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 87 for “"and exchange rate"”.
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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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Essays on expectations and exchange rate volatility
Thesis. 1980. Ph.D.--Massachusetts Institute of Technology. Dept. of Economics.
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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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Regimes change and exchange rate dynamics : the rand
The rand has since the mid-1980s maintained a long swing of decline that reversed in 2002 for a brief while; resuming the swing shortly thereafter. In contrast to these fairly predictable fluctuations, the rand’s short run movements are increasingly volatile and seemingly unpredictable. Anchored in …
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Essays on Speculative Attacks and Exchange Rate Target Zones
Chapter Three develops a model of exchange rate fluctuations in a target zone with a crawling central parity. The goal is to explain the behavior of exchange rates in target zones when the central parity is allowed to depreciate. The setup is used to show the importance of having a coordinated …
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Optimal hedging under price, quantity and exchange rate uncertainty
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1986.
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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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Oil and exchange rate in Nigeria: a case of Dutch Disease
… on Nigeria. The study assesses the impact of expanding oil revenues on non-oil sectors of the Nigerian economy, taking the agricultural sector as the non-tradable sector.
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Imperfect competition and exchange rate pass-through in the international rice market
… segmentation of the international rice market, and the dominance of US and Thailand within certain market segments, a model of monopolistic price discrimination is developed in this study to examine export price adjustment in response to exchange rate fluctuations. The analysis is based on the …
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The role of financial and exchange rate policies in Indonesia's macroeconomic adjustment
This dissertation deals with Indonesian exchange rate policy, focusing the period from 1978 until 1987 during which Indonesia had a government-managed floating system. Economic policies in the monetary, fiscal, commercial and international payments areas are also discussed as they played important …
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Order flow and exchange rate dynamics in emerging economies: The case of Ghana
… of this thesis is to study customer order flow and its impact on a small open emerging economy in Sub-Saharan Africa. Customer order flow, as a key concept in the microstructure approach to exchange rate, deals with signed transaction volumes between market-makers and their customers. The study …
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The potential for collaboration in hedging multiple commodity price and exchange rate risks
… risks in the process of production, distribution and marketing due to the structure of the firms, market conditions, or some unforeseen circumstances such as natural catastrophe. Instruments have been developed to help firms deal with such risks, and futures contracts are one of the most commonly …
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Interest Groups and Exchange Rate Policy Choice in Brazil and Venezuela: Incorporating the Workers
<p>Why did Brazil and Venezuela choose different exchange rate policies in 2003? Brazilian President Luiz Inácio “Lula” da Silva chose to maintain the managed float established by his predecessor; Venezuelan President Hugo Chávez chose to switch to a fixed exchange rate. Economic explanations …
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Speculation, Capital Mobility, Price Flexibility, Forward Market Intervention and Exchange Rate Variability: A Simulation Approach
… speculation, capital mobility, price flexibility and forward market intervention can dampen fluctuations of spot and forward exchange rates against random disturbances originating in the home country and abroad. The key extension made here is the incorporation of these realistic aspects into the …
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Oil price movements and exchange rate: evidence from selected net oil exporting countries in Africa
This dissertation investigates the long and the short run relationships as well as the causal relationship between oil price movements and exchange rates. The study uses daily data for a 12-year period commencing in January 2007 and December 2018, focuses on four net oil exporting African …
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Firm-level responses to monetary union and exchange rate regime: evidence from Cote D’Ivoire and Ghana
This study investigated the impact of the exchange rate regime as well as monetary union on businesses in West African countries based on two cases: Cote d’Ivoire and Ghana. Explicitly, the main hypothesis covers Ivorian and Ghanaian firms’ responses to monetary union and exchange rate regime. Two …
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