Exchange Rate and Interest Rate Data
Impact of Interest Rate and Exchange Rate On
... daily data, Joseph and Vezos (2006) showed that the stock returns are highly sensitive to interest rate and exchange rate ...between interest rate and the monthly excess ...
32
EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
... Hence, having employed monthly observations in the main analysis, we thought it revealing to determine the sensitivity of the results using a quarterly data frequency. The effort proved instructive (see Table 7). ...
24
Pricing-to-Market, the Interest-Rate Rule, and the Exchange Rate
... The beauty of economics as an intellectual pursuit is its position at the intersection of formal theory, statistical analysis, and human events — cou- pled with its ultimate potential to improve peoples’everyday lives. A ...
20
Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis
... of interest is negative meaning that 1% increase in interest rate would be reducing the value of bank stock prices by - ...of interest rate changes on Turkish banks' stock have a ...
27
New Evidence on Interest Rate and Foreign Exchange Rate Modeling
... short-term interest rate is not stationary, break stationary or linear trend stationary 31 ...the data could also be break stationary or nonlinear trend stationary 32 ...short-term interest ...
145
Implication of Monetary Policy Rate and Interest Rate on Exchange Rate in Nigeria: 1981-2017
... policy rate on the exchange rate and interest rate in Nigeria, ...policy rate on the exchange rate in Nigeria, determine the effect of the monetary policy ...
11
The zero-interest-rate and the role of the exchange rate for monetary policy in Japan
... the exchange rate on aggregate prices via import prices is ...US-Dollar exchange rate on ...volume data supplied by the Bank for International Settlements are more than twice as large ...
44
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship
... real exchange rate and real interest rate ...the data, since there is widespread evidence of a nonstationary real exchange rate, which is the failure of PPP, and a ...
33
Enhancing economic competitiveness in Nigeria: The roles of Exchange rate and interest rate.
... the interest rate and exchange rate remain prime monetary drivers of growth and competitiveness in any ...of interest rate and exchange rate makes more significant ...
10
Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
... in interest rates and exchange rates are likely to be largely ...the interest rate and exchange rate betas generated in the first stage are regressed against bank-specific on and ...
34
Impact of Short-term Interest Rate on Exchange Rate: The Case of Turkey
... short-term interest rate for future exchange ...monthly data of short-term interest rate (SIR) and USD / TRL exchange rate ...overnight interest rates that ...
8
Relative effects of exchange rate and interest rate on Nigeria’s economic growth
... between exchange rate and interest rate on economic growth in Nigeria from 1970 to 2010, through the use of a Vector Auto-regression Model (VAR) with emphasis on impulse response factor and ...
10
2. Discuss the implications of the interest rate parity for the exchange rate determination.
... dollars, on the investment. Davies finds the higher yield on the Mexican one-year bond, which is considered to be free of credit risk, to be attractive but he is concerned that depreciation of the peso will reduce the ...
16
The Relationship between Interest Rate, Exchange Rate and Stock Price: A Wavelet Analysis
... 3. Data description and basic statistics The analysis was conducted using monthly data for the interest rate of American Treasury securities at 3-month constant maturity provided by the ...
9
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential
... the exchange rate–interest rate differential relationship remains ...the data by first-difference in an attempt to eliminate the unit ...the data that may contain vital ...
43
The Multi Scale Interaction between Interest Rate, Exchange Rate and Stock Price
... h = h . Non- decimated wavelet coefficients represent differences between generalized averages of the data on a scale τ j = 2 j − 1 (or level j ). MODWT provides the usual functions of the DWT, such as ...
12
What hurts most?: G 3 exchange rate or interest rate volatility
... business-cycle data, we also split the sample into years in which ...growth rate for the sample and those in which growth is below the median and a similar pattern of ...
59
ANALYSIS OF THE IMPACTS OF INTEREST RATE AND EXCHANGE RATE ON CAPITAL MARKET PERFORMANCE IN NIGERIA
... of interest rate and exchange rate on capital market performance in ...Secondary data were obtained from central bank of Nigeria statistical bulletin and Security exchange ...
11
Exchange Rate, Interest Rate and Ricardian Equivalence Hypothesis: Evidence from Nigeria
... quarterly data of exchange and interest ...from exchange and interest rates to government budget deficit and government debt using Autoregressive Distributed Lag (ARDL) bounds technique ...
9
How Is the Effect of Inflation to Interest Rate, Exchange Rate and Indonesia Composite Index?
... inflation, interest rates, and exchange ...observation data). The data used are secondary data collected through the ...The data are processed using PLS with path ...on ...
7