Дисертації з теми "Exchange (Foreign)"
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Dincer, Bayram. "Foreign Exchange Volatilities." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/04602538002/$FILE/04602538002.pdf.
Повний текст джерелаMuller, Aline. "Foreign exchange risk exposure." [Maastricht : Maastricht : Universiteit Maastricht] ; University Library, Maastricht University [Host], 2005. http://arno.unimaas.nl/show.cgi?fid=6455.
Повний текст джерелаIvanova, Yuliya Rumenova. "Essays in foreign exchange." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1642.
Повний текст джерелаGau, Yin-Feng. "Heteroskedastic volatility of foreign exchange rates /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1997. http://wwwlib.umi.com/cr/ucsd/fullcit?p9804526.
Повний текст джерелаBertolini, Lorenzo. "Trading foreign exchange carry portfolios." Thesis, City University London, 2011. http://openaccess.city.ac.uk/1090/.
Повний текст джерелаLi, He. "Foreign exchange intervention in China." Thesis, Durham University, 2017. http://etheses.dur.ac.uk/11995/.
Повний текст джерелаMukherjee, Satrajit. "Essays on foreign exchange markets." Thesis, Queen's University Belfast, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695863.
Повний текст джерелаLiu, Kit-ying Ida. "Empirical exchange rate models : out-of-sample forecasts for the HK$/Yen exchange rate /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B20666895.
Повний текст джерелаLui, Man Chee Ian. "The myths and beliefs of foreign investors in Asian emerging stock markets : the case of Malaysia /." View thesis View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030506.132049/index.html.
Повний текст джерелаThesis submitted for the degree of Doctor of Business Administration, University of Western Sydney, Nepean, 2001. Includes bibliographical references.
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.
Повний текст джерелаChan, Kin-pun. "Market revolution : the path to more efficient foreign exchange market /." [Hong Kong : University of Hong Kong], 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13787895.
Повний текст джерелаChen, 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.
Повний текст джерелаWan, Chung-kum. "Cross hedging of foreign exchange risk." Click to view the E-thesis via HKUTO, 2000. http://sunzi.lib.hku.hk/hkuto/record/B31954741.
Повний текст джерелаYusuf, Mazila M. D. "Foreign exchange risk : the Malaysian experience." Thesis, University of Strathclyde, 2006. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21666.
Повний текст джерелаAllen, Helen Louise. "Chartism in the foreign exchange market." Thesis, City University London, 1990. http://openaccess.city.ac.uk/7532/.
Повний текст джерелаKyriacou, Myria. "Foreign exchange market microstructure and forecasting." Thesis, City University London, 2009. http://openaccess.city.ac.uk/8717/.
Повний текст джерелаWan, Chung-kum, and 尹頌琴. "Cross hedging of foreign exchange risk." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31954741.
Повний текст джерелаDemacopoulos, Alexander Christos. "Foreign exchange exposure in international construction." Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/14325.
Повний текст джерелаHorbachova, Oksana Mykolayivna, and Yuliia Anatoliyivna Zaiats. "Features of Ukraine foreign exchange market." Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/53767.
Повний текст джерелаCurrency market plays an important role for Ukraine financial market because it connects the national and world financial systems. International payments, insurance currency risks, foreign-exchange interventions, making a profit, economic growth, inflation rate, and national competitiveness depend on efficiency of currency market. Besides, the currency market and the mechanism of its regulation influence the state of individual sectors of economy, enterprises, and a place of state in the world market. So, today the problem of foreign-exchange market, its issues of development and finding the solutions is actual enough, and it needs special attention.
Валютний ринок відіграє важливу роль у становленні фінансового ринку України, адже він поєднує національну та світову фінансові системи. У тезах було розглянуто сучасний стан валютного ринку в Україні та наявні проблеми. Крім того, було запропоновано кілька шляхів, які можуть покращити стан валютного ринку.
Shehadeh, Ali Abdelhadi Ali. "Essays on the foreign exchange market." Thesis, Queen's University Belfast, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.709816.
Повний текст джерелаKlongkratoke, Pittaya. "Econometric models in foreign exchange market." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7333/.
Повний текст джерелаMihailovs, Timurs. "Automated high-frequency foreign exchange trading." Thesis, Imperial College London, 2008. http://hdl.handle.net/10044/1/11488.
Повний текст джерелаYan, Bingcheng. "Cross-market interactions, price discovery dynamics, and market quality measurement /." Thesis, Connect to this title online; UW restricted, 2005. http://hdl.handle.net/1773/7375.
Повний текст джерелаMelick, William R. "Collapsing exchange rate regimes under governmental optimization /." Connect to resource, 1987. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1262710081.
Повний текст джерелаRen, Peter. "An Analysis of Market Efficiency for Exchange-traded Foreign Exchange Options on an Intraday Basis." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc801929/.
Повний текст джерелаOzgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.
Повний текст джерелаChan, 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.
Повний текст джерелаStoyanov, Zahari, and Saleem Ahmad. "Foreign Exchange-Rate Exposure of Swedish Firms." Thesis, Jönköping University, JIBS, Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-740.
Повний текст джерелаThe main focus of the paper is the problem of exchange-rate exposure of Swedish firms between Jan, 1st 2002 and Sep, 27th 2006. Defined as “a measure of the potential for a firm’s profitability, net cash flow, market value to change because of a change in exchange rates”, the problem of exchange rate exposure is investigated, making use of the “Market Value Approach” (also known as “Stock Market Ap-proach”), with certain additional extensions. With Sweden being a very open economy with strong export orientation, we expected to find a greater number of firms showing significant ex-change rate exposure to one or more of the chosen 6 bilateral exchange rates (SEK/EUR, SEK/USD, SEK/DKK, SEK/NOK, SEK/GBP and SEK/JPY). Also, companies are divided into categories with respect to their main operating activity. The empirical study finds 78% of all companies in the sample with significant exposure, with dominance of lagged effect over con-temporaneous. This percentage is higher than found in previous empirical studies, being in sup-port of the suggestion that relation exists between economy openness and exchange rate expo-sure of firms. However, the significant cross-section differences across categories and the high level of heterogeneity within categories deter us from determining the sign, direction and magni-tude of the exchange rate exposure. Suggestions are made for further studies and possible exten-sions of the topic of the present paper.
Guan, Zhao. "The interrelationship between New Zealand stock market and exchange rates a dissertation submit [sic] to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Business (MBus), 2008 /." Click here to access this resource online, 2008. http://hdl.handle.net/10292/481.
Повний текст джерелаLiu, Kit-ying Ida, and 廖潔瑩. "Empirical exchange rate models: out-of-sampleforecasts for the HK$/Yen exchange rate." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B3195456X.
Повний текст джерелаSchmidt, Robert. "The behavioral economics of foreign exchange markets : a psychological view on human expectation formation in foreign exchange markets /." Frankfurt am Main [u.a.] : Lang, 2006. http://www.gbv.de/dms/zbw/509769799.pdf.
Повний текст джерелаTsorakidis, Nikolaos. "The microstructure of the foreign exchange market : the determinants of bid-ask spreads in the foreign exchange market." Thesis, Aston University, 2010. http://publications.aston.ac.uk/16427/.
Повний текст джерела周文堅 and Man-kin Chow. "Technical analysis of the foreign exchange market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1992. http://hub.hku.hk/bib/B31265273.
Повний текст джерелаChow, Man-kin. "Technical analysis of the foreign exchange market /." [Hong Kong : University of Hong Kong], 1992. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13302607.
Повний текст джерелаVogel, Michael. "Trading Strategies in the Foreign Exchange Market." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02603660002/$FILE/02603660002.pdf.
Повний текст джерелаReiswich, Dimitri [Verfasser]. "The Foreign Exchange Volatility Surface / Dimitri Reiswich." Frankfurt am Main : Frankfurt School of Finance & Management gGmbH, 2010. http://d-nb.info/1011759845/34.
Повний текст джерелаD'Souza, Chris. "Information and learning in foreign exchange markets." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0007/NQ42940.pdf.
Повний текст джерелаNg, Edward Hon Khay. "Public information and foreign exchange rate volatility." Connect to resource, 1990. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261503175.
Повний текст джерелаMende, Alexander. "Order flow analyses and foreign exchange dealing /." Frankfurt am Main [u.a.] : Lang, 2005. http://www.gbv.de/dms/zbw/477070094.pdf.
Повний текст джерелаFritz, Markus Per. "Stochastic correlation models in foreign exchange markets." Thesis, Imperial College London, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.434776.
Повний текст джерелаChalamandaris, George. "Liquidity risk in spot foreign exchange markets." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325567.
Повний текст джерелаKaleem, Muhammad. "Asset pricing in the foreign exchange market." Thesis, University of Glasgow, 2013. http://theses.gla.ac.uk/4762/.
Повний текст джерелаFenn, Daniel. "Network communities and the foreign exchange market." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533893.
Повний текст джерелаChen, Long. "Price discovery in the foreign exchange market." Thesis, City University London, 2007. http://openaccess.city.ac.uk/8553/.
Повний текст джерелаJavaheri, Alireza. "Pricing of call options on foreign exchange." Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/35975.
Повний текст джерелаIncludes bibliographical references (leaves [1]-2).
by Alireza Javaheri.
M.S.
Chien, Yi-ho, and 錢怡合. "Foreign Institutional Investors and Foreign Exchange Market: Evidence from Taipei Foreign Exchange Market." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/99478849568117422591.
Повний текст джерела國立中央大學
財務金融研究所
98
This thesis investigates the relation across NTD/USD exchange rate, trading volume in the Taipei foreign exchange market, and buy-sell imbalance of foreign institutional investors, by using a trivariate vector autoregressive (VAR) model. Moreover, I also study the role of central bank’s intervention in the foreign exchange market, when the government facing the foreign institutional investors’ investment flows. The data cover the period from July 4, 1996 to December 31, 2009. I find a negative relationship between foreign net equity inflow and exchange rate returns. The results also show the central bank intervention only significantly affects the trading volume in the NTD/USD foreign exchange market. Alternatively, I extend our model to analyze whether the central bank intervention is effective in reducing the volatility. The results suggest that the central bank intervention only significantly affects the trading volume of the foreign exchange market, but does not affect the NTD/USD volatility. I also study the concentration of central bank intervention operations, and the results show that the frequency of intervention occurrence across Mondays, Tuesdays, Wednesdays, Thursdays, Fridays, and Saturdays does not differ much. However, I find most of central bank interventions happened on Thursdays in the NTD/USD foreign exchange market.
Chang, Chuan-Yi, and 張全毅. "Determinants of foreign exchange exposure and Asymmetric foreign exchange exposure." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/17904627954932401198.
Повний текст джерела國立成功大學
國際企業研究所碩博士班
94
Abstract The effect of exchange rate movements on the value of a firm has become an important field in both academic research and practical investment analysis. In this paper, we try to answer two questions in this field: (1) what are important factors in determining of foreign exchange exposure? (2) Is the firm value influenced by foreign exchange rate asymmetrically? Previous empirical results focus on firm’s level of foreign involvement, namely export ratio or foreign sales, and using currency derivatives. However, they ignored that firms’ different foreign entry mode might be an important in determining of foreign exchange exposure, too. Thus, we focus on this part to shed more light on the determinants of foreign exposure. Based on firms’ specific behaviors, namely asymmetric pricing-to-market behavior, hysteretic behavior and hedging behavior, we could find some evidences of asymmetric foreign exchange exposure. This result might explain why we cannot detect the significant linear foreign exposure. Our empirical results show that firms’ foreign entry mode indeed an important factor in determining of exposures. Firms adopt joint venture mode as foreign entry strategy could significantly reduce the foreign exchange exposure. It is evidence that firms yield asymmetric foreign exchange exposure in Taiwan market, especially in year 1999 and 2001. We also find that firms with higher export ratio and more foreign countries where invested in have a higher possibility to yield asymmetric exposures.
CHU-CHUN, LEE, and 李菊君. "FOREIGN EXCHANGE MARKET MICROSTRUCTURE: THE CASE OF TAIWAN FOREIGN EXCHANGE MARKET." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/42760254561305423749.
Повний текст джерела國立臺北大學
國際財務金融碩士在職專班
95
Since the Bretton Woods system collapsed in the early 1970’s, the international monetary system had entered an era of the floating rate system. The over-fluctuation of foreign exchange will reduce the investment efficiency for enterprises who suffered from such volatility of currency. Nowadays, the consecutive volatility of foreign exchange can hardly be explained by traditional macro exchange rate model . Instead, the faculty of finance is looking for the new answers from the analysis of market microstructure.The functions of macroeconomical variances to the foreign exchange will significantly influence the long-term trend of foreign exchange rate. But for the short-term volatility of foreign exchange, the microstructure theory will give better explanations. Therefore, the traditional macro exchange rate analysis explains the long term trend of foreign exchange rate, and on the contrary, the microstructure analysis emphasizes on explaining how short term foreign exchange fluctuates. All macroeconomical factors will influence the foreign exchange market and foreign exchange rate only through market microstructure approach. This paper uses Reuters TAIFX1 electronical screen page of domestic usd/twd foreign exchange historial trading data as samples of this study. Through the empirical analysis, we may conclude from the research and analysis of market microstructure sector as listed bellows: First, the volume of domestic usd/twd foreign exchange market will increase during the time of beginning the market in the morning, opening of market in the afternoon after intermission, and closing. This phenomenum conforms to the inventory model that dealers control the overnight position before the end of trading day, and not to hold the overnight position as possible. No dealer want to carriy an inventory longer than one day. Second, at the time closing to lunch break intermission(i.e. 11:00AM) and the time near to the closing of the day in each trasaction day. The volatility of fx market will increase, which reflects the existence of private information according to the fx information. The lunch break intermission trading customs in domestic fx market makes the volatility of price and volume the feature similar to double U-shaped curve. Third, the last deal in the 11:00AM will become the fixing rate for usd/twd financial derivatives in the domestic market, and the largest trading volume is also happening near to the time of 11:00 AM, somewhat like the microstructure approach “hot potato” trading model. The model produces hot-potato trading-a term that refers to the repeated passing of inventory imbalances between dealers. The relative derivative position dues for settlement will accelerate the speed of conveyance in the local inter-bank market like “hot potato”.
Tsai, Yi-Nue, and 蔡益女. "Dynamic Volume-Return Relation on Taipei Foreign Exchange Market and Cosmos Foreign Exchange Market." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/01596169296666599084.
Повний текст джерела國立高雄第一科技大學
金融研究所
102
Using the data of the daily closing price and trading volume of U.S. dollar/New Taiwan dollar exchange rate for the period of May, 1998 through June, 2013, we examine the dynamic volume-return relation on the Taipei foreign exchange market and the Cosmos foreign exchange market. The result shows that speculative trades tend to occur on the period of small change of foreign exchange rate for the two markets. In addition, there are more speculative trades on the Cosmos foreign exchange market than the Taipei foreign exchange market. The evidence indicates that speculator prefer to trade on the Cosmos foreign exchange market than the Taipei foreign exchange market.
chieh, Cheng shou, and 鄭守傑. "Evaluating foreign exchange hedging strategies." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/32961076876041437593.
Повний текст джерела逢甲大學
企業管理學系
88
Foreign exchange plays an important role in the foreign trade. Foreign exchange risks, including transactions exposure, translations exposure and economic exposure, are frequently faced by importers and exporters in their foreign operations. Given these risks, it is obvious that a properly designed and executed foreign exchange hedging strategy can play a significant role in determining the financial success of a firm''s foreign operations. The purpose of this study is to evaluate three foreign exchange hedging strategies for exporters in Australia, Canada, England, Hong Kong, Japan, Singapore and Taiwan. Three possible hedging strategies, including “unhedged strategy”, “selective strategy” and “hedged strategy”, are considered by exporters in this study. The performance of each hedging strategy is evaluated at non-overlapping one-month, two-month, three-month and six-month horizons. Six evaluation criteria, including Mean-Variance (MV), Expected Gain Confidence Limit (EGCL) rule, Geometrical Mean (GM) rule, Stochastic Dominance (SD) rule, Mean-Gini Coefficient (MG) and Extended Mean-Gini Coefficient (EMG), are employed to evaluate different ex-post foreign exchange hedging strategies in this study. The conclusions can be summarized as follow: 1. The results of applying the MV, MG, EMG and EGCL rules to the distribution of forward-rate adjusted returns for three strategies for every horizons are almost shown that the selective strategy and hedged strategy dominate the unhedged strategy for any currency except New Taiwanese dollar. 2. For GM rule, the results show that the selective strategy dominates other strategies for most currency. Only for three- month and six-month horizons for the Japanese yen and for three-month horizon for the Singaporean dollar show that hedged strategy dominates other strategies. For New Taiwanese dollar, unhedged strategy dominates other strategies. 3. Under FSD rule, the findings show that efficient set includes three strategies, except for six-month horizon for the British pound and for two-month horizon for the New Taiwanese dollar. Under SSD rule, the results show that the selective strategy and hedged strategy dominate unhedged strategy except the New Taiwanese dollar. 4. For MV, MG, EMG, SD and EGCL rules, the results show that hedged strategy and unhedged strategy dominate the selective strategy for the two-month and six-month horizons, and no one strategy dominates nor is dominated by another risky strategy or the riskless strategy for the one-month and three-month horizons for New Taiwanese dollar.