Gotowe bibliografie tematyczne / Exchange rates

Gotowa bibliografia na temat „Exchange rates”

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Data publikacji: 4 czerwca 2021
Data aktualizacji: 11 marca 2023

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Artykuły w czasopismach na temat "Exchange rates"

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Mills, Bev. "Exchange rates". Nursing Management 10, nr 5 (wrzesień 2003): 8–9. http://dx.doi.org/10.7748/nm.10.5.8.s12.

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Buchan, James. "Exchange rates". Nursing Standard 17, nr 10 (20.11.2002): 18. http://dx.doi.org/10.7748/ns.17.10.18.s33.

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Gerlach, Stefan. "Exchange rates". Journal of Monetary Economics 19, nr 1 (styczeń 1987): 137–42. http://dx.doi.org/10.1016/0304-3932(87)90034-1.

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Rocquin, Baudry. "'Rates of Exchange' Rather than Intellectual Exchanges". Durkheimian Studies 24, nr 1 (1.12.2020): 86–96. http://dx.doi.org/10.3167/ds.2020.240107.

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The newly found exchange of letters between Marcel Mauss and Victor Branford dated 1926 testifies to the active exchanges between both their traditions. Durkheimian sociology owed a great deal to the Branford-Geddes network of colleagues across the Channel, not less than a funding of the republication of their iconic journal, the Année sociologique. On the other hand, Branford was far from apologetic about his own tradition of thought and even went as far as to criticize the Institut Français de Sociologie in the 1920s. All this shows the enduring links between both countries in the field of sociology, contrary to what has often been held.
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Black, Stanley W. "Managing exchange rates". International Affairs 65, nr 4 (1989): 693. http://dx.doi.org/10.2307/2622582.

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Radhwan, Ahmed, Mahmoud Kamel, Mohammed Y. Dahab i Aboul Ella Hassanien. "Forecasting Exchange Rates". International Journal of Rough Sets and Data Analysis 2, nr 1 (styczeń 2015): 38–57. http://dx.doi.org/10.4018/ijrsda.2015010103.

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Accurate forecasting for future events constitutes a fascinating challenge for theoretical and for applied researches. Foreign Exchange market (FOREX) is selected in this research to represent an example of financial systems with a complex behavior. Forecasting a financial time series can be a very hard task due to the inherent uncertainty nature of these systems. It seems very difficult to tell whether a series is stochastic or deterministic chaotic or some combination of these states. More generally, the extent to which a non-linear deterministic process retains its properties when corrupted by noise is also unclear. The noise can affect a system in different ways even though the equations of the system remain deterministic. Since a single reliable statistical test for chaoticity is not available, combining multiple tests is a crucial aspect, especially when one is dealing with limited and noisy data sets like in economic and financial time series. In this research, the authors propose an improved model for forecasting exchange rates based on chaos theory that involves phase space reconstruction from the observed time series and the use of support vector regression (SVR) for forecasting.Given the exchange rates of a currency pair as scalar observations, observed time series is first analyzed to verify the existence of underlying nonlinear dynamics governing its evolution over time. Then, the time series is embedded into a higher dimensional phase space using embedding parameters.In the selection process to find the optimal embedding parameters,a novel method based on the Differential Evolution (DE) geneticalgorithm(as a global optimization technique) was applied. The authors have compared forecasting accuracy of the proposed model against the ordinary use of support vector regression. The experimental results demonstrate that the proposed method, which is based on chaos theory and genetic algorithm,is comparable with the existing approaches.
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Diebold, William, i Peter B. Kenen. "Managing Exchange Rates". Foreign Affairs 68, nr 4 (1989): 202. http://dx.doi.org/10.2307/20044135.

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Frankel, Jeffrey A. "Flexible exchange rates". Journal of Portfolio Management 15, nr 2 (31.01.1989): 45–54. http://dx.doi.org/10.3905/jpm.1989.409197.

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Miura, Grant. "Lowered exchange rates". Nature Chemical Biology 12, nr 4 (18.03.2016): 201. http://dx.doi.org/10.1038/nchembio.2054.

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Chin, G. "Flexible Exchange Rates". Science 330, nr 6000 (30.09.2010): 12. http://dx.doi.org/10.1126/science.330.6000.12-b.

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Rozprawy doktorskie na temat "Exchange rates"

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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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Fuksa, Michel Carleton University Dissertation Management Studies. "Forecasting exchange rates". Ottawa, 1997.

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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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Dror, Marika. "Forecasting of exchange rates". Doctoral thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-202335.

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The thesis investigates different exchange rate models and their forecasting performance. The work takes previous literature overview and summarize their findings. Despite the significant amount of papers which were done on the topic of exchange rate forecast, basically none of them cannot find an appropriate model which would outperform a forecast of a simple random walk in every horizon or for any currency pair. However, there are some positive findings in specific cases (e.g. for specific pair or for specific time horizon). The study provides up-to-date analysis of four exchange rates (USD/CZK, USD/ILS, USD/GBP and USD/EUR) for the period of time from January 2000 to August 2013 and analyse forecasting performance of seven exchange rate models (uncovered interest rate parity model, purchasing power parity model, monetary model, monetary model with error correction, Taylor rule model, hidden Markov model and ESTAR model). Although, the results are in advantage of Taylor rule model, especially for the exchange rate of USD/CZK, I cannot prove that the forecasting performance is significantly better than the random walk model. Except of the overall analysis, the work suppose instabilities in the time. Stock and Watson (2003) found that the forecast predictability is not stable over time. As a consequence, the econometric model can give us better forecast than random walk process at some period of time, however at other period, the forecasting ability can be worse than random walk. Based on Fluctuation test of Giacomini and Rossi (2010a) every model is analysed how the out-of-sample forecast ability changes over time.
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Chen, Ruo. "Essays on exchange rates". Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1481668671&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Alexius, Annika. "Essays on exchange rates, prices and interest rates". Doctoral thesis, Handelshögskolan i Stockholm, Samhällsekonomi (S), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-862.

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Chantapacdepong, Pornpinun. "Essays in interest rates, exchange rates and savings". Thesis, University of Bristol, 2007. http://hdl.handle.net/1983/2ca48335-de06-42e6-a9fe-05e13bfdc6ab.

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This thesis studies the behaviour of interest rates in government bonds markets, foreign exchange rates and national savings. There are three main chapters in the thesis. The first chapter consists of a comparative study of government securities and risk. It generates monthly interest rate risk premium data and examines their determinants. The results show that the risk premia are time varying and also vary considerably across sample countries. In particular, countries with better financial development and higher income generally have lower risk premia of government assets. Additionally, the risk premia are significantly affected by macroeconomic circumstances, especially economic growth and the real effective exchange rate.
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Liu, Kit-ying Ida. "Empirical exchange rate models : out-of-sample forecasts for the HK$/Yen exchange rate /". Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B20666895.

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Książki na temat "Exchange rates"

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Sivewright, Chris. Exchange rates. Oxford: Oxford School of Learning, 1991.

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Söylemez, Arif Orçun. Foreign Exchange Rates. Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge focus on economics and finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003102809.

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On exchange rates. Cambridge, Mass: MIT Press, 1993.

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MacDonald, Ronald, i Jerome L. Stein, red. Equilibrium Exchange Rates. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7.

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Rates of exchange. Harmondsworth: Penguin, 1985.

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Construction Economics European Committee. i Building Cost Information Service, red. Building exchange rates. London: Royal Institution of Chartered Surveyors,Building Cost Information Service, 1994.

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Managing exchange rates. New York: Published in North America for the Royal Institute of International Affairs [by] Council on Foreign Relations Press, 1988.

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Rates of exchange. New York: Penguin, 1985.

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Engel, Charles. Exchange rates and fundamentals. Cambridge, MA: National Bureau of Economic Research, 2004.

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Menon, Jayant. Exchange Rates and Prices. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-52070-9.

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Części książek na temat "Exchange rates"

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Grant, Sue, i Richard Young. "Exchange Rates". W Economics a Level, 232–41. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-13606-3_26.

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Young, R., i S. Grant. "Exchange Rates". W Work Out Economics ‘A’ Level, 276–91. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-10010-1_20.

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Langdana, Farrokh, i Peter T. Murphy. "Exchange Rates". W Springer Texts in Business and Economics, 137–67. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-1635-7_8.

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Aliber, Robert Z. "Exchange Rates". W The New Palgrave Dictionary of Economics, 4145–50. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_358.

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Aliber, Robert Z. "Exchange Rates". W The New Palgrave Dictionary of Economics, 1–5. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_358-1.

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Anthony, Steve. "Exchange Rates". W Foreign Exchange in Practice, 1–11. London: Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9781403914552_1.

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MacDonald, Ronald, i Jerome L. Stein. "Introduction: Equilibrium Exchange Rates". W Equilibrium Exchange Rates, 1–17. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_1.

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Clark, Peter B., i Ronald MacDonald. "Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers". W Equilibrium Exchange Rates, 285–322. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_10.

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Nagayasu, Jun. "Japanese Effective Exchange Rates and Determinants: A Long-Run Perspective". W Equilibrium Exchange Rates, 323–47. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_11.

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MacDonald, Ronald. "What do We Really Know about Real Exchange Rates?" W Equilibrium Exchange Rates, 19–65. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4411-7_2.

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Streszczenia konferencji na temat "Exchange rates"

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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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Cross, D. W., C. J. Hinde i M. D. Sykora. "Predicting fluctuations in foreign exchange rates". W 2013 13th UK Workshop on Computational Intelligence (UKCI). IEEE, 2013. http://dx.doi.org/10.1109/ukci.2013.6651318.

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Sihabuddin, Agus, i Sri Hartati. "Exchange rates forecasting using nonlinear autoregressive". W PROCEEDINGS OF THE 12TH INTERNATIONAL CONFERENCE ON SYNCHROTRON RADIATION INSTRUMENTATION – SRI2015. Author(s), 2016. http://dx.doi.org/10.1063/1.4958508.

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Frončková, Kateřina, i Pavel Pražák. "Predicting Exchange Rates Using the Kalman Filter". W Hradec Economic Days 2020, redaktorzy Petra Maresova, Pavel Jedlicka, Krzysztof Firlej i Ivan Soukal. University of Hradec Kralove, 2020. http://dx.doi.org/10.36689/uhk/hed/2020-01-018.

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Bhattacharyya, Ranajoy, i Radhika Prosad Datta. "The Dynamics of India’s Major Exchange Rates". W International Conference on Advanced Research in Management, Economics and Accounting. Acavent, 2019. http://dx.doi.org/10.33422/armea.2019.09.980.

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Goncu, Ahmet. "Prediction of exchange rates with machine learning". W the International Conference. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3371425.3371448.

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Santos, André Alves Portela, Leandro dos Santos Coelho i Newton C. A. da Costa Jr. "Forecasting Brazilian Exchange Rates with Nonlinear Models". W 7. Congresso Brasileiro de Redes Neurais. SBRN, 2016. http://dx.doi.org/10.21528/cbrn2005-029.

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Kuzmin, Anton. "Modeling of Short-Term Exchange Rates Dynamics". W 2019 Twelfth International Conference "Management of large-scale system development" (MLSD). IEEE, 2019. http://dx.doi.org/10.1109/mlsd.2019.8911067.

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Bui, Tr A., F. F. Pashchenko, A. F. Pashchenko i Y. I. Kudinov. "Using Neural Networks To Predict Exchange Rates". W 2020 13th International Conference Management of large-scale system development (MLSD). IEEE, 2020. http://dx.doi.org/10.1109/mlsd49919.2020.9247748.

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"Contradiction Resolution for Foreign Exchange Rates Estimation". W International Conference on Neural Computation Theory and Applications. SciTePress - Science and and Technology Publications, 2012. http://dx.doi.org/10.5220/0004152905290535.

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Raporty organizacyjne na temat "Exchange rates"

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Dooley, Michael, David Folkerts-Landau i Peter Garber. Interest Rates, Exchange Rates and International Adjustment. Cambridge, MA: National Bureau of Economic Research, listopad 2005. http://dx.doi.org/10.3386/w11771.

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Rossi, José Luiz. Liquidity and Exchange Rates. Inter-American Development Bank, sierpień 2018. http://dx.doi.org/10.18235/0001274.

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Engel, Charles, i Kenneth West. Exchange Rates and Fundamentals. Cambridge, MA: National Bureau of Economic Research, sierpień 2004. http://dx.doi.org/10.3386/w10723.

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Obstfeld, Maurice, i Kenneth Rogoff. Risk and Exchange Rates. Cambridge, MA: National Bureau of Economic Research, sierpień 1998. http://dx.doi.org/10.3386/w6694.

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Dornbusch, Rudiger. Exchange Rates and Prices. Cambridge, MA: National Bureau of Economic Research, grudzień 1985. http://dx.doi.org/10.3386/w1769.

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Bems, Rudolfs, i Robert Johnson. Value-Added Exchange Rates. Cambridge, MA: National Bureau of Economic Research, październik 2012. http://dx.doi.org/10.3386/w18498.

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Goldberg, Linda, i Joseph Tracy. Exchange Rates and Wages. Cambridge, MA: National Bureau of Economic Research, luty 2001. http://dx.doi.org/10.3386/w8137.

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Svensson, Lars E. O. Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates. Cambridge, MA: National Bureau of Economic Research, listopad 1992. http://dx.doi.org/10.3386/w4207.

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Gamboa-Estrada, Fredy, i Jose Vicente Romero. Common and idiosyncratic movements in Latin-American Exchange Rates. Banco de la República, kwiecień 2021. http://dx.doi.org/10.32468/be.1158.

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We propose a simple theoretical and empirical approach to differentiate between common and idiosyncratic exchange rate movements in 5 Latin-American economies: Brazil, Chile, Colombia, Mexico, and Peru. Our approach allows us to distinguish the effects on exchange rates of a regional exchange rate common factor and macroeconomic fundamentals differentials. The methodology and estimation strategy are suitable for both low and high frequency settings. We provide evidence that the regional common factor has a significant effect on the dynamics of the Latin-American exchange rates. In our estimations the relation between exchange rates and the common factor is contemporaneous and stable during the studied period.
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Engel, Charles. Exchange Rates, Interest Rates, and the Risk Premium. Cambridge, MA: National Bureau of Economic Research, marzec 2015. http://dx.doi.org/10.3386/w21042.

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