Search Results

Market Microstructure and the Profitability of Currency Trading,
Carol Osler, in Annual Review of Financial Economics (2012)
Keywords: carry trade, technical analysis, skewness, liquidity

Estimating Real Effective Exchange Rate by Industry in Korea and Panel Unit-Root Tests (in Korean),
Hokyung Bang, in Economic Analysis (Quarterly) (2010)
Keywords: Purchasing power parity, Half-life, Real effective exchange rate, Panel unit-root test

Extracting the Nominal Risk-Free Rate from Stock Returns and the Purchasing Power Parity Hypothesis of the Won-Dollar Exchange Rate (in Korean),
Hyein Shim and Heechae Ko, in Economic Analysis (Quarterly) (2012)
Keywords: Purchasing power parity Hypothesis, 3-factor model, stock returns

Influence of different monetary regimes on financial stability in see countries,
Zoran Grubisic and Perisa Ivanovic, in Journal of Central Banking Theory and Practice (2012)
Keywords: FDI, public debt, credit rating, monetary union, financial stability, macroprudential policy

EXCHANGE RATE EFFECTS ON A SMALL OPEN ECONOMY: EVIDENCE FROM TAIWANESE FIRMS,
Fujen Daniel Hsiao and Lei Han, in The International Journal of Business and Finance Research (2012)
Keywords: Foreign exchange exposure, Residual regression, Exchange rate fluctuations, Firm value

THE DETERMINATION OF THE COSTA RICA COLON/USD EXCHANGE RATE,
Yu Hsing, in The International Journal of Business and Finance Research (2009)

The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing,
P. Sercu, in Review of Business and Economic Literature (2005)
Keywords: Purchasing power parity, general equilibrium, non-traded goods, regression tests, cointegration

Significance of dollar as world currency,
Hrvoje Jošić and Petar Mezga, in Notitia - journal for economic, business and social issues (2015)
Keywords: dollar, world currency, global financial crisis

FOREX - historický vývoj, súčasný stav a perspektívy vývoja najväčšieho finančného trhu súčasnosti,
Jozef Portašík, in Medzinarodne vztahy (Journal of International Relations) (2011)
Keywords: Forex, medzinárodný menový trh, pákový efekt, voľný menový trh, Banka pre medzinárodné platby, Special Drawing Rights

Global Macroeconomic Announcements and Foreign Exchange Implied Volatility,
Muhammad Ishfaq, Zhang Bi Qiong and Syed Mehmood Raza Shah, in International Journal of Economics and Financial Issues (2017)
Keywords: Implied Volatility, Macroeconomic Announcements, Foreign Exchange

Exchange Rate - a Tool to Influence Economic Life,
Bucur Ion, Dusmanescu Dorel and Bucur Cristian, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: exchange rate, supply and demand relationship, economic stability, balance of payments

Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil,
Inez Sílvia Batista Castro and José Carlos de Lacerda Leite, from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2003)
Keywords: Balance of Payments Crisis, Causes of Speculative Attacks, Brazilian Economy in the 90’s, Exchange Rate Devaluation, Drift adjustment method.

Impact of Foreign Exchange Risk on International Portfolios,
Andrei Tudor Stancu, in Romanian Economic Journal (2010)
Keywords: currency risk, value-at-risk, Cornish-Fisher approximation, EWMA, component VaR, future contracts

CHANGES IN EXCHANGE RATE REGIMES,
Carmen SANDU (toderascu), in SEA - Practical Application of Science (2014)
Keywords: Exchange rate, Central bank, International monetary fund, Foreign exchange market, European monetary system

MANAGING CURRENCY RISKINTERMSOF FLOATINGRATES,
Carmen SANDU (toderascu) and Laurentiu Droj, in SEA - Practical Application of Science (2014)
Keywords: Currency, Currency risk, Importers, Exporters, Appreciation, Depreciation

Foreign exchange intervention (Pro and contra): pro - the ECB should intervene to support the Euro,
Niels Thygesen, in CESifo Forum (2000)
Keywords: Wechselkurspolitik, EU-Staaten, Exchange rate policy, EU countries

THE BITCOIN PROJECT AND THE FREE MARKET,
Mihaela Iavorschi, in CES Working Papers (2013)
Keywords: bitcoin, crypto-currency, free market Romania

Is the Forward Exchange rate Premia Stationary?,
H. Kawakatsu and M. Morey, from California Irvine - School of Social Sciences (1995)
Keywords: EXCHANGE RATE;FINANCIAL POLICY

Constanţa County Exports in the Last 10 Years,
Dobre Ioana Claudia, in Ovidius University Annals, Economic Sciences Series (2022)
Keywords: exports, Constanţa, international trade

Inflation, Foreign Exchange Rate and Translation Exposure,
Jaroslava Durčáková, in Český finanční a účetní časopis (2008)
Keywords: Translation Exposure, Inflation, Foreign Exchange Rate, Translační devizová expozice, Inflace, Devizový kurs

Exchange Rate Policy in Context of Financial Markets' Instability,
Jaroslava Durčáková and Tomáš Kunz, in Český finanční a účetní časopis (2012)
Keywords: Exchange rate policy, Foreign exchange market, Balance of payment, Kurzová politika, Národní devizový trh, Platební bilance

BRICS: Exchange Rate policy in Context of Internal and External Equilibrium,
Jaroslava Durčáková and Ondřej Šíma, in Český finanční a účetní časopis (2013)
Keywords: Brazil, Exchange rate policy, Balance of payments, Brazílie, kurzová politika, platební bilance

La faiblesse de l'euro. Une explication monétaire,
Eric Girardin and Virginie Boinet, in Revue économique (2001)

Foreign exchange intervention (Pro and contra): contra - there's no point in intervention to support the Euro,
Adam Posen, in CESifo Forum (2000)
Keywords: Wechselkurspolitik, EU-Staaten, Exchange rate policy, EU countries

Reálný mìnový kurz: hledání jeho rovnovážné hodnoty (Real Exchange Rate: The Search for an Equilibrium),
Martin Èihák, in Czech Journal of Economics and Finance (Finance a uver) (1999)
Keywords: makroekonomie, mìnový kurz

Romanian exports resilience at county level,
Artur-Emilian Simion, in Eco-Economics Review (2016)
Keywords: county exports, imports and trade balance, resilience on exports

Random walks and half-lives in Chilean and Mexican peso real exchange rates: 1980-2003,
Andre Mollick, in Journal of Applied Economics (2007)
Keywords: ARMA models, half-lives, random walks, real exchange rates, unit roots

IMPACT OF EXCHANGE RATE ON ECONOMIC GROWTH IN NIGERIA (1981-2016): AN ARDL APPROACH,
Sakiru Oladele Akinbode, Oladapo Fapetu, Jayeola Olabisi and Olutunji Timothy Ojo, in Contemporary Economy Journal (2019)
Keywords: exchange rate, economic growth, Nigeria

Crisis and Volatility in Asian Versus Latin American Real Exchange Rates,
Andre Mollick, in Economie Internationale (2009)
Keywords: Currency crisis; half-lives; PPP; real exchange rates; volatility

Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century,
Marc Flandreau and Nathan Sussman, from C.E.P.R. Discussion Papers (2004)
Keywords: N32; Original sin; Exchange clauses; Sovereign debt; Key currencies

Exchange Rate Regime Choice under Hyperinflationary Conditions in a Post-War Situation: The Case of Iraq,
Imad A. Moosa, in Economia Internazionale / International Economics (2004)

Il contestuale verificarsi di crisi bancarie e di crisi valutarie: il caso del Messico (1994) e quello dei Paesi del Sud Est asiatico (1997),
Elena Seghezza, in Economia Internazionale / International Economics (1998)

Exchange Rate Movements and the Trade Balance Deficit: A Multivariate Cointegration Analysis,
John M. Paleologos and Spyros E. Georgantelis, in Economia Internazionale / International Economics (1997)

On Single- and Multi-Market Unbiasedness of F o rw a rd Exchange Rates: Some Evidence from Four Asian Countries,
Razzaque H. Bhatti, in Journal of Economic Integration (1997)
Keywords: Multi-Market; Unbiasedness;

An Empirical Investigation on the Relationship between Onshore and Offshore Indian Rupee Market,
Udit Kumar and Gautam Jain, in Journal of Quantitative Methods (2018)
Keywords: exchange rate; spot market; forward market; causality; structural breaks

Consistency and Exchange Rate Expectations,
Swarna D. Dutt, in Indian Economic Review (1996)

An Exchange Market Pressure Model for India,
Priya Mathur, in Indian Economic Review (1999)

MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006,
Idil Uz Akdogan and Mehrin Dalan, in Applied Econometrics and International Development (2009)
Keywords: Exchange rates, monetary fundamentals, cointegration, panel analysis

The Dollar - Unsafe Haven,
Agnès Benassy-Quere, in La Lettre du CEPII (2009)
Keywords: DOLLAR;EXCHANGE RATE

Euro/dollar: Every Body Can Make Mistakes,
Agnès Benassy-Quere, in La Lettre du CEPII (2002)
Keywords: Euro;Dollar;Key currencies;Foreign exchange markets;Forecasting

Exchange Rate Volatility and Trade Flows of Pakistan with Major Trading Partners: Is There an Asymmetric Third-Country Effect?,
Parveen Akhtar, Sana Ullah, Muhammad Tariq Majeed and Ahmed Usman, in Journal of International Commerce, Economics and Policy (JICEP) (2022)
Keywords: Trade flows, exchange rate volatility, NARDL, Pakistan

Implementation of the European Monetary Union and Its Sustainability, 1999-2002: Recommendations from a Dynamic Game,
Maria Aguirre, in Journal of Economic Integration (2000)
Keywords: European Monetary Union; EU; Economic integration

Some Notes on Overshooting,
Stefan Homburg, in EconStor Open Access Articles and Book Chapters (1989)
Keywords: Exchange Rate, Overshooting

EMPIRICAL VERIFICATION OF THE PURCHASING POWER PARITY,
Jakub Wisniewski, in Oeconomia Copernicana (2012)
Keywords: purchasing power parity, real exchange rate, stationarity, cointegration

UNCOVERED INTEREST RATE PARITY ON THE JAPANESE YEN EXCHANGE RATE MARKET,
Katarzyna Czech, in Oeconomia Copernicana (2012)
Keywords: uncovered interest rate parity, exchange rate market, Japanese yen, currency speculation strategy „carry trade”

Ability of the New EU Member States to Fulfill the Exchange Rate Stability Convergence Criterion,
Daniel Stavarek, from University Library of Munich, Germany (2006)
Keywords: exchange rates; rate of return; volatility; ERM II; exchange rate stability criterion; new EU Member States

The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey,
C. Emre Alper, Oya Ardic and Salih Fendoglu, from University Library of Munich, Germany (2007)
Keywords: Uncovered Interest Parity; Forward Premium Bias; Emerging Markets

ERKEN UYARI SISTEMLERÝ YOLUYLA TURKIYE’DEKI EKONOMIK KRIZLERIN ANALIZI,
Prof.Dr. Cevat Gerni, Doc.Dr. O. Selcuk Emsen and Dr. M. Kemal Deger, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: Economic crises, Currency-balance of payment crises, Financial-banking crises, Early warning systems, exchange rate pressure index, Turkish economy, Logit model, Probit model

International Parities and Exchange Rate Determination,
Yan Zhao, from University Library of Munich, Germany (2005)
Keywords: Exchange rate; PPP; UIP

Understanding the behavioral equilibrium exchange rate model via its application to the valuation of Chinese renminbi,
Zhibai Zhang, from University Library of Munich, Germany (2010)
Keywords: Behavioral equilibrium exchange rate; Chinese renminbi

RMB Undervaluation and Appreciation,
Zhang Zhibai, from University Library of Munich, Germany (2012)
Keywords: Chinese renminbi; Real exchange rate; Penn effect; Undervaluation; Appreciation

A New Assessment of the Chinese RMB Exchange Rate,
Zhibai Zhang and Langnan Chen, from University Library of Munich, Germany (2013)
Keywords: Chinese RMB, Misalignment, Ratio model, Penn effect, Behavioral equilibrium exchange rate

Analýza volatility devizových kurzů vybraných ekonomik,
Radek Bednarik, from University Library of Munich, Germany (2008)
Keywords: exchange, rate, volatility, ARCH, GARCH

Does currency substitution affect exchange rate uncertainty? the case of Turkey,
Levent Korap, from University Library of Munich, Germany (2007)
Keywords: Exchange rate ; dollarization ; currency substitution ; inflation ; exponential GARCH models ; conditional variance ; leverage effect ; Turkish economy ;

Exchange Rate Policy under Floating Regime in Bangladesh: An Assessment and Strategic Policy Options,
Monzur Hossain and Mansur Ahmed, from University Library of Munich, Germany (2009)
Keywords: Exchange Rate, Floating Regime, Bangladesh

Analyzing CBRT's FOREX interventions using EGARCH (2001-2006),
Levent Korap, from University Library of Munich, Germany (2007)
Keywords: Foreign Exchange Market ; Intervention ; EGARCH Models ; Turkish Economy ;

Managing India's Foreign Exchange Reserve: A preliminary exploration of issues and options,
Julien Chaisse, Debashis Chakraborty and Jaydeep Mukherjee, from University Library of Munich, Germany (2010)
Keywords: Foreign Exchange

From fixed to flexible exchange rates: the case of india,
Ranajoy Bhattacharyya, from University Library of Munich, Germany (2011)
Keywords: Exchange rate; Liberalization; India

Exchange Rate Management under Uncertainty,
Jagdeep S. Bhandari, from The MIT Press (1987)
Keywords: exchange rates, uncertainty

DO DOMESTIC CURRENCIES DEPRECIATION WORSEN THE DEFICIT OF TRADE BALANCE? EVIDENCE IN CENTRAL EAST EUROPEAN COUNTRIES,
Yusmar Ardh Hidayat, in Annals of Faculty of Economics (2019)
Keywords: Depreciation; Appreciation; Export-Import; Trade Balance

The Causes of Asian Currency Crises,
Christopher Kirrane, from University Library of Munich, Germany (2018)
Keywords: Currency crises

The Monetary Model of CIP Deviations,
Oyakhilome Ibhagui, from University Library of Munich, Germany (2018)
Keywords: Monetary fundamentals, covered interest rate parity, cross-currency basis swap spreads

The French Franc and European Monetary Crisis,
Marcel Didier, from University Library of Munich, Germany (2004)
Keywords: Currency crises

Factors effecting exchange rate: a case of pakistan,
Imran Khan, from University Library of Munich, Germany (2016)
Keywords: Current Account, Exchange rate, Exports, Imports, Inflation, Interest rate

The Implication of Exchange Rate Volatility on Nigeria’s External Reserves: 1980-2020,
Garbobiya Tuwe Soro and Osman Nuri Aras, from University Library of Munich, Germany (2021)
Keywords: Exchange Rate, External Reserves, Non-Linear Autoregressive Distributed Lag Model, Nigeria.

Price Indices and Nonlinear Mean-Reversion of Real Exchange Rates,
Jyh-Lin Wu and Pei-Fen Chen, in Southern Economic Journal (2006)

FEER: RELEVANT LITERATURE AND EMPIRICAL LITERATURE,
Elena Pelinescu, in Journal for Economic Forecasting (2003)
Keywords: open macroeconomics, exchange rates, equilibrium exchange rates, FEER

Motivations for Foreign Exchange Intervention in Developed and Underdeveloped Capital Markets: Empirical Evidence from Croatia and Japan,
Gunther Schnabl, in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2011)
Keywords: foreign exchange intervention, target zones, underdeveloped capital markets, reactions functions

The Financial Trilemma and Macroeconomic Instability: Empirical Evidence from Kenya,
Lucas K. Njoroge, in American Journal of Trade and Policy (2015)
Keywords: Financial Trilemma; Openness; Macroeconomic Instability; Kenya

Tipo de cambio real en Bolivia:equilibrio y desalineamientos,
Sergio Cerezo Aguirre and Denise Salazar Gómez, in Revista Latinoamericana de Desarrollo Economico (2012)
Keywords: Tipo de cambio real de equilibrio; Bolivia

EFFECT OF FOREIGN EXCHANGE RATE FLUCTUATIONS ON NIGERIAN ECONOMY,
Lawrence Olisaemeka Ufoeze, in Annals of Spiru Haret University, Economic Series (2018)
Keywords: exchange rate fluctuation; inflation; money supply; oil revenue; gross domestic product

Riesgo cambiario y riesgo tasa de interés en la banda de flotación,
Umberto Della Mea, from Banco Central del Uruguay (1996)

Exploring Asymmetric Linkages and Volatility Transmission between Stock Market and Foreign Exchange (FOREX),
Ghulam Mustafa, Ather Azeem and Nadeem Ayub Bhutta, in Audit and Accounting Review (2023)
Keywords: asymmetric linkages; BEKK-GARCH; E-GARCH; Foreign Exchange Market (FOREX); volatility transmission

Purchasing Power Parity in the Euro Area: Evidence from Structural Break LM Test,
Seher Suluk and Kemaletttin Tanr Seven, in International Journal of Economics and Financial Issues (2018)
Keywords: Purchasing Power Parity, Real Exchange Rate, EU Member Countries, Unit Root Test

Real Exchange Rate Variations, Nontraded Goods and Disaggregated CPI Data,
Hernandez Vega Marco A., from Banco de México (2012)

The Volatility of Australia's Exchange Rate: A Synthesis,
Louise Dwyer, Duc-Tho Nguyen and Suri Rajapakse, in Economic Analysis and Policy (1996)
Keywords: Exchange Rates

An Empirical Analysis of the Determinants of Passenger Rail Demand in Melbourne, Australia,
Albert Wijeweera and Michael Charles, in Economic Analysis and Policy (2013)
Keywords: Rail Demand Elasticity, Cointegration Method

Persistent, Nonfundamental Exchange Rate Fluctuations,
Irasema Alonso, in Review of Economic Dynamics (2004)

Multilateral exchange rates: A multivariate regression framework,
Michael Kunkler, in Journal of Economics and Business (2023)
Keywords: Multilateral exchange rates;

The Chinese renminbi's co-movement with the US dollar: Addressing the numéraire issue,
Michael Kunkler, in Finance Research Letters (2021)
Keywords: Foreign; Exchange; Rates;

A lesson from the four recent large public Japanese FX interventions,
Yoshihiro Kitamura, in Journal of the Japanese and International Economies (2020)
Keywords: Foreign exchange intervention; Pulse and step functions; Realized volatility;

Heteroskedastic Exchange Rates and Time-Varying Optimal Intervention Rules,
Diana Weymark, in Canadian Journal of Economics (1999)

A stable aggregate currency revisited: Highlighting some fundamental issues,
Michael Kunkler, in Economics Letters (2023)
Keywords: Exchange rates; Stable aggregate currency;

The new SNB exchange rate index,
Robert Müller, from Swiss National Bank (2017)
Keywords: Effective exchange rate index, weighting schemes, chained index

Presión en el mercado cambiario para el caso venezolano (1984-2003),
Luis Pedauga and Carlos Noguera, from University Library of Munich, Germany (2006)
Keywords: Presión en el mercado cambiario, intervención en el mercado cambiario, determinantes monetarios, Análisis de Componentes Principales y Análisis de Regresión con retardos distribuidos

Why Canada Needs a Flexible Exchange Rate,
John Murray, from Bank of Canada (1999)
Keywords: Exchange rates

Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis,
Ramdane Djoudad and David Tessier, from Bank of Canada (2000)
Keywords: Exchange rates

The Sources of Real Exchange Rate Fluctuations in India,
Tomoe Moore and Eric Pentecost, in Indian Economic Review (2006)
Keywords: Structural VAR model; the real exchange rate, permanent and transitory shocks, India

Ist Chinas Honigmond mit dem Dollar vorbei?,
Faxin Teng, from University Library of Munich, Germany (2009)
Keywords: China; Dollar; foreign exchange reserves;

The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique,
Javed Iqbal, Fatima Mahmood, Misbah Nosheen and Mark Wohar, in Economic Analysis and Policy (2023)
Keywords: Misalignment; Asymmetric; Nonlinear ARDL; Exchange rate; Economic growth;