrícia Milan. "Exchange rate". W The orange juice business, 33–35. Wageningen: Wageningen Academic Publishers, 2011. http://dx.doi.org/10.3920/978-90-8686-739-4_8.

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Mills, John. "The Exchange Rate". W Exchange Rate Alignments, 20–39. London: Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9781137022974_2.

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Wankat, Phillip C. "Ion Exchange". W Rate-Controlled Separations, 452–98. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-010-9724-6_9.

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Wankat, Phillip C. "Ion Exchange". W Rate-Controlled Separations, 452–98. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-011-1342-7_9.

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Gandolfo, Giancarlo. "Exchange-Rate Determination". W International Finance and Open-Economy Macroeconomics, 223–48. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-642-59508-0_15.

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Gandolfo, Giancarlo. "Exchange-Rate Regimes". W International Finance and Open-Economy Macroeconomics, 31–42. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-642-59508-0_3.

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Carlberg, Michael. "Fixed Exchange Rate". W Intertemporal Macroeconomics, 91–148. Heidelberg: Physica-Verlag HD, 1998. http://dx.doi.org/10.1007/978-3-642-47023-3_5.

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Carlberg, Michael. "Flexible Exchange Rate". W Intertemporal Macroeconomics, 149–208. Heidelberg: Physica-Verlag HD, 1998. http://dx.doi.org/10.1007/978-3-642-47023-3_6.

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Thirlwall, A. P., i Heather D. Gibson. "Exchange Rate Determination". W Balance-of-Payments Theory and the United Kingdom Experience, 59–128. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-21806-6_3.

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Harrison, Barry, Charles Smith i Brinley Davies. "Exchange Rate Systems". W Introductory Economics, 310–23. London: Macmillan Education UK, 1992. http://dx.doi.org/10.1007/978-1-349-22006-9_33.

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Streszczenia konferencji na temat "Exchange rate"

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Kuzmin, Anton. "Equilibrium Exchange Rate Modeling". W 2018 Eleventh International Conference "Management of large-scale system development" (MLSD 2018). IEEE, 2018. http://dx.doi.org/10.1109/mlsd.2018.8551843.

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"RMB Exchange Rate Trend after "New Exchange Rate Reform" Analysis and Prospects". W 2020 International Conference on Social Sciences and Social Phenomena. Scholar Publishing Group, 2020. http://dx.doi.org/10.38007/proceedings.0001090.

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

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Vajrapatkul, Adirek. "Exchange Rate, Interest Rates, and Stock Market Cointegration". W 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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Santosa, Agus Budi, Agung Nusantara i Sri Nawatmi. "The Portofolio Model of Exchange Rate Determination: The case of Rupiah exchange rate". W Proceedings of the International Conference on Banking, Accounting, Management, and Economics (ICOBAME 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icobame-18.2019.31.

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Pan, Zhi-bin. "Decomposing exchange rate risk of Chinese foreign exchange reserves". W 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669067.

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Li Zhe, Hui Xiao-feng i Ma Jing-mei. "Nonlinear Analysis of RMB/USD Exchange Rate after the Exchange Rate Reform in 2005". W 2007 International Conference on Management Science and Engineering. IEEE, 2007. http://dx.doi.org/10.1109/icmse.2007.4422083.

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Li, Yanli. "Estimating Equilibrium Real Exchange Rate and Real Exchange Rate Misalignment of Chinese Yuan: 1980-2007". W 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.179.

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Juan, Du, Ni De-bing i Tang Xiao-wo. "Exchange rate risk hedging and wholesale price contract under demand and exchange rate risk pooling". W 2014 11th International Conference on Service Systems and Service Management (ICSSSM). IEEE, 2014. http://dx.doi.org/10.1109/icsssm.2014.6943385.

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

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Raporty organizacyjne na temat "Exchange rate"

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Devereux, Michael, i Charles Engel. Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect. Cambridge, MA: National Bureau of Economic Research, marzec 2002. http://dx.doi.org/10.3386/w8858.

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Dominguez, Kathryn M. E., i Linda Tesar. Exchange Rate Exposure. Cambridge, MA: National Bureau of Economic Research, wrzesień 2001. http://dx.doi.org/10.3386/w8453.

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Lilley, Andrew, Matteo Maggiori, Brent Neiman i Jesse Schreger. Exchange Rate Reconnect. Cambridge, MA: National Bureau of Economic Research, lipiec 2019. http://dx.doi.org/10.3386/w26046.

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

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Marston, Richard. Exchange Rate Policy Reconsidered. Cambridge, MA: National Bureau of Economic Research, lipiec 1987. http://dx.doi.org/10.3386/w2310.

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Obstfeld, Maurice, i Kenneth Rogoff. Exchange Rate Dynamics Redux. Cambridge, MA: National Bureau of Economic Research, kwiecień 1994. http://dx.doi.org/10.3386/w4693.

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de Macedo, Jorge Braga, i Urho Lempinen. Exchange rate dynamics revisited. Cambridge, MA: National Bureau of Economic Research, grudzień 2013. http://dx.doi.org/10.3386/w19718.

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Dornbusch, Rudiger. Exchange Rate Economics: 1986. Cambridge, MA: National Bureau of Economic Research, listopad 1986. http://dx.doi.org/10.3386/w2071.

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Black, Fischer. Equilibrium Exchange Rate Hedging. Cambridge, MA: National Bureau of Economic Research, kwiecień 1989. http://dx.doi.org/10.3386/w2947.

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Ilzetzki, Ethan, Carmen Reinhart i Kenneth Rogoff. Rethinking Exchange Rate Regimes. Cambridge, MA: National Bureau of Economic Research, październik 2021. http://dx.doi.org/10.3386/w29347.

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