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Euro ir JAV dolerio santykis: dinamika, jos priežastys, perspektyvų vertinimas

Zatorskis, Marijus - 2011

Bakalauro baigiamajame darbe nagrinėjamas euro ir JAV dolerio kursas 1999-2011 metais ir jo perspektyvos. Pirmoje … fundamentalioji analizė ir išanalizuoti pagrindiniai makroekonominiai euro zonos ir JAV rodikliai. Nustatyta, kad ilguoju laikotarpiu … regresijos lygtis. Kiti faktoriai, tokie kaip valstybių skolų lygis, palūkanų skirtumai, įtakojo euro-JAV dolerio kursą …

Persistent link: https://www.econbiz.de/10009479209

The behavioral economics of foreign exchange markets - a psychological view on human expectation formation in foreign exchange markets

Schmidt, Robert - 2004

/USD Wechselkurs mit experimentellen Prognosen von Studenten für eine simulierte Zeitreihe verglichen. Die Ergebnisse zeigen, dass sich …

Persistent link: https://www.econbiz.de/10009433679

Two essays on general equilibrium foundation of finance

Siwik, Thomas - 2002

The thesis consists of two essays: "The CAPM -- A General Equilibrium Foundation" and "The Foreign Exchange Rate in Financial Markets".The Capital Asset Pricing Model (CAPM) is one of the most successful models for portfolio selection. The utility functions are assumed to depend positively on...

Persistent link: https://www.econbiz.de/10009452580

Wechselkursspekulation in Währungsbändern

Schallenberger, Frank - 2002

In dieser Arbeit werden die Auswirkungen von spekulativen Attacken auf die Stabilität von Zielzonensystemenn in unterschiedlichen Ansätzen analysiert. Außerdem wird die Wirksamkeit verschiedener Politikoptionen zur Verteidigung eines Systems von Währungsbändern vor solchen Attacken...

Persistent link: https://www.econbiz.de/10009471730

Regulierung internationaler Finanzmärkte durch Transaktionssteuern : die Wirkung einer Tobin-Steuer auf Handelsvolumen und Wechselkursvolatilität

Haberer, Markus - 2006

Untersuchungsziel dieser finanzwissenschaftlichen Arbeit ist die Wirkung einer Tobin-Steuer als spezielle Transaktionssteuer auf das Devisen-Handelsvolumen und die Wechselkursvolatilität. Ausgangspunkt bildet das mikroökonomische Investitionsverhalten der Marktteilnehmer, das wir mit Hilfe von...

Persistent link: https://www.econbiz.de/10009471738

An alternative approach to international finance: China's official reserve accumulation

Deer, Luke Damien - 2010

This thesis seeks to develop an alternative conceptual framework through which to understand international finance. It then applies this framework to the case of China’s recent official foreign exchange accumulation. One view of international financial relations suggests an agendaof...

Persistent link: https://www.econbiz.de/10009480029

Is the USA's Current Account Sustainable?

Bubla, Florian - 2003

The extraordinary height of the U.S. current account deficits in the 90s gave rise to concern, a variety of papers and political recommendationsrevealing the very contrary opinions of economists on the subject.From this alarming evolution, the question of sustainability of such a...

Persistent link: https://www.econbiz.de/10009471805

Two essays on monetary union and international finance

Mahajan, Arvind (contributor); Saving, Thomas (contributor) - 2005

after the introduction of the euro for the EMU countries asopposed to the non-EMU countries. I do not obtain strong evidence … supporting PPP forthe EMU countries since the euro adoption, but the faster mean reversion I observe inthe few EMU countries …) countriesthat adopted the euro, and 3 non-EMU countries] from 1993 to 2002 using a dynamicpanel data model. My main contributions to …

Persistent link: https://www.econbiz.de/10009465029

Exchange rate exposure of U.S. industries

Luangnarumitchai, Jakkapan - 2009

This thesis examines exchange rate exposure of 30 U.S. industries between 1974 and 2008 using traditional and orthogonalized linear models. Similar to the literature, when using traditional linear model we find that exposure is very time dependent and often insignificant. However, we discover...

Persistent link: https://www.econbiz.de/10009475845

Strategic Interactions of Monetary Policymakers and Wage/Price Bargainers: A Review with Implications for the European Common-Currency Area

Franzese, Robert J. - 2001

This paper reviews recent work on macroeconomic management with varying organization of wage/price bargaining and degrees of credible monetary conservatism. The emerging literature synthesizes and extends theory and empirics on central bank independence (CBI) and coordinated wage/price...

Persistent link: https://www.econbiz.de/10009476726