emerging market exchange rates
Oil prices and emerging market exchange rates
... dollar exchange rate using daily data for the period of 2000-2006 via GARCH and EGARCH ...and emerging markets stock ...prices, exchange rates and emerging markets stock prices via SVAR ...
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The Dynamic Linkages between Stock Market and Foreign Exchange Market: Evidence from an Emerging Market
... RS/$ exchange rate and Indian stock market included five composite indices and five spectral indices and had a significant correlation with the movement of stock ...the exchange rate to the stock ...
10
Oil prices, exchange rates and emerging stock markets
... Shocks or unexpected price hikes originating from the oil market have been captured in different ways. 4 Hamilton (2003) defines an oil price shock as a net oil price increase, which is the log change in the ...
40
External Balance Sheets as Countercyclical Crisis Buffers
... many emerging market countries are distinguished by their holdings of assets primarily in the form of foreign debt and foreign exchange reserves, while their liabilities are predominantly equity, ...
47
Essays on exchange rate determination and international capital flows in emerging economies
... foreign exchange market in ...floating exchange rate ...bilateral exchange rate to monetary policy decisions adopted in Chile is lower than the response found to the monetary policy in the ...
195
The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies
... representing emerging markets in ...includes exchange rate of Swiss franc (CHF) to US dollar, exchange rate of Polish złoty (PLN) to US dollar and stock returns 11 of Dow Jones Industrial Average ...
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Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets
... of market betas and exchange rate exposure on stock returns in the fol- lowing month (Fama-MacBeth, 1973) for emerging market and developed market ...firms. Market betas and ...
46
AN EMPIRICAL STUDY OF RELATION BETWEEN INDIAN STOCK MARKET AND INFLATION, INTEREST RATES AND EXCHANGE RATES
... the emerging Indian stock market by testing for the nonlinear dependence using a large disaggregated daily data from the Indian stock ...Indian market do not conform to a random ...stock ...
9
AN ANALYTICAL INSIGHT INTO THE EFFECTS OF CHANGES IN SELECTED BROAD BASED STOCK MARKET INDICES OF THE WORLD, FOREIGN EXCHANGE RATES AND INTERNATIONAL PRICES OF GOLD & CRUDE PETROLEUM ON CNX NIFTY
... Stock Market. Three Asian stock market indices ...stock market indices ...stock market indices to cover, Asia, Europe and South America as well as the emerging economies of the ...stock ...
12
Exchange rates, prices and international trade in a model of endogenous market structure
... Naturally, some assumptions need to be made concerning the relative posi- tion of new entrants. In our model, a bidding game precedes the actual entry stage. Potential entrants engage in a bidding game with each of the ...
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Valuation of Government Bonds: the Exchange Rate Is an Important Aspect
... (i.e., exchange rate ...The exchange risk is associated with random changes in currency values and changes in the asset returns of investors with different home ...
6
Stock market volatility and exchange rates: MGARCH DCC and wavelet approaches
... stock market volatility and exchange rate by using daily data from 2007 to 2015 in ...foreign exchange markets can be divided in two directions which are the international trading effect and the ...
26
Oil Prices Influence on Stock Market in Srilanka
... rate, exchange rate and other macroeconomic variables and stock market in ...country, exchange rate and stock market indices are modeled into a linear regression ...of exchange rate and ...
7
pdf version (103kb)
... the exchange rate channel in monetary policy transmission and that unjustified appreciation in the real effective exchange rate – driven perhaps by global financial market conditions – can cause a ...
5
Stock price reaction to earnings announcement: the case of an emerging market
... For this study we employ the sample of non financial firms which are listed on the Karachi Stock Exchange. Initially we considered the quarterly announcement for all the listed firms. However for many firms ...
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The exchange rate managements in crisis experienced emerging market economies after the 1990s
... Our hypothesis is that the crisis-experienced countries, learning a lesson from the Asian crisis, have raised the flexibility of exchange rate management in the post-crisis period, in su[r] ...
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Contemporary economic development challenges of the industry in luhansk region
... 1) Political: continued joint forces operation in the country, campaigning for 2019, high level of privatization, excessive politicization of economic cooperation, mistrust of business to the authorities and its bodies, ...
6
Analysis of exchange rate of the balance of payment approach using autoregressive method
... the exchange rate of the rupiah reflects the decline in public demand for the rupiah because of the declining role of the national economy or because of the increasing demand for foreign currency as an ...
10
Safe withdrawal rates from retirement savings for residents of emerging market countries
... Moreover, our study indicates that the optimal asset allocation for providing the highest withdrawal rates with a low chance for failure occur at low stock allocations for most emerging [r] ...
19
Market Efficiency in Indian Exchange Rates: Adaptive Market Hypothesis
... of market effi- ciency across all Indian exchange rates is clearly visible based on the non-overlapping rolling window ...Indian exchange rates can be related to increase in domestic ...
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