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 27 for “"Foreign exchange rates"”.
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Empirical modelling of high-frequency foreign exchange rates
… a wealth of information available on modelling foreign exchange time series data, however, research studies on modelling and predicting high frequency foreign exchange data is less prominent. Furthermore, there does not appear to be much evidence supporting work on the modelling and prediction …
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The Foreign Exchange Rates and the Multi-National Corporation
… paper is to show the major role which the foreign exchange rates play in international business, and the impact they have on the international operations of the multinational corporation. | With this objective in mind, the topic outline of the present research paper was developed. The …
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Hedging strategies to manage commodity price risk
… gold as an input. Fluctuating gold prices and foreign exchange rates are causing changes in cash flows and affecting the company’s profitability. To reduce these risks, the company can hedge its exposure through the use of derivatives, such as futures contracts, forward contracts, options and …
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Foreign Exchange Rate Transaction Exposure in Emerging Insurance Markets: A Model of the Egyptian Insurance Market.
… they can use to create common hedge(s) to manage foreign exchange risk. This is the first empirical study to focus on the limitations when modelling foreign exchange rate transaction exposure in emerging insurance markets. This work is based on the cash flow methodology proposed by Martin and …
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Essays on financial econometrics : cojump detection and density forecasting
… tests to detect intraday price jumps for ten foreign exchange rates and cojumps for six groups of two dollar exchange rates and one cross exchange rate at the one-minute frequency for five years from 2007 to 2011. We reject the null hypothesis that jumps are independent across rates as there …
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Daily and intradaily stochastic covariance : value at risk estimates for the foreign exchange market
… to both daily and intradaily returns on foreign exchange rates, to obtain performance estimates. These conditional covariances will then be used to calculate value at risk (VaR) forecasts for foreign currency portfolios. Daily and intradaily VaR forecasts will be evaluated and compared.
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Modeling a Two-currency Affine Arbitrage-free Nelson-Siegel Term Structure Model
… (3+1) factor structure model that incorporates the properties of interest rate term structure and foreign exchange rates simultaneously within one arbitrage-free framework by decomposing the pricing kernel into two independent portions: one portion contains three factors that model the …
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The impact of sovereign credit ratings on foreign exchange rate returns in Africa
… the impact of sovereign credit ratings on foreign exchange rate returns for a sample of 27 African countries over the period 2003–2018 to examine the response of the exchange rates around the time of sovereign rating announcements. The data consist of longterm foreign currency sovereign …
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Deep Time: Deep Learning Extensions to Time Series Factor Analysis with Applications to Uncertainty Quantification in Economic and Financial Modeling
… of the proposed methods on high frequency hourly foreign exchange rates, macroeconomic signals, and synthetically generated autoregressive data sets.
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Exchange rate forecasting with an artificial neural network model : can we beat a random walk model?
Developing an understanding of exchange rate movements has long been an extremely important task because an ability to produce accurate forecasts of exchange rates has practical as well as theoretical value. The practical value lies in the ability of good forecasts to provide useful information for …
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Understanding the Role of Foreign Direct Investment in the Economic Development of South Africa
… focus of the study is to explore on the role of Foreign Direct Investment (FDI) in the Economic Development of South Africa. South Africa is a developing country and, just like other developing countries around the world, it requires FDI for its socio-economic and political development. Using the …
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New Evidence on Interest Rate and Foreign Exchange Rate Modeling
… issues of market anomalies in interest rates derivatives and foreign exchange rates. The first essay models the spot exchange rate as a decomposition of permanent and transitory components. Unlike extant analysis, the transitory component could be stationary or explosive. The second …
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The relationship between foreign exchange reserves, Pula exchange rate and inflation in Botswana
This study examines the relationship between foreign exchange reserve, Pula exchange rate and inflation in Botswana over the period 1995-2020. The period covered contains recent data on level of foreign exchange reserves through global events like Covid-19 pandemic in which significant drawdowns in …
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Improved supplier selection and cost management for globalized automotive production
… policy that reduces the supply chain cost of foreign suppliers. Four different aspects of the sourcing decisions process are discussed. The first section is the risk of air freight. Air freight risk is important in the context of the global versus local supplier discussion because it creates a …
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Essays on Exchange Rates and Emerging Markets
This dissertation consists of three essays on exchange rates and international finance with an emphasis on emerging economies. In Chapter 1, I provide empirical evidence that supports the hypothesis that exchange rate based stabilization programs are expansionary during their early phases. I derive …
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An analysis of key macroeconomic variables and underlying basic assumptions contained in loan capital commitments on the financial sustainability of electric power distribution companies (DisCos) in the Nigerian electricity supply industry (NESI) under the Multi-year (MYT) framework
… from macroeconomic variables (consisting of the foreign exchange rates and gas prices) as well as other basic assumptions in the MYT financial modelling through the Auto Regression Distribution Lag (ARDL) approach to regression analysis. The analysis reveals statistically significant connections …
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The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… the empirical evidence on the effect of exchange volatility on private capital inflows in Zambia. The investigation used monthly time series data for the period 1992-2012 relating to exchange rate, gross domestic product, foreign direct investment and foreign portfolio investment. …
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The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… the empirical evidence on the effect of exchange volatility on private capital inflows in Zambia. The investigation used monthly time series data for the period 1992-2012 relating to exchange rate, gross domestic product, foreign direct investment and foreign portfolio investment. …
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