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Year of publication
Subject
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Exchange rate 19,519 Wechselkurs 19,383 Theorie 6,584 Theory 6,564 USA 5,590 United States 5,565 Schätzung 2,958 Estimation 2,940 Volatility 2,896 Volatilität 2,886 Wechselkurspolitik 2,716 Exchange rate policy 2,677 exchange rate 2,583 Purchasing power parity 2,346 Kaufkraftparität 2,326 Geldpolitik 2,041 Monetary policy 2,013 Welt 1,849 World 1,836 US-Dollar 1,624 US dollar 1,603 EU-Staaten 1,447 EU countries 1,439 Devisenmarkt 1,423 Foreign exchange market 1,379 Japan 988 Prognoseverfahren 980 Forecasting model 976 Deutschland 914 Germany 891 Interest rate 890 Zins 878 Cointegration 823 Kointegration 773 Euro 761 Börsenkurs 745 Share price 742 China 729 Inflation 726 ARCH-Modell 719
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Online availability
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Free 5,501 Undetermined 2,257
Type of publication
All
Article 12,155 Book / Working Paper 10,626 Journal 58 Other 17
Type of publication (narrower categories)
All
Article in journal 9,909 Aufsatz in Zeitschrift 9,909 Working Paper 5,029 Graue Literatur 4,969 Non-commercial literature 4,969 Arbeitspapier 4,836 Aufsatz im Buch 1,208 Book section 1,208 Hochschulschrift 558 Thesis 484 Collection of articles of several authors 285 Sammelwerk 285 Konferenzschrift 188 Conference proceedings 126 Bibliografie enthalten 124 Bibliography included 124 Amtsdruckschrift 122 Government document 122 Collection of articles written by one author 119 Sammlung 119 Aufsatzsammlung 73 Article 71 Conference paper 62 Konferenzbeitrag 62 Rezension 55 Dissertation u.a. Prüfungsschriften 54 Statistik 50 Lehrbuch 42 Statistics 41 Systematic review 37 Übersichtsarbeit 37 Commentary 34 Kommentar 34 Mehrbändiges Werk 22 Multi-volume publication 22 Glossar enthalten 16 Glossary included 16 No longer published / No longer aquired 16 Advisory report 10 Bibliografie 10
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Language
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English 18,227 Undetermined 2,319 German 889 Spanish 452 French 388 Italian 119 Portuguese 111 Polish 67 Russian 55 Czech 54 Hungarian 37 Dutch 32 Croatian 31 Norwegian 21 Slovenian 16 Serbian 15 Romanian 12 Swedish 11 Danish 10 Slovak 8 Finnish 6 Indonesian 6 Bulgarian 5 Ukrainian 2 Afrikaans 1 Arabic 1 Modern Greek (1453-) 1 Latvian 1 Albanian 1 Turkish 1
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Author
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Bahmani-Oskooee, Mohsen 158 MacDonald, Ronald 120 De Grauwe, Paul 108 Belke, Ansgar 88 Taylor, Mark P. 86 Cheung, Yin-Wong 82 Chinn, Menzie David 73 Frankel, Jeffrey A. 72 Bénassy-Quéré, Agnès 66 Rose, Andrew 66 McKinnon, Ronald I. 61 Égert, Balázs 61 Caporale, Guglielmo Maria 60 Hsing, Yu 60 Corsetti, Giancarlo 59 Engel, Charles 58 Sarno, Lucio 58 Edwards, Sebastian 55 Eichengreen, Barry 55 Rogoff, Kenneth S. 55 Goldberg, Linda S. 54 Obstfeld, Maurice 53 Schnabl, Gunther 53 Itō, Takatoshi 52 Svensson, Lars E. O. 51 Dornbusch, Rudiger 50 Bacchetta, Philippe 49 Sosvilla-Rivero, Simón 49 Pierdzioch, Christian 48 Stadtmann, Georg 48 Menkhoff, Lukas 46 Mignon, Valérie 45 Aizenman, Joshua 42 Fratzscher, Marcel 41 Kočenda, Evžen 39 Neely, Christopher J. 38 Artus, Patrick 37 Flood, Robert P. 36 Beckmann, Joscha 35 Devereux, Michael B. 35
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Institution
All
International Monetary Fund (IMF) 601 International Monetary Fund 202 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 167 C.E.P.R. Discussion Papers 52 EconWPA 37 Centre d'études prospectives et d'informations internationales (CEPII) 28 Internationaler Währungsfonds / Research Department 23 African Economic Research Consortium 22 Banco de España 22 Institute for International Economic Studies (IIES), Stockholms Universitet 22 East Asian Bureau of Economic Research (EABER) 20 eSocialSciences 18 Institut für Weltwirtschaft 17 Brookings Institution 16 Department of Economics, University of Washington 16 Weiss Center for International Financial Research, Wharton School of Business 16 C.V. Starr Center for Applied Economics, Department of Economics 15 CentER for Economic Research, Universiteit van Tilburg 15 European Central Bank 15 Tilburg University, Center for Economic Research 15 Banca d'Italia 14 CESifo 14 Department of Economics, University of Warwick 13 Federal Reserve System / Board of Governors 13 Internationaler Währungsfonds 13 European University Institute / Department of Economics 12 Department of Economics, School of Arts and Sciences 11 Département de Sciences Économiques, Université de Montréal 11 Ekonomiska forskningsinstitutet <Stockholm> 11 HAL 11 Centre for Economic Policy Research 10 Magyar Nemzeti Bank (MNB) 10 Research Seminar in International Economics, University of Michigan 10 School of Economics, Faculty of Arts and Social Sciences 10 Faculty of Economics, University of Cambridge 9 Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies 9 Federal Reserve Bank of St. Louis 9 Foerder Institute for Economic Research, Eitan Berglas School of Economics 9 Harvard Institute of Economic Research (HIER), Department of Economics 9 Institute of Social Studies (ISS) 9
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 495 Journal of international money and finance 400 IMF Working Papers 386 Discussion paper / Centre for Economic Policy Research 262 IMF working paper 245 Applied economics 228 IMF Staff Country Reports 182 MPRA Paper 166 Journal of international economics 158 CESifo working papers 128 Economic modelling 127 Applied economics letters 116 Economics letters 113 Journal of international financial markets, institutions & money 110 International finance discussion papers 109 Applied financial economics 108 International review of economics & finance : IREF 102 Open economies review 100 International journal of finance & economics : IJFE 86 International journal of economics and financial issues : IJEFI 85 Working paper series / European Central Bank 82 International economic journal 77 International journal of economics and finance 76 Journal of macroeconomics 69 Discussion paper / Tinbergen Institute 67 The North American journal of economics and finance : a journal of financial economics studies 63 European economic review : EER 61 Working paper 61 Journal of banking & finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 60 CEPR Discussion Papers 57 IMF working papers 57 Journal of money, credit and banking : JMCB 57 Europäische Hochschulschriften / 5 56 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 54 The empirical economics letters : a monthly international journal of economics 54 Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel 54 Intereconomics : review of European economic policy 53 Review of international economics 53 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 52
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Source
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ECONIS (ZBW) 19,460 RePEc 2,836 EconStor 269 USB Cologne (EcoSocSci) 227 BASE 59 ArchiDok 5
Showing 1 - 50 of 22,856
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Interest rate volatility of the federal funds rate : response of the Bank Indonesia and its impact on the Indonesian economic stability
Mukhlis, Imam; Hidayah, Isnawati; Retnasih, Nora Ria - In: Journal of central banking theory and practice 9 (2020) 1, pp. 111-133
This research aims to analyse the response of the Bank Indonesia (BI rate) to the Indonesian economic stability. The data analysis is stationarity test, model stability test, lag determination, Structural Vector Autoregression (SVAR), Impulse Response Function (IRF), and Variance Decomposition...
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Testing for complete pass-through of exchange rate without trade barriers
Zhang, Tengfei; Li, Tianxiang; Baležentis, Tomas; … - In: Journal of business economics and management 21 (2020) 2, pp. 543-563
The objective of this paper is to test whether the complete pass-through of exchange rate exists when there are almost no transaction costs and in the environment of competitive market. In general, the literature claims that the pass-through of exchange rate is incomplete due to imperfect...
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Central bank information shocks and exchange rates
Franz, Thorsten - 2020 - This version: February 2020
The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...
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Exchange rate shocks and inflation comovement in the euro area
Leiva-Leon, Danilo; Martínez-Martín, Jaime; Ortega, Eva - 2020
This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries in ation into country-specific (idiosyncratic) and region-wide (common) components. To do so, we propose a exible empirical framework based on dynamic factor models subject to drifting...
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The hedging channel of exchange rate determination
Liao, Gordon; Zhang, Tony - 2020 - This draft: May 2020
Persistent link: https://ebtypo.dmz1.zbw/10012229170
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Exchange rate risk, distribution asymmetry and deviations from purchasing power parity
Arghyrou, Michael Georgiou; Lu, Wenna; Pourpourides, … - 2020
Firstly, we show that domestic prices of net importer countries incorporate a risk premium, driven by higher moments of future nominal exchange rate returns and secondly, using US dollar exchange rates against three currencies of major net exporting countries to the US such as Canada, Japan and...
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Foreign exchange rate uncertainty in Korea
Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184
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Connectedness among Northeast Asian housing markets and business cycles
Lee, Hahn-shik; Lee, Woo Suk - In: East Asian economic review 24 (2020) 2, pp. 185-203
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Currency appreciation, distance to border and price changes : evidence from Swiss retail prices
Foellmi, Reto; Jäggi, Adrian; Schnell, Fabian - 2020
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Dissecting currency momentum
Zhang, Shaojun - 2020
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Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215
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Reactivating the dynamism of MERCOSUR : a monetary approach
Mora, Jose U.; Hurtado, Alberto J.; Zerpta de Hurtado, … - In: Applied econometrics and international development 20 (2020) 1, pp. 81-96
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The effectiveness of currency intervention in a commodity-exporter : evidence from Mongolia
Pontines, Victor; Luvsannyam, Davaajargal; Atarbaatar, … - 2020
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Exchange rate pass through viewed from wholesale price in Indonesia
Isnowati, Sri; Sugiyanto, Fx; Kurnia, Akhmad Syakir; … - In: Montenegrin journal of economics 16 (2020) 3, pp. 137-147
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Real exchange rate overshooting in large depreciations : determinants and consequences
Culiuc, Alexander - 2020
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FX intervention to stabilize or manipulate the exchange rate? : inference from profitability
Sandri, Damiano - 2020
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The effectiveness of currency intervention in a commodtiy-exporter : evidence from Mongolia
Pontines, Victor; Luvsannyam, Davaajargal; Atarbaatar, … - 2020
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Remittances and the Dutch disease phenomenon : evidence from the bounds error correction modelling and a panel space
Ratha, Artatrana; Moghaddam, Masoud - In: Applied economics 52 (2020) 30, pp. 3327-3336
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Exchange rates and insulation in emerging markets
Eichengreen, Barry; Park, Donghyun; Ramayandi, Arief; … - 2020
The insulating properties of flexible exchange rates have long been a highly contentious issue in emerging markets - not least in Asian emerging markets. A number of recent theoretical and empirical studies question whether a trade-off exists between rigid exchange rate regimes and insulation...
Persistent link: https://ebtypo.dmz1.zbw/10012171308
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Firm-to-firm relationships and the pass-through of shocks : theory and evidence
Heise, Sebastian - 2019
Economists have long suspected that firm-to-firm relationships might lower the responsiveness of prices to shocks due to the use of fixed-price contracts. Using transaction-level U.S. import data, I show that the pass-through of exchange rate shocks in fact rises as a relationship grows older....
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The portfolio theory of inflation and policy (in)effectiveness
Bossone, Biagio - 2019
The analysis of open macroeconomies typically assumes (implicitly or explicitly) that resource allocation decisions are taken by domestic agents. The Portfolio Theory of Inflation (PTI) developed in this study assumes that some critical allocation decisions are taken by global investors and...
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Detrended correlation coefficients between exchange rate (in dollars) and stock markets in the world's largest economies
Ferreira, Paulo Jorge Silveira; Silva, Marcus Fernandes da - In: Economies : open access journal 7 (2019) 1/9, pp. 1-11
The purpose of this paper is to verify the long-range correlation between the stock markets of the largest economies in the world and the respective exchange rate with the USD. According to theory, a negative correlation is expected, meaning that an increase in the return of one of the assets...
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Macroeconomic determinants of Islamic banking products in Indonesia
Setyowati, Nur - In: Economies : open access journal 7 (2019) 2/53, pp. 1-15
The purpose of the study was to investigate which factors determine saving and financing in Islamic banks in Indonesia by using Gregory-Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response function. The results disclose the existence of a...
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Conditional dependence between oil prices and exchange rates in BRICS countries : an application of the copula-GARCH model
He, Yijin; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 12 (2019) 2/99, pp. 1-25
We studied the dependence structure between West Texas Intermediate (WTI) oil prices and the exchange rates of BRICS1 countries, using copula models. We used the Normal, Plackett, rotated-Gumbel, and Student's t copulas to measure the constant dependence, and we captured the dynamic dependence...
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Equalizing seasonal time series using artificial neural networks in predicting the Euro-Yuan exchange rate
Vochozka, Marek; Horák, Jakub; Šuleř, Petr - In: Journal of risk and financial management : JRFM 12 (2019) 2/76, pp. 1-17
The exchange rate is one of the most monitored economic variables reflecting the state of the economy in the long run, while affecting it significantly in the short run. However, prediction of the exchange rate is very complicated. In this contribution, for the purposes of predicting the...
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Effects of global oil price on exchange rate, trade balance, and reserves in Nigeria : a frequency domain causality approach
Olayungbo, D. O. - In: Journal of risk and financial management : JRFM 12 (2019) 1/43, pp. 1-14
This study investigated the relative Granger causal effects of oil price on exchange rate, trade balance, and foreign reserve in Nigeria. We used seasonally adjusted quarterly data from 1986Q4 to 2018Q1 to remove predictable changes in the series. Given the non-stationarity of our variables, we...
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Exchange rate and Chinese financial market : variance decomposition under vector autoregression approach
Ahalawat, Shweta; Patro, Archana - In: Cogent economics & finance 7 (2019) 1, pp. 1-14
The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time series i.e. exchange rate and price of stock market in China and also to determine if there is a interrelation between the two. Monthly time series data of 10 years have been taken, from...
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The portfolio theory of inflation (and policy effectiveness)
Bossone, Biagio - 2019
The Portfolio Theory of Inflation (PIT) proposed in this study investigates the role of global financial markets in determining the effectiveness of macroeconomic policy in open and fully financial integrated economies. The PIT adopts a modified version of the portfolio balance approach to...
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The impact of changes in oil price on stock market : evidence from Africa
Kelikume, Ikechukwu; Muritala, Omotayo - In: International journal of management, economics and … 8 (2019) 3, pp. 169-194
This study examined the impact of oil price on African stock markets. Using quarterly data from five selected oil producing countries with stock market presence, from Q1:2010 to Q4:2018, the study deployed dynamic panel analysis technique for a model comprising stock returns, real gross domestic...
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Shadow exchange rates : changing the winds with headwinds and tailwinds
Yoshimori, Masaaki - In: SocioEconomic challenges : SEC 3 (2019) 2, pp. 78-88
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Impact of international liquidity on foreign exchange rate in Nigeria : a comparative crosscheck
Babalola, Abdurrauf - In: Academic journal of economic studies 5 (2019) 3, pp. 105-111
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Exchange rate shocks and inflation comovement in the euro area
Leiva-Leon, Danilo; Ortega, Eva; Martínez-Martín, Jaime - 2019
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Oil prices, exchange rates and interest rates
Kilian, Lutz; Zhou, Xiaoqing - 2019
There has been much interest in the relationship between the price of crude oil, the value of the U.S. dollar, and the U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often attributed to the declining real value of the U.S. dollar as...
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How oil price drops are reflected by imported inflation in Azerbaijan?
Hajiyev, Nazim; Rustamov, Ali - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 182-193
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Do oil shocks matter for inflation rate in Russia : an empirical study of imported inflation hypothesis
Bass, Alexander - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 288-294
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The correlation of exchange rate and inflation and its effect on stock markets : case study on consumer good index Indonesia : 2004-2017
Devia S. S., Vietha - In: Academic journal of economic studies 5 (2019) 2, pp. 32-44
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The impact of exchange rate volatility on exports in Vietnam : a bounds testing approach
Vinh Nguyen Thi Thuy; Duong Trinh Thi Thuy - In: Journal of risk and financial management : JRFM 12 (2019) 1/6, pp. 1-14
This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the first quarter of 2000 to the fourth quarter of 2014. The paper applies the autoregressive distributed lag (ARDL) bounds testing approach to the analysis of level relationships...
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The effect of foreign debt on the economic growth of Nigeria
Omodero, Cordelia Onyinyechi; Alpheaus, Ogechi Eberechi - In: Management dynamics in the knowledge economy 7 (2019) 3/25, pp. 291-306
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Exchange rate, remittances and expenditure of foreign-born households : evidence from Australia
Hasan, Syed; Ratna, Nazmun; Shakur, Shamim - 2019
We examined the impact of the depreciation of the Australian dollar (AU$) during 2013-2015 on the expenditure of households with foreign-born members (HFBMs) in Australia. Employing the difference-in-differences method and 2013-2015 Nielson Homescan Panel Survey data, we found that HFBMs spent...
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Tracing the genesis of contagion in the oil-finance nexus
Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - 2019
A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into discrete typical and extreme conditions. We show how these...
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Housing cycles and exchange rates
Ma, Sai; Zhang, Shaojun - 2019
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The effects of remittances on inflation (CPI and WPI) and exchange rate : a case of Pakistan
Ghauri, Saghir Pervaiz; Ahmed, Rizwan Raheem; … - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 146-165
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Relationship between corruption and capital flight in Kenya : 1998-2018
Mwangi, Mercy; Njuguna, Amos; Achoki, George - In: International Journal of Research in Business and … 8 (2019) 5, pp. 237-250
Persistent link: https://ebtypo.dmz1.zbw/10012146169
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The exchange rate misalignment, volatility and the export performance : evidence from Indonesia
Kusumawardani, Deni; Mubin, M. Khoerul - In: Iranian economic review : journal of University of Tehran 23 (2019) 3, pp. 561-591
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Global value chains and external adjustment : do exchange rates still matter?
Adler, Gustavo; Meleshchuk, Sergii; Osorio Buitron, Carolina - 2019
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Old shocks cast long shadows over the exchange rate
Jón Helgi Egilsson - In: Journal of applied economics 22 (2019) 1, pp. 196-218
We propose a new exchange rate model using IRD time series as the input, and we fit the new model with empirical data for calibration. We assume that exchange rate modeling cannot be based on the response to a single shock but must instead be based on the response to a series of shocks, as...
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The relationship between macro-economic variables and stock exchange prices : a case study in Dhaka stock exchange (DSE) in Bangladesh
Rahman, Md. Mustafizur - In: Financial markets, institutions and risks 3 (2019) 3, pp. 122-130
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Oil price and exchange rate nexus in Nigeria : are there asymmetries
Abubakar, Attahir B. - In: CBN journal of applied statistics 10 (2019) 1, pp. 1-28
This paper examines the dynamics in the relationship between oil price and exchange rate in Nigeria by utilizing monthly data spanning January 1986 to June 2018. It specifically determines asymmetries in the relationship between oil price and exchange rate and the effect of oil price shocks on...
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Is the CFA Franc prone to speculative attacks or a contagion effect : a stochastic-Markov transition analysis for Cameroon
Nkwatoh, Louis Sevitenyi; Cornelius, Kwanga - In: CBN journal of applied statistics 10 (2019) 1, pp. 97-117
The study employs the Markovian processs on annual nominal effective exchange rate of CFA Franc spanning 1975 to 2017 to examine whether the CFA franc is prone to speculative attacks or a contagion effect. The findings reveal that the expected duration for the CFA Franc to be undervalued is...
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Bond risk premia and the exchange rate
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun-song - 2019
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