Artykuły w czasopismach: „Exchange rate”

1

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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4

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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5

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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6

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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7

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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8

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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11

Marques, Helena, i José García-Solanes. "Exchange rate pass-through and exchange rate dynamics". International Review of Economics & Finance 19, nr 1 (styczeń 2010): 1–2. http://dx.doi.org/10.1016/j.iref.2009.02.011.

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12

Kimbrough, Kent P. "Exchange Rate Regimes and the Real Exchange Rate". Journal of Economic Integration 10, nr 1 (15.03.1995): 49–23. http://dx.doi.org/10.11130/jei.1995.10.1.49.

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13

Sulistyowati, Novita Denik, i 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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14

Parsley, David C., i Helen A. Popper. "Official Exchange Rate Arrangements and Real Exchange Rate Behavior". Journal of Money, Credit and Banking 33, nr 4 (listopad 2001): 976. http://dx.doi.org/10.2307/2673931.

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15

潘, 红宇. "Fixed Exchange Rate Regime or Floating Exchange Rate Regime?" World Economic Research 05, nr 03 (2016): 49–54. http://dx.doi.org/10.12677/wer.2016.53007.

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16

Halpern, László. "Real exchange rate and exchange rate policy in Hungary". Economics of Transition 4, nr 1 (maj 1996): 211–28. http://dx.doi.org/10.1111/j.1468-0351.1996.tb00169.x.

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17

Kiyota, Kozo, i Shujiro Urata. "Exchange Rate, Exchange Rate Volatility and Foreign Direct Investment". World Economy 27, nr 10 (listopad 2004): 1501–36. http://dx.doi.org/10.1111/j.1467-9701.2004.00664.x.

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18

Grilli, Vittorio, i Graciela Kaminsky. "Nominal exchange rate regimes and the real exchange rate". Journal of Monetary Economics 27, nr 2 (kwiecień 1991): 191–212. http://dx.doi.org/10.1016/0304-3932(91)90041-l.

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19

Li, Menghua, i Eun-Ha Koh. "A Study on the Exchange Rate Linkage between Korea and China following the Reform of the Yuan Exchange Rate System". Journal of Korea Trade 28, nr 2 (27.04.2024): 103–28. http://dx.doi.org/10.35611/jkt.2024.28.2.103.

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Purpose - This study aims to conduct an empirical analysis of exchange rate volatility and dynamic correlation between Korea and China based on the “8.11” central exchange rate reform in China. Unlike other developed countries’ foreign exchange markets, the Chinese Yuan has not yet achieved complete free circulation, and China has an onshore Yuan exchange rate (CNY) and an offshore Yuan exchange rate (CNH). In this study, we investigated the dynamic correlation between Korea’s won exchange rate and China’s onshore yuan exchange rate and offshore yuan exchange rate around the “8.11” central exchange rate reform in China. Design/Methodology – In this study, we attempted to analyze the average and the volatility spillover effect of the won exchange rate from China’s onshore and offshore yuan exchange rate before and after the 8.11 central parity exchange rate reform. In addition, the relation between the won exchange rate and on- and off-shore yuan exchange rate at various stages were analyzed through the VAR model and the VAR-BEKK-GARCH model. Findings – The results of analyzing the volatility spillovers between the KRW exchange rate and the offshore RMB exchange rate show that there are two-way volatility spillovers between the two markets, both before and after the “8.11” central parity rate reform. The dynamic correlation between the two exchange rates (CNY and KRW, CNH and KRW) is increasing over time. In addition, the two exchange rates are positively correlated with each other, implying that the volatility of the two exchange rate markets is moving in the same direction. The dynamic dependence relations between CNY and KRW become significantly higher after the “8.11” central parity rate reform. Originality/value - As a non-international currency, the won must engage in export trade and capital market transactions with other international reserve currency countries. Therefore, it is important for Korean export-import companies and investors to explore changes in the dynamic correlation between the won and the Chinese yuan through exploration.

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20

Toure, Abdou Aziz, i Souleymane Keita. "Exchange Rate and Competiveness of Senegalese Companies". International Journal of Advances in Management and Economics 9, nr 3 (30.04.2020): 62–66. http://dx.doi.org/10.31270/ijame/v09/i03/2020/8.

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This paper aims at assessing the potential impact of the exchange rate on the competitiveness of Senegalese companies. It attempts to evaluate the elasticity of manufacturing exports in relation to public and private investment and to the real effective exchange rate in Senegal, over the period 1984-2010. The methodology used is an econometric model based on an equation of reduced form. The results of the long-term model estimation indicate that public and private investment both have a positive and significant impact on manufacturing exports while the real effective exchange rate has a negative impact. Keywords: Exchange rates, Competitiveness, Elasticity of exports, Senegalese companies.

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21

Funato, Masahisa, Seiichi Shirnada, Hiroshi Tarnai, Hideo Taki i Yasushi Yoshioka. "Automated Exchange Transfusion and Exchange Rate". Pediatrics International 31, nr 5 (październik 1989): 572–77. http://dx.doi.org/10.1111/j.1442-200x.1989.tb01357.x.

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22

Havaldar, Deepak. "Exchange Rate Dynamics". Asian Journal of Research in Social Sciences and Humanities 10, nr 1 (2020): 1. http://dx.doi.org/10.5958/2249-7315.2020.00001.5.

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23

Plackov, Sladjana, Jelena Pivasevic i Jelena Vojnovic. "Exchange rate policy". Skola biznisa, nr 2 (2013): 57–65. http://dx.doi.org/10.5937/skolbiz1302057p.

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24

Ploeg, Frederick Van Der, i Paul R. Krugman. "Exchange-Rate Instability." Economic Journal 100, nr 399 (marzec 1990): 284. http://dx.doi.org/10.2307/2233630.

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25

Williamson, John. "Exchange Rate Management". Economic Journal 103, nr 416 (styczeń 1993): 188. http://dx.doi.org/10.2307/2234345.

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26

Gielens, Geert, i Peter Isard. "Exchange Rate Economics." Economic Journal 106, nr 438 (wrzesień 1996): 1441. http://dx.doi.org/10.2307/2235547.

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27

BRAILOVSKY, VLADIMIR. "EXCHANGE RATE POLICY". Contributions to Political Economy 8, nr 1 (marzec 1989): 1–33. http://dx.doi.org/10.1093/oxfordjournals.cpe.a035736.

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28

Huang, Sainan, i Cristina Terra. "Exchange Rate Populism". Economics & Politics 28, nr 1 (marzec 2016): 105–32. http://dx.doi.org/10.1111/ecpo.12073.

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29

Downward, Julian. "Exchange rate mechanisms". Nature 358, nr 6384 (lipiec 1992): 282–83. http://dx.doi.org/10.1038/358282a0.

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30

MAKIN, TONY. "EXCHANGE RATE FUNDAMENTALS". Economic Papers: A journal of applied economics and policy 20, S1 (grudzień 2001): 6–20. http://dx.doi.org/10.1111/j.1759-3441.2001.tb00294.x.

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31

Labus, Miroljub. "Exchange rate targeting". Ekonomika preduzeca 68, nr 1-2 (2020): 23–34. http://dx.doi.org/10.5937/ekopre2002023l.

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32

Smith, Gregor W. "Exchange-rate discounting". Journal of International Money and Finance 14, nr 5 (październik 1995): 659–66. http://dx.doi.org/10.1016/0261-5606(95)00015-7.

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33

Visser, H. "Exchange rate theories". De Economist 137, nr 1 (marzec 1989): 16–46. http://dx.doi.org/10.1007/bf01857710.

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34

Stallings, David. "Exchange rate forecasting". International Journal of Forecasting 8, nr 1 (czerwiec 1992): 116–17. http://dx.doi.org/10.1016/0169-2070(92)90019-6.

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35

Williamson, John. "Exchange Rate Economics". Open Economies Review 20, nr 1 (16.07.2008): 123–46. http://dx.doi.org/10.1007/s11079-008-9091-7.

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36

Amano, Akihiro. "Exchange rate simulations". European Economic Review 30, nr 1 (luty 1986): 137–48. http://dx.doi.org/10.1016/0014-2921(86)90037-1.

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37

Rossi, Barbara. "Exchange Rate Predictability". Journal of Economic Literature 51, nr 4 (1.12.2013): 1063–119. http://dx.doi.org/10.1257/jel.51.4.1063.

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The main goal of this article is to provide an answer to the question: does anything forecast exchange rates, and if so, which variables? It is well known that exchange rate fluctuations are very difficult to predict using economic models, and that a random walk forecasts exchange rates better than any economic model (the Meese and Rogoff puzzle). However, the recent literature has identified a series of fundamentals/methodologies that claim to have resolved the puzzle. This article provides a critical review of the recent literature on exchange rate forecasting and illustrates the new methodologies and fundamentals that have been recently proposed in an up-to-date, thorough empirical analysis. Overall, our analysis of the literature and the data suggests that the answer to the question: “Are exchange rates predictable?” is, “It depends”—on the choice of predictor, forecast horizon, sample period, model, and forecast evaluation method. Predictability is most apparent when one or more of the following hold: the predictors are Taylor rule or net foreign assets, the model is linear, and a small number of parameters are estimated. The toughest benchmark is the random walk without drift. (JEL C53, F31, F37, E43, E52)

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38

Mark, Nelson C. "Exchange Rate Economics". Journal of International Economics 65, nr 2 (marzec 2005): 537–40. http://dx.doi.org/10.1016/j.jinteco.2004.03.002.

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39

Dominguez, Kathryn M. E., i Linda L. Tesar. "Exchange rate exposure". Journal of International Economics 68, nr 1 (styczeń 2006): 188–218. http://dx.doi.org/10.1016/j.jinteco.2005.01.002.

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40

Marquez, Jaime. "Exchange-rate instability". Journal of Economic Dynamics and Control 15, nr 2 (kwiecień 1991): 419–23. http://dx.doi.org/10.1016/0165-1889(91)90021-r.

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41

Thygesen, Niels. "Exchange-rate instability". Journal of International Economics 28, nr 1-2 (luty 1990): 187–90. http://dx.doi.org/10.1016/0022-1996(90)90056-r.

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42

Neely, Christopher J., i Mark P. Taylor. "Exchange rate intervention". International Journal of Finance & Economics 12, nr 2 (2007): 107–8. http://dx.doi.org/10.1002/ijfe.331.

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43

Levin, Jay H. "Exchange rate undershooting". International Journal of Finance & Economics 4, nr 4 (październik 1999): 325–33. http://dx.doi.org/10.1002/(sici)1099-1158(199910)4:4<325::aid-ijfe109>3.0.co;2-6.

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44

Ihrig, Jane. "Exchange-Rate Exposure of Multinationals : Focusing on Exchange-Rate Issues". International Finance Discussion Paper 2001, nr 709 (sierpień 2001): 1–22. http://dx.doi.org/10.17016/ifdp.2001.709.

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45

Vadivel, A. "Exchange Rate Intervention and Volatility of Exchange Rate in India". Indian Economic Journal 56, nr 4 (styczeń 2009): 143–52. http://dx.doi.org/10.1177/0019466220090410.

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46

Pilbeam, Keith. "Exchange rate models and exchange rate expectations: an empirical investigation". Applied Economics 27, nr 11 (listopad 1995): 1009–15. http://dx.doi.org/10.1080/00036849500000082.

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47

Tunc, Cengiz, Senol Babuşçu, Adalet Hazar i M. Nihat Solakoglu. "Exchange Rate Volatility and Trade: External Exchange Rate Volatility Matters". Journal of International Commerce, Economics and Policy 11, nr 02 (27.05.2020): 2050006. http://dx.doi.org/10.1142/s1793993320500064.

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We investigate the role of external exchange rate volatility in export in addition to the effect of bilateral exchange rate volatility using country-, sector-, and destination-specific detailed export data of the World Bank Exporter Dynamics Database. The results show that while the bilateral exchange rate volatility has a depressing effect on export, the external exchange rate volatility generates trade-promoting effect on export. However, the magnitude of the effect depends on trade intensity between countries. Furthermore, while the role of external exchange rate volatility diminished after the Global Financial Crisis, the effect of its volatility has become larger. Finally, external exchange rate volatility has a larger trade-promoting effect on export in the presence of high volatilities than the effect in the presence of low volatilities.

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48

Naknoi, Kanda. "Real exchange rate fluctuations, endogenous tradability and exchange rate regimes". Journal of Monetary Economics 55, nr 3 (kwiecień 2008): 645–63. http://dx.doi.org/10.1016/j.jmoneco.2008.01.004.

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49

Wang, Jian. "Home bias, exchange rate disconnect, and optimal exchange rate policy". Journal of International Money and Finance 29, nr 1 (luty 2010): 55–78. http://dx.doi.org/10.1016/j.jimonfin.2008.12.010.

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Priestley, Richard, i Bernt Arne Ødegaard. "Exchange rate regimes and the price of exchange rate risk". Economics Letters 82, nr 2 (luty 2004): 181–88. http://dx.doi.org/10.1016/j.econlet.2003.08.008.

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Artykuły w czasopismach na temat „Exchange rate”

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