Results 1 to 10 of about 524,782 (308)
Exchange Rates and Fundamentals [PDF]
Journal of Political Economy, 2003 Standard economic models hold that exchange rates are influenced by fundamental variables such as relative money supplies, outputs, inflation rates and interest rates. Nonetheless, it has been well documented that such variables little help predict changes in floating exchange rates -- that is, exchange rates follow a random walk. We show that the data
Charles Engel, Kenneth D. West
openaire +6 more sources
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
openaire +3 more sources
The Impact of Dollarization on the Agricultural and Industrial Sectors in the Egyptian Economy Post the 2011 Revolution [PDF]
MSA-Management Sciences Journal, 2023 This research will shed light on the developments of the exchange rates in Egypt and display its different fluctuations throughout the years from 2011 revolution until 2022, which led to the increase in the prices because of the great dependency on the ...
Amal Soliman +2 more
doaj +1 more source
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
doaj +7 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
openaire +4 more sources
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
doaj +1 more source
Exchange Rates and Wages [PDF]
SSRN Electronic Journal, 2001 Globalization exposes labor markets to international fluctuations. Using Current Population Survey data for the period 1976 through 2000, we show that exchange rate movements influence the wages of U.S. workers across manufacturing and non-manufacturing industries.
Linda S. Goldberg, Joseph Tracy
openaire +3 more sources