Global ETD Search

1	Essays on exchange rates Chen, Ruo, January 2007 (has links) Thesis (Ph. D.)--UCLA, 2007. / Vita. Includes bibliographical references.
2	Empirical studies of real exchange rates : heteroskedasticity, cross exchange rate correlation, forecasting / Kim, Chung-Han, January 1998 (has links) Thesis (Ph. D.)--University of Washington, 1998. / Vita. Includes bibliographical references (leaves [90]-95).
3	Exchange rate overshooting in East Asian countries Nisit Panthamit. January 2002 (has links) Thesis (Ph. D.)--University of Wisconsin--Milwaukee, 2002. / Vita. Includes bibliographical references (leaves 126-134).
4	Optimal exchange rate policies in open economies three cases involving the marginal income tax rate, interdependent cooperative economies, and Peru's crawling peg, 1978-1984 / Bryson, Jay H. January 1989 (has links) Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 1989. / Includes bibliographical references (leaves 113-119).
5	Sources of fluctuations of real exchange rate a comparison of South Korea and Taiwan / Chung, Myoung-Chul. January 2000 (has links) Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 2000. / Includes bibliographical references (leaves 113-116).
6	Market microstructure of the foreign exchange market : lessons from Mexico Panizzo, Jose Manuel Carrera January 1998 (has links) No description available. 330 Macroeconomics; Exchange rates
7	Essays on optimal government policy Papi, Laura January 1993 (has links) No description available. 330 Exchange rates; Inflation
8	Essays in international and applied macroeconomics : modelling uncertainty, learning and nonlinearities Corrado, Luisa January 2000 (has links) No description available. 339 Exchange rates
9	Die vooruitskatting van wisselkoerse : 'n kritiese evaluering 05 August 2014 (has links) M.Com. / Please refer to full text to view abstract Foreign exchange rates
10	The relationship between the South African Rand and commodity prices: examining cointegration and causality between the nominal classes Ndlovu, Xolani 28 November 2011 (has links) We employ OLS analysis on a VAR Model to test the “commodity currency” hypothesis of the Rand (i.e. that the currency moves in sympathy with commodity prices) and examine the associated causality using nominal data between 1996 and 2010. We address the question of cointegration using the Engle-Granger test. We find that level series of both assets are difference stationary but not cointegrated. Further, we find the two variables negatively related with strong and significant causality running from commodity prices to the exchange rate and not vice versa, implying exogeneity to the determination of commodity prices with respect to the nominal exchange rate. The strength of the relationship is significantly weaker than other OECD commodity currencies. We surmise that the relationship is dynamic over time owing to the portfolio-rebalance argument and the Commodity Terms of Trade (CTT) effect and in the absence of an error correction mechanism, this disconnect may be prolonged. For commodity and currency market participants, this implies that while futures and forward commodity prices may be useful leading indicators of future currency movements, the price risk management strategies may need to be recalibrated over time. For monetary policy makers, to manage commodity price risk and concentration risk on the country’s exports, we suggest establishment of a selfinsurance scheme such as a Commodity Stabilisation Fund established in Chile in 1985. Commodity Currency Exchange rates

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