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Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect [PDF]
Journal of Monetary Economics, 2002 Abstract This paper explores the hypothesis that high volatility of real and nominal exchange rates may be due to the fact that local currency pricing eliminates the pass-through from changes in exchange rates to consumer prices. Exchange rates may be highly volatile because in a sense they have little effect on macroeconomic variables.
Michael B. Devereux, Charles Engel
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TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
Economic Journal of Emerging Markets, 2011 The aim of this paper is to investigate the statistical relationship between stock prices and exchange rates in ASEAN from 1993–2006. Using Engle-Granger test, it finds that the re-lationship between stock prices and exchange rates is characterized by a ...
Dwipraptono Agus Harjito
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Accounting and Management Journal, 2023 Perubahan perekonomian dari suatu negara dapat mempengaruhi nilai perusahaan, termasuk pada perusahaan sub sektor makanan dan minuman yang terdaftar di BEI.
Dini Murjiani, Mochamad Reza Adiyanto
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Jurnal Aplikasi Manajemen, 2021 The purpose of this study was to determine the effect of technical information on stock returns partially. Risk and return are interrelated. The greater the return, the greater the risk obtained.
Suharyanto Suharyanto, Achmad Zaki
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Evaluating non-linear models on point and interval forecasts: an application with exchange rates
PSL Quarterly Review, 2012 The aim of this paper is to compare the forecasting performance of SETAR and GARCH models against a linear benchmark using historical data for two bilateral dollar exchange rates, namely the Japanese Yen and the British Pound.
Gianna Boero, Emanuela Marrocu
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EXCHANGE RATE PROTECTION AND EXCHANGE RATE CONFLICT
Oxford Economic Papers, 1988 OUR PURPOSE is to investigate in a simple model the consequences of the adoption of "exchange rate protection" by two countries trading with each other. Although very simplified and stylized in the present treatment, we believe that our model can throw light on some questions of practical importance. The present system of exchange rate setting has come
Bliss, Christopher, Joshi, Vijay R
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Exchange-rate policy in eastern Europe and EU integration
PSL Quarterly Review, 2012 The paper examines potential conflicts between rapid EU integration of economies in transition (EiTs) and their pursuing catch-up by focusing on exchange-rate policies.
Jozef M. Van Brabant
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The foreign exchange market interventions of the European Central Bank
PSL Quarterly Review, 2012 We analyze the effectiveness of the foreign exchange market interventions conducted by the European Central Bank (ECB) in the fall of 2000 to support the external stability of the euro.
M. Frenkel, C. Pierdzionc, G. Stadtmann
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Floating exchange rates, reciprocity and trade balance
PSL Quarterly Review, 2013 The basis for reciprocal concessions in the process of multilateral trade liberalisation is firmly established for fixed exchange rate regimes. The move from fixed to flexible exchange rates suggests that commercial policy negotiations and indeed trade ...
J. AHMAD
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Relaxing the international constraints on full employment
PSL Quarterly Review, 2013 A large number of economists seem to have come round in recent years to the view that Keynesian demand management policies do not work under current conditions.
A. BHADURI, E. MATZNER
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