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A short-run analysis of exchange rates and international trade with an application to Australia, New Zealand, and Japan
Anson, Jose; Boffa, Mauro; Helble, Matthias - 2014
The information and communication technology (ICT) revolution of the past 3 decades has transformed the world into an integrated marketplace. Today, producers and consumers alike are able to compare the prices of local businesses and worldwide sellers. For an increasing number of tradable goods,...
Persistent link: https://www.econbiz.de/10010336459
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Exchange rate volatility and choice of anchor currency : prospects for a Melanesian currency union
Lahari, Willie - 2011
: Australia, New Zealand, USA and Japan. The main findings showed that both short-term and cyclical exchange rate volatility are … generally lower in a currency union with either Australia or New Zealand. However, the results vary under varying weights and …
Persistent link: https://www.econbiz.de/10009409641
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Economic integration and the foreign exchange
Weber, Enzo (contributor) - 2007
-round integration of two economies. Empirically, such a constellation is found between Australia and New Zealand, whereas diverging … trends in money and interest rates characterise the relation of Australia towards the US. -- Monetary Exchange Rate Model … ; Convergence ; Stationarity ; Australia …
Persistent link: https://www.econbiz.de/10003633997
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Multilateral adjustment and exchange rate dynamics : the case of three commodity currencies
Bailliu, Jeannine N.; Dib, Ali; Kano, Takashi; … - 2007
In this paper, we empirically investigate whether multilateral adjustment to large U.S. external imbalances can help explain movements in the bilateral exchange rates of three commodity currencies---the Australian, Canadian and New Zealand (ACNZ) dollars. To examine the relationship between...
Persistent link: https://www.econbiz.de/10003560532
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Forecasting exchange rates with commodity convenience yields
Beutler, Toni - 2012 - First draft: June 2012, This draft: September 2012
This paper investigates whether commodity convenience yields - the yields that accrue to the holders of physical commodities - can predict the exchange rate of commodity-exporters' currencies. Predictability is a consequence of the fact that i) convenience yields are useful predictors for...
Persistent link: https://www.econbiz.de/10009703006
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The Flows of the Pacific : Asian Foreign Exchange Markets through Tranquility and Turbulence
Rime, Dagfinn - 2013
Using the longest data set on foreign exchange (FX) order flow to date, along with the broadest coverage of currencies to date, we examine the effect of FX order flow on exchange rates across small and large currencies, currencies with floating or fixed regimes, and across both tranquil and...
Persistent link: https://www.econbiz.de/10013082832
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The Impact of Monetary Policy on the Exchange Rate : Evidence from Three Small Open Economies
Zettelmeyer, Jeromin - 2021
interest rates to policy announcements - on the exchange rate in Australia, Canada, and New Zealand during the 1990s. The main …
Persistent link: https://www.econbiz.de/10013317851
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Commodity Currencies and Equity Flows
Chaban, Maxym - 2009
rates of the developed countries where primary commodities are an important share of exports: Australia, Canada and New …
Persistent link: https://www.econbiz.de/10014218178
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Exchange Rate Volatility and Currency Union : Some Theory and New Zealand Evidence
Scrimgeour, Dean - 2002
exchange rate series for the scenarios of currency union with Australia or with the United States from 1985 to 2001. We cannot … the United States or Australia. By contrast, cyclical variability in the New Zealand exchange rate has been greater over … the last sixteen years than it would have been in a currency union with either Australia or the United States …
Persistent link: https://www.econbiz.de/10014112455
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Exchange Rate Fluctuations and the Margins of Exports
Fabling, Richard - 2015
This paper examines the relationship between exchange rate fluctuations and New Zealand export performance. To isolate the impact of the exchange rate, as opposed to contemporaneous (and related) fluctuations in New Zealand's economic performance or overseas market characteristics, we focus on...
Persistent link: https://www.econbiz.de/10013016671