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Exchange Rate Dynamics

The Impact of Exchange Rate Dynamics on Agricultural Output Performance in Nigeria

The Impact of Exchange Rate Dynamics on Agricultural Output Performance in Nigeria

... real exchange rate dynamics on agricultural output performance in Nigeria over the period of 1981 to 2016 by collecting data from secondary ...real exchange rate and agricultural ...

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Are international fund flows related to exchange rate dynamics?

Are international fund flows related to exchange rate dynamics?

... Explaining exchange rate dynamics has been an important issue in international finance since the breakdown of the Bretton Woods System (De Grauwe and Dewachter 1993; Williamson 2009; An and Wang ...

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Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach

Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach

... the exchange rate of Bitcoin is affected mainly by specific events inside and outside the Bitcoin market, it is desirable to quantify the impact of those specific ...Bitcoin’s exchange rate ...

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Order flow and exchange rate dynamics in emerging economies: The case of Ghana

Order flow and exchange rate dynamics in emerging economies: The case of Ghana

... short-run exchange rate dynamics in an emerging market based on the recent microstructure framework of foreign exchange markets where the main explanatory variable is the order ...and ...

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Order flow and exchange rate dynamics: an application to emerging markets

Order flow and exchange rate dynamics: an application to emerging markets

... short-run exchange rate dynamics has led to the micro-structural approach to exchange rates, which takes into account the currency trading process that is usually ignored in macro ...on ...

31

Portfolio recallocation and exchange rate dynamics

Portfolio recallocation and exchange rate dynamics

... between exchange rate dynamics and portfolio reallocation consists of two principal sections – how foreign exchange order flows are induced by portfolio reallocation and how such order flows ...

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Speculative rational expectations' exchange rate dynamics with risk averse wealth owners and a monetary authority averse to exchange rate variability

Speculative rational expectations' exchange rate dynamics with risk averse wealth owners and a monetary authority averse to exchange rate variability

... Speculative Rational Expectations' Exchange Rate Dynamics with Risk Averse Wealth Owners and a Monetary Authority Averse to Exchange Rate Variability PETER G.. The effect o f adhering to[r] ...

7

Diversified Currency Holdings and Exchange Rate Dynamics

Diversified Currency Holdings and Exchange Rate Dynamics

... flexible exchange-rate regimes proposed by Devereux and Engel (1998); inclusion of random shocks in NOEM adopted by Obstfeld and Rogoff (1998); the significance of pricing to market proposed by Betts and ...

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Stochastic models of exchange rate dynamics and their implications for the pricing of foreign currency options

Stochastic models of exchange rate dynamics and their implications for the pricing of foreign currency options

... short-run exchange-rate dynamics since there are significant devi­ ations from normality in these ...large exchange-rate ...determine exchange-rate ...

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Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP

Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP

... effective exchange rate dynamics with Peru- vian ...nominal exchange rate to two fundamental international parities, the Purchasing Power Parity (PPP) and the Uncovered Interest ...

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Real exchange rate dynamics in transition economies : a nonlinear analysis

Real exchange rate dynamics in transition economies : a nonlinear analysis

... real exchange rate dynamics of transition economies: a trend appreciation, a large permanent component in real exchange rates (presumably driven by real factors), and possible nonlinear ...

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Productive Government Spending, Welfare and Exchange Rate Dynamics

Productive Government Spending, Welfare and Exchange Rate Dynamics

... transmission, exchange rate dynamics and ...the exchange rate. However, in the context of this model, the exchange rate depreciation requires implausibly high productivity ...

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Sovereign defaults, external debt and real exchange rate dynamics

Sovereign defaults, external debt and real exchange rate dynamics

... real exchange rate dynamics and currency denomination of debt in a dynamic, sovereign debt model with endogenous ...real exchange rate risks and demanding an excess risk premium as ...

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Real Exchange Rate Dynamics With Endogenous Distribution Costs

Real Exchange Rate Dynamics With Endogenous Distribution Costs

... real exchange rate ...real exchange rate, and (ii) that the endogenous wedge created by distribution costs of traded goods is a significant source of fluctuation for the real exchange ...

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Expectations and exchange rate dynamics under managed floating: An asset market approach

Expectations and exchange rate dynamics under managed floating: An asset market approach

... EXPECTATIONS AND EXCHANGE RATE DYNAMICS UNDER MANAGED FLOATING AN ASSET MARKET APPROACH b y M i c h a e l T h e o d o r e s HADJIMICHAEL T h e s i s s u b m i t t e d f o r t h e d e g r e e o f D o c[.] ...

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Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility

Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility

... of exchange rates by describing the hidden process of the latter, being one important financial variable, in general and a critical policy tool, in ...forecast exchange rate move- ments, in the sense ...

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Information and exchange rate dynamics

Information and exchange rate dynamics

... degree of persistence of real interest rate differentials is considered In a model with sluggish real interest rates, either because nominal rates are exogenously determined or because e[r] ...

193

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Monetary fundamentals and exchange rate dynamics under different nominal regimes

... the exchange rate-monetary fundamentals ...whether exchange rates or fundamentals adjust when there is a deviation away from long-run ...the exchange rate or in fundamentals or ...where ...

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Exchange Rate Dynamics and Monetary Policy in a Small Open Economy: A DSGE Model

Exchange Rate Dynamics and Monetary Policy in a Small Open Economy: A DSGE Model

... of exchange rate instability on trade, a higher degree of openness ...real exchange and nominal exchange ...real exchange rate (and therefore aggregate PPP) and a perfect ...

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Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach

Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach

... to exchange rate movement of appreciation and depreciation in Nigeria using monthly data ranging from January 2004- June ...and exchange rate series are characterized with non- normal ...

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