USD Exchange Rate
Determinants of the AUD/USD Exchange Rate and Policy Implications
... AUD/USD exchange rate in the short run because it can explain approximately ...of exchange rate movements and the forecast error of ...expected exchange rate in the ...in ...
7
A Simultaneous-Equation Model of Short-Run Determinants of the PKR/USD Exchange Rate
... PKR/USD exchange rate is replaced by the simple lagged PKR/USD exchange rate, its coefficient is positive and significant at the 1% ...policy rate is insignificant at the ...
7
An ARIMA analysis of the Indian Rupee/USD exchange rate in India
... / USD exchange rate from 1960 to 2017, to model and forecast exchange rates using the Box-Jenkins ARIMA .../ USD exchange .../ USD exchange rate will ...
17
The INR/USD Exchange Rate Determination: An Empirical Investigation of the Flexible Price Monetary Model in a Vector Auto Regression Framework
... INR/USD exchange rate movement with macro variables such as relative money stock, relative rates of interest and relative output for the period from April 1995 till December ...INR/USD ...
13
Dynamic Relationship of Commodities Prices and EUR/USD Exchange Rate Trends in the Recent Past
... Euro-Dollar exchange rate as a fur- ther main variable that the operators, investing on these commodities, have to consider when implementing their ...Euro/Dollar exchange rate, within the ...
11
Modeling GHS-USD Exchange Rate in Ghana: Application of Stochastic Volatility Model
... fitting. Exchange rate volatility is defined as the risk associated with unexpected movements in the Exchange ...inflation rate, interest rate and the balance of payments, which have ...
9
Study Of GARCH, Ann, & Neuro-Garch Models To Predict Rupiah-Us Dollars (Usd) Exchange Rate
... rupiah exchange rate against the ...rupiah exchange rate against USD and compare it with the ANN and GARCH methods to find out which model is best for ...
8
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate
... in exchange rate more accurately has implications for regu- lators, traders, market makers, fund managers and financial ...of exchange rate volatility can help in pricing de- rivatives ...
15
Exchange rate EUR/USD risk in investments denominated in USD in the period of the financial and economic crisis
... EUR/USD exchange rate on the rate of return on dollar share investments in the viewpoint of a euro investor for individual investment horizons (always the second chart from the ...
12
GBP/USD Currency Exchange Rate Time Series Forecasting Using Regularized Least-Squares Regression Method
... Abstract —Kernel-based Regularized Least-squares Regression (RLSR）is a technique originally from Statistical Learning (SL) theory. RLSR can deal with non-linear problem through mapping the samples into a higher dimension ...
6
Trickle Down Effects of Changing Value of Euro on US Economy
... of exchange rate, different exchange rate regimes and determinants of exchange ...Euro/USD exchange rate and the most important macroeconomic indictors of the US ...
36
Self-similarity of high-frequency USD-DEM exchange rates
... DEM-USD exchange rate data (resolution > 2 seconds) are analyzed for their scaling behavior as a function of the time ...deviation rate function, convex tails in the logarithm of the ...
21
Testing the covariance stationarity of CEE stocks
... Loretan – Phillips 1994 rejected the null of covariance stationarity for all seven series: five daily USD exchange rate return series with France, Germany, Japan, Switzerland, United Kin[r] ...
15
High-frequency data and the effectiveness of the spot exchange rate EUR/USD
... 4-hourly exchange rate ...foreign exchange market in the short term, it is necessary to consider the extent to which the test results were aff ected as the sample size or the chosen level of signifi ...
7
Application of the Seasonal Holt-Winters Model to Study Exchange Rate Volatility
... hourly exchange rates of two currencies – the Euro (EUR) and US dollar ...foreign exchange (forex) rate is a complex process that can be better understood through a study of its characteristics, such ...
7
The Usefulness of Artificial Neural Networks in Forecasting Exchange Rates
... This section gives a brief description of the artificial neural networks methodology, starting with basic issues in ANNs for time series forecasting and continuing with the nonlinear autoregressive construction (NAR) to ...
8
Changes in the USD/EUR exchange rate and their impact on the return of stock indexes from the viewpoint of a european and of an american investor
... the USD/EUR exchange rate and of relative weekly changes in the value of both in- dexes converted to the investor’s home currency in different time ...considerable exchange rate ...
16
Impact of Devaluation on Balance of Trade: A Context of Neighboring Countries
... pact noticed on trade balance through devaluation. Akhtar and Malik (2000) estimates the effect of real devaluation, export incentives, inflation and real income by using quar- terly data on the performance of Pakistan’s ...
10
Exploring the use of Water Cycle Optimization Algorithm for Foreign Exchange Prediction
... In this work, WCA has been explored to optimize the ANN in order to predict the USD to INR exchange price for 3 days, 7days and 15days ahead. The concept of WCA has been inherited and inspired from nature ...
5
The impact of exchange rate EUR/USD on the rate of return of bond investments denominated in US dollar from the point of view of euro investor
... Procentní podíl vlivu měnového kurzu bude kvantifi kován pro veškeré možné investice v rámci daného horizontu, přičemž pokud alespoň u 33 % těchto investic (resp. pozorování) bude hodnota po- dílu vlivu měnového kurzu ...
12