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The relationship between exchange rates and International Trade: A review of economic literature
Auboin, Marc; Ruta, Michel - 2011
effect depends on a number of factors, including the existence of hedging instruments, the structure of production (e.g. the …
Persistent link: https://www.econbiz.de/10010326777
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The relationship between exchange rates and International Trade : a review of economic literature
Auboin, Marc; Ruta, Michele - 2011 - Manuscript date: October 2011
effect depends on a number of factors, including the existence of hedging instruments, the structure of production (e.g. the …
Persistent link: https://www.econbiz.de/10009376106
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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, Chia-Lin - 2009
Both domestic and international tourism are a major source of service export receipts for many countries worldwide, and is also increasingly important in Taiwan. One of the three leading tourism source countries for Taiwan is the Republic of Korea, which is a source of short haul tourism. Daily...
Persistent link: https://www.econbiz.de/10013154681
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Unexpected Currency Volatility and Global Technological Innovation Activities
Hsu, Po-Hsuan - 2020
currency derivatives to hedge effectively mitigates the impact of FX uncertainty. We show that the negative FX uncertainty …
Persistent link: https://www.econbiz.de/10012838507
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Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin - 2010
Tourism is a major source of service receipts for many countries, including Taiwan. The two leading tourism countries for Taiwan, comprising a high proportion of world tourist arrivals to Taiwan, are Japan and USA, which are sources of short and long haul tourism, respectively. As it is well...
Persistent link: https://www.econbiz.de/10013147805
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Large sigma events in the European FX markets : stylised facts from 273 years of quarterly data
Abildgren, Kim - 2013
We offer a closer look at the frequency distribution of nominal price changes in the foreign exchange markets for a sample of 10 European exchange-rate pairs on the basis of a unique quarterly data set spanning 273 years. Our analysis clearly illustrates the risk of seriously underestimating the...
Persistent link: https://www.econbiz.de/10009743815
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Modelling Australian dollar volatility at multiple horizons with high-frequency data
Long Hai Vo; Duc Hong Vo - In: Risks : open access journal 8 (2020) 3/89, pp. 1-16
Long-range dependency of the volatility of exchange-rate time series plays a crucial role in the evaluation of exchange-rate risks, in particular for the commodity currencies. The Australian dollar is currently holding the fifth rank in the global top 10 most frequently traded currencies. The...
Persistent link: https://www.econbiz.de/10012293280
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Is foreign exchange intervention through derivative instruments effective? : an analysis of the Peruvian case
Abanto Salcedo, Flavio - 2024
This paper presents an empirical analysis of the effectiveness of foreign exchange (FX) intervention in Peru, with emphasis on the intervention carried out through derivative instruments. I use two different but related approaches to estimate the impact of these kind of interventions between...
Persistent link: https://www.econbiz.de/10015053909
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Exchange Rate Dynamics and Forex Hedging Strategies
Dash, Mihir - 2009
The present study has extended the analysis of Dash et al (2008) in comparing the performance of different hedging …. Based on the results of the simulation of this model, the hedging strategies which yielded highest returns and lowest …
Persistent link: https://www.econbiz.de/10013159315
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Exchange Rate Dynamics and Forex Hedging Strategies
Dash, Mihir - 2014
/or individual that has exposure to foreign exchange rate risk will have specific foreign exchange hedging needs; on the other hand …, the effectiveness of different hedging techniques depends on the specific purposes they serve.The present study extends … the analysis of Dash et al. (2008) in comparing the performance of four different Forex hedging strategies, approaching …
Persistent link: https://www.econbiz.de/10013057834