Results 31 to 40 of about 687,426 (349)
The Suitable Exchange Rate Regime for the Moroccan Economy
International Journal of Economics and Financial Issues, 2014 This article has the purpose to analyze the relevance of the current exchange rates regime adopted in Morocco, in view of the proposal of a new exchange rate regime. The methodology followed to provide answers to the above questions will be entered in a
Omar Bakkou
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Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models [PDF]
arXiv, 2021 There is broad empirical evidence of regime switching in financial markets. The transition between different market regimes is mirrored in correlation matrices, whose time-varying coefficients usually jump higher in highly volatile regimes, leading to the failure of common diversification methods. In this article, we aim to identify market regimes from
arxiv
Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach [PDF]
arXiv, 2021 This study aims to analyze the impact of the crude oil market on the Toronto Stock Exchange Index (TSX)c based on monthly data from 1970 to 2021 using Markov-switching vector autoregressive (MSI-VAR) model. The results indicate that TSX return contains two regimes, including: positive return (regime 1), when growth rate of stock index is positive; and ...
arxiv
The “real” exchange rate regime in China since 2015′s exchange rate reform
Asia and the Global Economy, 2023 Moving away from a fixed exchange rate in 2005, China has gradually enlarged the band of fluctuations of Renminbi (RMB) and implemented various reforms on its central parity to have a more flexible exchange rate regime.
Jinzhao Chen
doaj
Noise Trading and Exchange Rate Regimes [PDF]
SSRN Electronic Journal, 2002 Both the literature and new empirical evidence show that exchange rate regimes differ primarily by the noisiness of the exchange rate, not be measurable macroeconomic fundamentals. This motivates a theoretical analysis of exchange rate regimes with noise traders.
Olivier Jeanne +3 more
openaire +5 more sources
Searching for an Appropriate Exchange Rate Regime
East Asian Economic Review, 2001 This paper attempts to survey current debates on the choice of exchange rate regime in emerging market economies. The issue of choosing an appropriate exchange rate regime is being actively discussed since the recent Asian crisis.
Yunjong Wang , Doo Yong Yang
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Korean Exchange Rate Regime Change and Its Impact on Inflation in Comparison to Japan and Australia
KDI Journal of Economic Policy, 2006 This paper examines the macroeconomic structural differences of the free floating exchange rate regime and the managed float exchange rate regime focusing on the Korean economy, and compares it to the two benchmark economies, Japan and Australia. Korea's
Lee, Byung-Joo
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Optimal regimes for algorithm-assisted human decision-making [PDF]
arXiv, 2022 We consider optimal regimes for algorithm-assisted human decision-making. Such regimes are decision functions of measured pre-treatment variables and, by leveraging natural treatment values, enjoy a "superoptimality" property whereby they are guaranteed to outperform conventional optimal regimes.
arxiv
Impact Export Diversification on Exchange Rate Regime Choice
JDE (Journal of Developing Economies), 2017 The choice of exchange rate regime is the most relevant decision in the economic world that must be faced by the economic authority until now. Exchange rate regime that is applied by one country become a controversial debate after the Asia’s crisis in ...
Eka Putri Mayangsari +1 more
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Ekonomi, Politika & Finans Araştırmaları Dergisi, 2023 Türkiye has implemented different exchange rate regimes and foreign trade policies throughout its 100-year history. The foreign trade deficit has been a persistent issue since the establishment of the free-market economy and its opening to foreign ...
Atiye Beyhan Akay
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