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Pricing Derivatives Under A Gains Tax Regime: New Impacts

Wöster, Christoph - 2006

Three years after the seminal work of Black and Scholes on the pricing of European options, Scholes presented a paper in which the impact of taxation on the value of an option is analyzed. We restart this discussion in a simple binomial setting emphasizing the economic principles of replicating...

Persistent link: https://www.econbiz.de/10009452631

The Role of Exchange Rates in the Intertemporal Risk-Return Relation in International Economies

Bali, Turan G.; Wu, Liuren - 2005

This paper investigates the role of currency denomination in the the intertemporal risk-return relation among G7 countries. Similar to the findings of previous studies, our estimation also shows that the financial markets of the G7 countries are integrated. We obtain significant pricing...

Persistent link: https://www.econbiz.de/10009440704

O EFEITO DAS IMPORTAÇÕES MUNDIAIS SOBRE AS EXPORTAÇÕES DO AGRONEGÓCIO BRASILEIRO – UMA ANÁLISE EMPÍRICA PARA O PERÍODO 2000/2007

Spolador, Humberto Francisco Silva; Barros, Geraldo … - 2008

Ao longo do período 2000/2007 o setor externo do agronegócio brasileiro encontrou uma conjuntura altamente favorável para o aumento de suas exportações, pois se combinou uma situação de forte expansão da economia mundial com elevação dos preços internacionais de commodities. No...

Persistent link: https://www.econbiz.de/10009443161

The Effect of China's RMB Exchange Rate Movement on Its Agricultural Export: A Case Study of Export to Japan

Longjiang, Chen Jr - 2009

This paper attempts to examine the relationship between changes and volatility of China's RMB exchange rates and its … empirical examination. A GARCH (1, 1) model is specified to measure the exchange rate volatility and ADL regression with … depreciation against yen will promote export growth while appreciation hinder export, and exchange rate volatility positively …

Persistent link: https://www.econbiz.de/10009444761

IMPACTS OF EXHCHANGE RATE ON TERMS OF TRADE AND VOLUME OF TRADE

Lee, Young-Jae; Kennedy, P. Lynn - 2009

Direct and indirect effects of exchange rates on foreign and home prices may induce a change in terms of trade and volume of trade. In particular, the price effect in substitutability between foreign and home products and endogeneity of the foreign price provide evidence for the indirect impact...

Persistent link: https://www.econbiz.de/10009445817

The Effects of Public Debt on Labor Demand in the United States

Garcia-Jimenez, Carlos I.; Mishra, Ashok K. - 2010

The relationship between appreciation of the exchange rate and employment is investigated in the period 1980-2008 for the United States. Previous literature has found a negative relationship, studying as channels of transmission the role of exports, substitution of factors of production, terms...

Persistent link: https://www.econbiz.de/10009446520

STRUCTURAL APPROACH TO ANALYZE THE EFFECTS OF EXHCHANGE RATE ON IMPORT DEMAND

Lee, Young-Jae; Kennedy, P. Lynn; Hilbun, Brian M. - 2010

The purpose of this study is to determine the impact the exchange rate has on local pricesand import demand.

Persistent link: https://www.econbiz.de/10009446525

Analisis Pengaruh GDP, Nilai Kurs, dan Suku Bunga Deposito Terhadap Permintaan Obligasi Swasta di Indonesia

Meyliani, Linda - 2011

The main purpose of this research is to analyze the affecting factors of the demand of private bonds in Indonesia. And to calculate the contribution of each variable to the demand of private bonds in Indonesia. The variables that considered affect the demand of private bonds are Gross Domestic...

Persistent link: https://www.econbiz.de/10009464465

Analisis Faktor-Faktor Yang Mempengaruhi Ekspor Karet Alam Sumatera Utara

Situmorang, Merinda - 2011

Economic of a nation depends on another country’s economic. This one is proved with the globalitation causes international trade like export-import. North Sumatra has taken participation in the activity of international trade, it’s to improve economic growth. One of the part that’s...

Persistent link: https://www.econbiz.de/10009464537

Can Parallel Exchange Rates Forecast Commodity Prices?

Roberts, John F - 2009

shifts in current account imbalances and real GDP volatility, while on the micro level, it leads to allocation inefficiencies …

Persistent link: https://www.econbiz.de/10009474968