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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …
Persistent link: https://www.econbiz.de/10003861767
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New rates from new weights
Bayoumi, Tamim A.; Yi, Chae-u; Jayanthi, Sarma - 2005
Persistent link: https://www.econbiz.de/10003091338
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New Rates from New Weights
Bayoumi, Tamim - 2008
This paper describes the result and the methodology of updating nominal and real effective exchange rate weights on the basis of trade data over 1999-2001. The underlying framework is an updated version of the IMF's current effective exchange rate calculation, which uses weights largely based on...
Persistent link: https://www.econbiz.de/10012774246
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The Effects of VIX Index, Exchange Rate & Oil Prices on the BIST 100 Index : A Quantile Regression Approach
Tekin, Bilgehan - 2020
study show that BIST index is significantly affected by volatility index in all quantiles. On the other hand, the dollar was … impacted on the BIST index only in high quantiles. The stock market effect of oil prices indicates that there is not an …
Persistent link: https://www.econbiz.de/10012854437
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The Big Mac Index : A Shortcut to Inflation and Exchange Rate Dynamics? Price Tracking and Predictive Properties
San Vicente Portes, Luis - 2014
world due to arbitrage. The popularity and following of the Big Mac Index led us to the following two questions: 1) How … Economist and from the World Bank for 54 countries. The importance of these findings lie on the widespread use of the index and …The Economist magazine has been publishing the Big Mac Index using it as a rule of thumb to determine the over- or …
Persistent link: https://www.econbiz.de/10013055284
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Optimistic and pessimistic economic sentiments and US Dollar exchange rate
Kumari, Sonia; Rajput, Suresh Kumar Oad; Hussain, Rana … - In: International journal of financial engineering 9 (2022) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10014234339
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Macro-economic measures for a globalized world : global growth and inflation
Balk, Bert M.; Rambaldi, Alicia N.; Prasada Rao, D. S. - In: Macroeconomic dynamics 26 (2022) 2, pp. 314-360
Persistent link: https://www.econbiz.de/10013166381
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Real effective exchange rate of rouble and competitiveness of Russian agrarian producers
Maitah, Mansoor; Kuzmenko, Elena; Smutka, Lubos - In: Economies : open access journal 4 (2016) 3, pp. 1-19
Comparative Advantage (RCA) index, Vollrath Revealed Competitiveness index (VRC) and Lafay Trade Specialization index (LFI). The …
Persistent link: https://www.econbiz.de/10011499740
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Singapore's unique monetary policy : how does it work?
Parrado, Eric - 2004
Persistent link: https://www.econbiz.de/10002021648
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Exchange rate index update for Austria shows lower effective appreciation than previously measured
Glauninger, Ursula; Url, Thomas; Vondra, Klaus - In: Monetary policy & the economy : quarterly review of … (2021) 4, pp. 13-41
Persistent link: https://www.econbiz.de/10013198788