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A Survey on the Determination of Nominal Exchange Rate for USD vis-à-vis INR

Pillin, Punit - 2018

In this paper, I have investigated the out of sample forecast performance for a case study on the determination of the nominal exchange rate for USD vis-à-vis IN¬R under VEC, VAR (in first difference) and Bayesian VAR specification with the help of set of economic theories. The forecast...

Persistent link: https://www.econbiz.de/10012910274

The monetary exchange rate model as a long-run phenomenon

Groen, Jan J. J. - 1998

residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

Persistent link: https://www.econbiz.de/10011299983

Effective exchange rates, current accounts and global imbalances : conference paper

Beckmann, Joscha; Czudaj, Robert - 2014

the causality mainly runs from effective exchange rates to current accounts and occurs through valuation e ects. However …

Persistent link: https://www.econbiz.de/10010483886

The recent effects of exchange rate on international trade

Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689

Persistent link: https://www.econbiz.de/10011780227

Cointegration test of oil price and us dollar exchange rates for some oil dependent economies

Mensah, Lord; Obi, Pat; Bokpin, Godfred A. - In: Research in international business and finance 42 (2017), pp. 304-311

Persistent link: https://www.econbiz.de/10011750235

Are Currencies Coordinating? The Coupling-Decoupling Behavior of Won-Dollar and Yen-Dollar Exchange Rates

Kim, Jae-Young - 2012

This paper studies dynamic relation, namely, two currencies of Korean won and Japanese yen, before and after the East Asian financial crisis of the late 1990s. We conjecture that there exists a long-run relation between won and yen, which is characterized by a band-reverting-type dynamic...

Persistent link: https://www.econbiz.de/10013097345

Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons

Zhang, Hui Jun - 2015

countries (Canada, Australia, Norway, Chile), over the period 1986-2015. To go beyond pure significance tests of Granger non-causality … and provide a relatively complete picture of the links, measures of the strength of causality for different horizons and … conditions and short-term interest rates) causality measures are considered, and allowance for “dollar effects” is made by …

Persistent link: https://www.econbiz.de/10013034533

Chapter 10. External Adjustment, Global Imbalances, Valuation Effects

Gourinchas, Pierre-Olivier; Rey, Hélène - In: Handbook of international economics : Volume 4, (pp. 585-645). 2014

We provide an overview of the recent developments of the literature on the determinants of long-term capital flows, global imbalances, and valuation effects. We present the main stylized facts of the new international financial landscape in which external balance sheets of countries have grown...

Persistent link: https://www.econbiz.de/10014025376

Integration of Financial Markets and National Price Levels : The Role of Exchange Rate Volatility

Hoffmann, Mathias - 2016

How does international financial integration affect national price levels? To analyze this question, this paper formulates a two-country open economy sticky-price model under either segmented or complete asset markets. It is shown that the effect of financial integration, i.e. moving from...

Persistent link: https://www.econbiz.de/10012991245

Foreign exchange fixings and returns around the clock

Krohn, Ingomar; Mueller, Philippe; Whelan, Paul - 2021 - Last updated: October 6, 2021

We document that intraday currency returns display systematic reversals around the major benchmark fixings, characterized by an appreciation of the U.S. dollar pre-fix and a depreciation post-fix. We propose an explanation based on constrained intermediation by foreign exchange dealers....

Persistent link: https://www.econbiz.de/10012650198

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