Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 565 for “"Exchange Rate"”.
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Exchange rate regime and exchange rate performance: evidence from East Asia
… going on in the international community of exchange rate regime, monetary policy and related core issues in East Asian economies. From different angles and aspects, this thesis contributes to the related literature, and provides fresh theoretical arguments and comprehensive study on the …
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Real Exchange Rate Misalignments
The real exchange rate (RER) misalignment is a key variable in academic and policy circles. Among policy circles, sustained RER overvaluations are observed by authorities for future exchange rate adjustments. In some cases with capital flows pouring into emerging markets, those countries have tried …
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Exchange rate determination in Indonesia
… adopting normative and prescriptive models of exchange rate determination suitable for developed and developing countries. It also develops a new modeling approach for the determination of the exchange rate, which is suitable especially for developing countries, with the Indonesian case study. …
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Exchange rate forecasts and forecasting
… is concerned with forecasting key floating exchange rates. The first half is based on the predictions of almost two hundred forecasters, working in banks, industrial companies, chambers of commerce and specialist forecasting agencies. It demonstrates that individual forecasters interpret …
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Exchange rate misalignment and realignment
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1998.
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Essays on Exchange Rate Pass Through
… understandings of international transmissions of exchange rate shocks. It consists of three chapters. The first chapter extends Corsetti and Dedola (2005) and further allows for competition in retail networks. In the model, there are four types of firms interacting with each other including …
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Three essays on exchange rate determination
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1988.
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Impact of Exchange Rate on Trade Balance
This study examines the relationship between exchange rate changes and trade balances in Tanzania for the period 1970 to 2010. The null hypothesis is that there is no relationship between the exchange rate and trade balances. To avoid spurious regression problems, the data were tested for …
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Aspects of exchange rate determination : empirical evidence
The presence of a risk premium in foreign exchange markets for the floating exchange rate period has been examined by some researchers and the results obtained were not successful. In this thesis, we analyse a number of exchange rate models and assess their empirical performance. Using the data …
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Public News in The Exchange Rate Market
In this thesis, we tackle the question of how newly available public information is absorbed in the FX market. The existing literature uses a standardized news transformation on macroeconomic data before using it in time-series models, due to a link between the transformation and the rational …
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US Financial Expansions and Exchange Rate Determination
… explore how US financial activity influences the exchange rates of foreign nations. Starting off by building on Currency Hierarchy and Minskyan dynamics, I look at how financial cycles generated in the US, the key economy, transmit liquidity towards economies on the periphery. Additionally, I use …
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Microstructure markets, strategy and exchange rate determination.
… of this empirical research is to demonstrate that agents’ strategies are important in the exchange rate determination. This research shows that strategic objectives are heterogeneous particularly when they are related to the expectations with respect to volatility. Trading strategies …
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Exchange rate pessimism in Tanzanian macroeconomic policy
To correct balance of payments disequilibria many developing countries are experiencing, attention is focused on visible trade deficit because capital markets are almost non-existent, capital mobility is strictly controlled and service trade is underdeveloped. Economic theory recommends devaluation …
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Essays on expectations and exchange rate volatility
Thesis. 1980. Ph.D.--Massachusetts Institute of Technology. Dept. of Economics.
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Retail prices and the real exchange rate
… the Purchasing Power Parity relationship, exchange rate pass-throughs and the effect of price shocks on nominal exchange rates. We fit a structural VAR model on exchange rate and relative price data to compute impulse responses for each country. We find evidence of exchange rate …
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Currency crises in the European Exchange Rate Mechanism
… proxies of speculative pressure - an index of exchange market pressure and drift-adjusted realignment expectations. Another contribution of the thesis is the use a modelling methodology based on the Markov regime switching model with time-varying transition probabilities, which overcomes the …
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Essays on Carry Trade and Exchange Rate Forecasting
… the combination of three papers on carry trade strategies and exchange rate forecasting. The rst paper evaluates the performance of carry trade strategies with implied Taylor rule interest rate di erentials and compares their performance statistics to the naive carry trade strategy with actual …
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