Search Results - subject:"fundamentals"

Investment, alternative measures of fundamentals and revenue indicators

Bayraktar, Nihal - In: International Journal of Revenue Management 3 (2009) 2, pp. 148-178

when investment opportunities are controlled for by two of the recent empirical fundamentals: profitability shocks and the … financial variables in the investment process declines with increasing significance of fundamentals. Another result is that …

Persistent link: https://www.econbiz.de/10005048687

On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think

Christopoulos, Dimitris; León-Ledesma, Miguel A. - School of Economics, University of Kent - 2009

This note revisits the temporal causality between exchange rates and fundamentals put forward by Engel and West (2005 … show that, considering information content beyond one-period ahead, the causal link between exchange rates and fundamentals … is stronger than previously reported. We find Granger-causality running from exchange rates to fundamentals at some …

Persistent link: https://www.econbiz.de/10005061438

Investment, alternative measures of fundamentals and revenue indicators

Bayraktar, Nihal - In: International Journal of Revenue Management 3 (2009) 2, pp. 148-178

Persistent link: https://www.econbiz.de/10008539553

MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006

UZ, Idil; DALAN, Mehrin - In: Applied Econometrics and International Development 9 (2009) 2

This study evaluates the short-run and long-run performance of the monetary model approach of exchange rate determination for the emerging economies like Argentina, Brazil, Taiwan and Turkey. The study is based on whether there is a cointegration relationship between the nominal exchange rate...

Persistent link: https://www.econbiz.de/10008566173

The risk of falling house prices in Italy

Caliman, Tiziana - In: International Review of Economics 56 (2009) 4, pp. 401-423

Persistent link: https://www.econbiz.de/10008467019

The determinants of the euro-dollar exchange rate: synthetic fundamentals and a non-existing currency

Clostermann, Jörg; Schnatz, Bernd - 2000

At the beginning of 1999 the euro was launched as a common currency in 11 European countries. This paper addresses empirically the medium to long-term forces driving the real euro-dollar exchange rate. Constructing a synthetic euro-dollar exchange rate over a period from 1975 to 1998 and...

Persistent link: https://www.econbiz.de/10010295690