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Effective Exchange Rates in Central and Eastern European Countries: Cyclicality and Relationship with Macroeconomic Fundamentals

References AN, L., WANG, J., 2012: Exchange rate pass-through: Evidence based on vector autoregression with sign restrictions. Open Economies Review, vol. 23, no. 2, pp. 359-380. CHEUNG, Y.W., CHINN, M.D., PASCUAL, A.G., 2005: Empirical exchange rate models of nineties: Are any fit to survive? Journal of International Money and Finance, vol. 24, no. 7, pp. 1150-1175. DAL BIANCO, M., CAMACHO, M., QUIROS, G.P., 2012: Short-run forecasting of the euro-dollar exchange rate with economic fundamentals. Journal of

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The Impact of Exchange Rates and Interest Rates on Bank Stock Returns: Evidence from U.S. Banks

. H. Hall, R. E. Hall, and J. A. Hausman. (1974). Estimation and inference in nonlinear structural models. Annals of Economics and Social Measurement , 3, 653-665. Bollerslev, T. (1990). Modeling the coherence in short run nominal exchange rates: a multivariate generalized ARCH model. Review of Economics and Statistics , 72, 498-505. Bollerslev, T., R., Y. Chou, and K. F. Kroner. (1992) ARCH modeling in finance: a review of theory and empirical evidence. Journal of Econometrics , 52, 5-59. Bollerslev, T. and J. M. Woolridge. (1992). Quasi

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The determinants of exchange rates and the movements of EUR/RON exchange rate via non-linear stochastic processes

References Abdalla, S.Z. (2012). Modelling Exchange Rate Volatility using GARCH Models: Empirical Evidence from Arab Countries, International Journal of Economics and Finance, 4(3), 216-229. Abdalla, S.Z. and Winker, P. (2012). Modelling Stock Market Volatility using Univariate GARCH Models: Evidence from Sudan and Egypt, International Journal of Economics and Finance , 4(8), 161-176. Akaike, H. (1976). Canonical Correlation Analysis of Time Series and The Use of An Information Criterion, Academic Press. Black, F. (1976). Studies of

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Non-Linearity and Non-Stationarity of Exchange Rate Time Series in Three Central-Eastern European Countries Regarding the CHF Currency in 2014 and 2015

References Brooks, C. (2001). A Double-threshold GARCH Model for the French franc/Deutschmark exchange rate. Journal of Forecasting 20(2): 135–143. Caner, M.; Hansen, B. E. (2001). Threshold autoregression with a unit root. Econometrica 69(6): 1555–1596. Imbs, J.; Mumtaz, H.; Ravn, M. O.; Rey, H. (2003). Nonlinearities and real exchange rate dynamics. Journal of the European Economic Association 1(2–3): 639–649. MIT Press. Kapetanios, G.; Shin, Y.; Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of

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The exchange rates – indicators for assessing the financial performance of the companies from Romania

Abstract

The research aims to determine the financial performance of the companies listed and traded on the Bucharest Stock Exchange from the manufacturing sector in Romania, compared with the performance recorded by the Bucharest Stock Exchange, based on the exchange rates. It was concluded that the financial performance of the companies included in the research, quantified on the basis of the exchange rates, decreased significantly with the arrival of the financial and economic crisis, currently, the companies being unable to reach the level of performance recorded before the crisis.

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Application of Monetary Models of Exchange Rate Determination for Poland

References Barlow, D. 2004. Purchasing power parity in three transition economies, Economics of Planning , 36, 201-21. Bilson, J. F. O. 1978. Rational expectations and the exchange rate, in: J. Frenkel and H. Johnson, eds., The Economics of Exchange Rates, Addison-Wesley Press, Reading. Bitzenis, A. and Marangos, J. 2007. The monetary model of exchange rate determination: the case of Greece (1974-1994), International Journal of Monetary Economics and Finance , 1, 57

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Global Volatility Spillover, Transaction Cost and CNY Exchange Rate Parities

References Bala, D. A., & Asemota, J. O. (2013). Exchange-Rates Volatility in Nigeria: Application of GARCH Models with Exogenous Break. CBN Journal of Applied Statistics, Vol.4 No.1. Black, S. W. (1989). Transaction costs and vehicle currencies. IMF working paper, WP/89/96. Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics, vol 31, no 3, pp.307-327. Boothe, P. (1988). Exchange rate risk and the bid-ask spread: A seven country comparison

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Exchange Rate Risk On The Mortgage Market

Debtors) , Urząd Komisji Nadzoru Finansowego, Warszawa. K ucharska -S tasiak E., 2013, Uncertainty of property valuation as a subject of academic research , Real Estate Management and Valuation, Volume 22, No. 4, pp. 17-24. K ucharska -S tasiak E., 2014, Reproduction of Real Estate Valuation Methodology in Practice. An Attempt at Identifying Sources of Divergences , Real Estate Management and Valuation, Vol. 22/2, pp. 67-79. NBP, 2015a, Kursy średnie CHF (Average Exchange Rates of CHF) , www.nbp.pl , 12.02.2015. NBP, 2015b, Financial

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Econometric Analysis of Determinants of Real Effective Exchange Rate in Nigeria (1960-2015)

References Abdelbaky M. (2005). Exchange Rate Misalignment across De facto Exchange Rate Regimes. IMF Working Paper series , 124/05. Agu, C. (2002). Real exchange rate distortions and external balance position of Nigeria: Issues and policy options. Journal of African finance and economic development , Institute of African-American Affairs, New York University, New York. Aliyu, S.R. (2008). Real Exchange Rate Misalignment: An Application of Behavioural Equilibrium Exchange Rate (BEER) to Nigeria. Munich Personal REPEC Archive. Working Paper

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Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate

References Box, G. E. P., Jenkins, G. M., Reinsel, G. C. 2008. Time Series Analysis: Forecasting and Control. New York: John Wiley & Sons. Buiter, W. H., Grafe, C. 2002. Anchor, Float or Abandon Ship: Exchange Rate Regimes for Accession Countries’. CEPR Discussion Paper, No. 3184, January, Centre for Economic Policy Research. Calvo, G. A., Reinhart, C. M. 2000. Fear of Floating. NBER Working Paper No. 7993. http://www.nber.org/papers/w7993 (accessed July 21, 2014). CBD 2014. Croatian bureau of

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