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Regulation of International Financial Markets by Transactions Taxes: The Effect of the Tobin Tax on Trade Volume und Exchange Rate Volatility
Haberer, Markus - 2006
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
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Exchange Rate Sensitivity of Fresh Tomatoes Imports from Mexico to the United States
Jaramillo-Villanueva, Jose Luis; Sarker, Rakhal - 2009
quantifying the effects of NAFTA, the Mexico-US exchange rate changes and its volatility on the fresh tomato imports into the … United States from Mexico using the maximum likelihood cointegration analysis. The results from the cointegration analysis … show that while changes in exchange rate have a positive effect on trade flows, volatility of the exchange rate has a …
Persistent link: https://www.econbiz.de/10009444825
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Dynamics on real estate and emerging markets
Schätz, Alexander - 2009
While much attention has focused on the modelling of the interdependencies between key aggregates and stock indices in industrialised countries, this thesis is focused on investments in emerging markets and real estate – two research branches that have up to now not been investigated to a...
Persistent link: https://www.econbiz.de/10009450173
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EMU AND FOREST PRODUCTS PRICING AND EUROPE
Hanninen, Riitta; Laaksonen-Craig, Susanna; Toppinen, Anne - 2000
In previous literature, the degree of exchange rate pass-through to importing country’s currency has often been found to be incomplete, which supports the idea of imperfect competition in the forest products markets. In this study, exchange rate pass-through is examined by employing a mark-up...
Persistent link: https://www.econbiz.de/10009444871
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Money-Income Relationships between Three ERM Countries
Choudhry, Taufiq - 2002
tests are conducted by means of the Johansen multivariate cointegration method and the error correction model. Among the ERM …
Persistent link: https://www.econbiz.de/10009445749
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Equity market linkage and multinational trade accords: The case of NAFTA
Darrat, A. F.; Zhong, M. S. - 2005
This paper examines the impact of multinational trade accords on the degree of stock market linkage using NAFTA as a case study. Besides liberalizing trade among the U.S., Canada and Mexico, NAFTA has also sought to strengthen linkage among stock markets of these countries. If successful, this...
Persistent link: https://www.econbiz.de/10009447946
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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
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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
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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
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Output volatility in developing countries
De Hart, Petrus Jacobus - 2008
Over the past few decades, many countries have experienced a marked decline in the volatility of output. However, there … is still a significant difference between developed and developing countries in the level of output volatility. A … proposed explanation for this phenomenon is the impact of economic policies on output volatility in developing countries. The …
Persistent link: https://www.econbiz.de/10009457744