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How successful is the G7 in managing exchange rates?

Fratzscher, Marcel - Federal Reserve Bank of Dallas - 2009

The paper assesses the extent to which the Group of Seven (G7) has been successful in its management of major currencies since the 1970s. Using an event-study approach, the paper finds evidence that the G7 has been overall effective in moving the U.S. dollar, yen and euro in the intended...

Persistent link: https://www.econbiz.de/10005712534

Are international business cycles different under fixed and flexible exchange rate regimes?

Kouparitsas, Michael A. - In: Economic Perspectives (1998) Q I, pp. 46-64

A major concern surrounding European Monetary Union is that output fluctuations of member countries may become more volatile under a common currency because they will have increased sensitivity to foreign business cycles. This article analyzes the link between exchange rate regimes and the...

Persistent link: https://www.econbiz.de/10005713071

State-dependent pricing, local-currency pricing, and exchange rate pass-through

Landry, Anthony - Federal Reserve Bank of Dallas - 2009

This paper presents a two-country DSGE model with state-dependent pricing as in Dotsey, King, and Wolman (1999) in … time-dependent pricing. In addition, the predictions of the state-dependent pricing model match the business-cycle moments … better than the predictions of the time-dependent pricing model when driven by monetary policy shocks. …

Persistent link: https://www.econbiz.de/10008611002

Endogenous uncertainty: A unified view of market volatility

Kurz, Mordecai - 1997

The purpose of this paper is to provide a non-technical exposition of the main conclusions of the theory of Rational Belief Equilibrium (RBE) for market volatility. It is argued that the theory of Rational Belief Equilibria (RBE) provides a unified paradigm for explaining market volatility by...

Persistent link: https://www.econbiz.de/10011608344

Searching for histogram patterns due to macroscopic fluctuations in financial time series

Van Zyl, Verena Helen - 2007

This study aims to investigate whether the phenomena found by Shnoll et al. when applying histogrampattern analysis techniques to stochastic processes from chemistry and physics are also present infinancial time series, particularly exchange rate and index data. The phenomena are related to...

Persistent link: https://www.econbiz.de/10009442100

The exchange rate effects on different types of foreign direct investment

Kim, Chang Yong - 2010

xii, 132 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.

Persistent link: https://www.econbiz.de/10009447414

Transaction costs in foreign exchange markets as an impediment to intra-SADC trading

Manyadu, Sithembele - 2011

The main goal of this research is to investigate whether foreign exchange transacting costs are an impediment to intra-regional trading within the Southern African Development Community SADC region. The research question posed has been whether foreign exchange trading costs affect the amount of...

Persistent link: https://www.econbiz.de/10009447651

THE RELATIONSHIP BETWEEN EXCHANGE RATE AND CONSTRUCTION COMPANY SHARE PRICES

van Druten, Mark Neil - 2011

Exchange rate fluctuations are believed to affect the value of construction companies with foreign sales and/or operations for various economic reasons. The purpose of this research was to determine the relationship between both the Rand/US Dollar and Rand/Euro exchange rates, and the value of...

Persistent link: https://www.econbiz.de/10009447662

China's Currency: Economic Issues and Options for U.S. Trade Policy

Morrison, Wayne M; Labonte, Marc; Foreign Affairs, Defense - 2006

When the U.S. runs a trade deficit with the Chinese, this requires a capital inflow from China to the United States. This, in turn, lowers U.S. interest rates and increases U.S. investment spending. On the negative side, lower priced goods from China may hurt U.S. industries that compete with...

Persistent link: https://www.econbiz.de/10009475106

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

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