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Dissertations / Theses on the topic 'Exchange Rate and Interest rate'

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Published: 18 May 2024
Last updated: 31 July 2025

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1

Bottazzi, Laura. "Essays on exchange rate targets and interest rates." Thesis, Massachusetts Institute of Technology, 1992. http://hdl.handle.net/1721.1/12879.

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2

Al-Zoubi, Haitham. "New Evidence on Interest Rate and Foreign Exchange Rate Modeling." ScholarWorks@UNO, 2003. http://scholarworks.uno.edu/td/467.

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This dissertation empirically and theoretically investigates three interrelated issues of market anomalies in interest rates derivatives and foreign exchange rates. The first essay models the spot exchange rate as a decomposition of permanent and transitory components. Unlike extant analysis, the transitory component could be stationary or explosive. The second essay examines the market efficiency hypothesis in the foreign exchange markets and relates the rejection of forward rate unbiasedness hypothesis to the existence of risk premium not to the failure of rational expectation. The
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3

Nikolaou, Kleopatra. "Essays on exchange rate and interest rate fluctuations." Thesis, University of Warwick, 2007. http://wrap.warwick.ac.uk/61950/.

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The aim of this thesis is to further investigate new empirical methods, results and implications on major topics relating to foreign exchange and interest rate markets. To this end, this thesis is organised in three chapters. The first chapter focuses on nominal exchange rates. It extends the literature of foreign exchange unbiasedness by including information from different derivatives markets. For the purpose of this thesis, it also implicitly provides a lead on the behaviour of interest rate differentials. The second chapter uses innovative econometric methodologies to add new insights in t
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4

Chui, Hiu-fai Sam. "Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

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5

Can, Mutan Oya. "Real Exchange Rates And Real Interest Rate Differentials: An Empirical Investigation." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/2/12606669/index.pdf.

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This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-run for every country except Israel. The results of the weak exogeneity tests suggest that
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Galindo-Paliza, Luis Miguel Alejandro. "The demand for money, interest rates and the exchange rate in Mexico." Thesis, University of Newcastle Upon Tyne, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241548.

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7

Olugbode, Mojisola. "The exchange rate and interest rate exposure of UK non-financial firms and industries." Thesis, University of Plymouth, 2010. http://hdl.handle.net/10026.1/380.

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Exchange rate and interest rate risk have been documented as the most managed financial risks by most UK non-financial firms and industries. This is probably because of the severe adverse effects that contrary movements in these financial risks can have on the value of the firm or industry. Nevertheless, empirical studies on these risks have been very few and predominantly limited in scope. Therefore, using a sample of 402 UK non-financial firms from 31 industries, over the period January 1990 to December 2006, this study examines the relevance of these financial risks on the stock returns of
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8

Unger, Julian. "A small open economy’s view on interest rate differential’s relation to the nominal exchange rate." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.

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The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. The only necessary condition is that the deviationsfrom rational expectations and risk neutrality are uncorrelated with the interestrate differential (Chinn and Meredith 2004, p. 412). We find no evidence for the interestrate differentials to be unbiased predictors of the percentage change in nomina
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9

Wang, Zhiyuan. "Study the relationship between real exchange rate and interest rate differential – United States and Sweden." Thesis, University of Skövde, School of Technology and Society, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83.

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<p>This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there is a long run relationship among the variables using Johansen co-integration method. Final conclusion is that the empirical evidence is provided to show that our error-correction model leads to a good real exchange rate forecast.</p>
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10

Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the
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11

Rowland, Nils Peter. "Fixed exchange rate systems : monetary characteristics and policy analysis." Thesis, London Business School (University of London), 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.267040.

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12

Sikdar, Suman. "Rupee-Dollar exchange rate volatility and uncovered interest rate parity doctrine- A time -series econometric study with beveridge Nelson decomposition." Thesis, University of North Bengal, 2017. http://ir.nbu.ac.in/handle/123456789/2803.

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13

Harlacher, Markus. "International bond investment An analysis with respect to interest rate differentials and long-term exchange rate expectations /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03603792002/$FILE/03603792002.pdf.

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14

Onyejiuwa, Daniel Chibueze [Verfasser]. "Exchange Rate Fluctuations, Interest Rate Instability and Manufacturing Sector Output in Nigeria (1986 – 2017) / Daniel Chibueze Onyejiuwa." München : GRIN Verlag, 2020. http://d-nb.info/1218365773/34.

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15

Slinko, Irina. "Essays in option pricing and interest rate models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2006. http://www2.hhs.se/EFI/summary/706.htm.

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16

Chan, Kam Po. "Empirical relationships among stock prices, interest rate differentials and exchange rates : evidence from Hong Kong, Japan and the U.S." HKBU Institutional Repository, 2009. https://repository.hkbu.edu.hk/etd_ra/1052.

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17

Alenezi, Marim. "The impact of exchange rate, interest rate and oil price fluctuations on stock returns of GCC listed companies." Thesis, University of Plymouth, 2015. http://hdl.handle.net/10026.1/3658.

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Exchange rate risk, interest rate risk and oil price fluctuations are the most demonstrated risks in the GCC (Gulf Cooperation Council) countries (Arouri and Nguyen, 2010). Research, however, in this area is still underdeveloped. The importance of this study is to contribute to this research gap. This research aims to show how these three risks affect firms' market values by examining 473 listed firms in Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and United Arab Emirates for the period January 2007 to June 2012. The research further examines the determinants of these risks. The study uses the
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18

Mäsiarová, Jana. "Exchange Rate Modelling - Parities and Czech Crown." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17469.

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The paper analyses validity of main exchange rate theories in case of the Czech crown. Investigated relationships comprise purchasing power parity, interest rate parity and real interest monetary model. Technical part of the analysis involves cointegration, namely Johansen's method based on vector autoregressive models. Two currency pairs are in the focus: CZK/EUR and CZK/USD. Empirical calculations did not prove the absolute validity of the theories but pointed out to other factors of exchange rate, such as convergence process, impacts on inflation targeting decisions, non-monetarist determin
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19

Moon, Hongsung. "Alternative monetary policy rules in an open economy : effects on inflation, output, the interest rate and the exchange rate /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841323.

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20

Petersson, Annsofie. "Identifying the Determinants of Exchange Rate Movements : Evaluating the Real Interest Differential Model." Thesis, Jönköping University, JIBS, Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-246.

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21

Lee, YingChang, and 李英菖. "The disquisition on exchange rate and interest rate spread." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/50915660461173526166.

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碩士<br>淡江大學<br>財務金融學系<br>89<br>The foreign exchange market is undoubtedly the world’s largest financial market. It is the market where one country’s currency is traded for another’s. Most of the trading takes place in a few currencies: the U.S. dollar, British pound sterling, Japanese yen and German deutschemark. The many different types of participants in the foreign exchange market include the following: importers, exporters, portfolio, foreign exchange brokers, and traders. Exchange-rate volatility is the natural consequence of international operations in a world where foreign cur
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22

Huang, Kuocheng, and 黃國政. "The Relationship among Inflation Rate, Interest Rate, Unemployment Rate, Trade Balance and Exchange Rate." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/40428034920036124804.

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23

Hung, Jui-Lien, and 洪瑞蓮. "The Behavior of Stock Price, Exchange Rate and Interest Rate." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/36802596935668689211.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>92<br>The purpose of this paper is to explore the behavior of stock prices, exchange rate and interest rate across three different frequencies and to analyze the dynamics of the stock price, exchange rate and interest rate in Taiwan. The empirical results show that, the daily, weekly and monthly returns of stock price and exchange rate are positively autocorrelated over short horizons and negatively autocorrelated over longer horizons, but those of interest rate are negatively autocorrelated both in the short-run and long-run. Besides, transitory components have inf
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Al-Zoubi, Haitham Akram. "New evidence on interest rate and foreign exchange rate modeling." 2003. http://louisdl.louislibraries.org/u?/NOD,421.

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Thesis (Ph. D.)--University of New Orleans, 2003.<br>Title from electronic submission form. "A dissertation ... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of FinancialEconomics."--Dissertation t.p. Vita. Includes bibliographical references.
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Hsu, Shih-Cheng, and 許仕承. "The Effects of Interest Rate and Exchange Rate Risks on Unemployment." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/39031374174807651660.

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碩士<br>中原大學<br>國際貿易研究所<br>90<br>When the rate of return on an individual’s savings is risky, the access to a labor market to work for a riskless wage provides a means of hedging this capital income risk by working more. In a non-expected utility maximizing framework using Selden’s OCE preference we investigate the effects of a change in the rate of return risk or the exchange rate of return risk on such precautionary labor supply decision. It is shown that an increase in the rate of return risk or the exchange rate of return risk leads to an increase (a decrease) in the optimal labor supply onl
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Wu, Leo, and 吳崇正. "The Strategy Analysis among Interest Rate, Exchange Rates and Foreign Institutional Investment." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/85817043881841837860.

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碩士<br>大葉大學<br>國際企業管理學系碩士班<br>99<br>This research employs VAR models, impulse response function. Results of this empirical research show that(1)there is a bidirectionalcausal feedback relationship between net foreign investment dollar and the Exchange Rates, as well as between net foreign investment dollar and U.S.-Taiwan interest rate difference.(2)It is evident from outcomes of the impulse response function net foreign investment dollar and the Exchange Rates receive the greatest level of response from their own shocks.(3)Exchange rates exert a negative influence on both net foreign investmen
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Chieh, Chiu Yun, and 邱惲傑. "The Sensitivity of Financial Institution Stock Returns to Interest Rate and Exchange Rate, and Sensitivity of Financial Institution Stock Returns to Interest Rate and Exchange rate Conditional Variance." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/78545885142374675458.

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碩士<br>國立臺北商業技術學院<br>財務金融研究所<br>100<br>In recent years, the trade of International economic contacts frequently day by day and regional integration tends toward normality. Financial liberalization and internationalization can bring lower cost and higher return in the revival international economic. On the contrary, financial liberalization and internationalization will become catalyst of the dominoes effect and make the regional economy problem expand into the global economic recession when any crisis is happened. According to the descriptions above we know interest rate risks and exchange rate
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28

"Exchange rate, inflation rate and interest rate: theories and their applications to Hong Kong economy." Chinese University of Hong Kong, 1992. http://library.cuhk.edu.hk/record=b5887131.

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Lam Man Kin, Wong Yim Pan.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1992.<br>Includes bibliographical references.<br>ACKNOWLEDGEMENTS --- p.ii<br>ABSTRACT --- p.iii<br>TABLE OF CONTENTS --- p.iv<br>LIST OF TABLES --- p.vi<br>LIST OF FIGURES --- p.vii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- A BRIEF REVIEW OF THE MODELS FOR FOREIGN EXCHANGE DETERMINATION --- p.6<br>Purchasing Power Parity --- p.6<br>Flexible Price Monetary Model --- p.9<br>Sticky Price Monetary Model -Exchange Rate Dynamics --- p.11<br>Portfolio Balance Approach --- p.14<br>Ins
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Shiau, Jeng-Shyng, and 蕭政行. "The Causality in Cointegrated Processes: Evidences on Exchange Rate and Interest Rate." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/45440990407432645230.

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碩士<br>淡江大學<br>財務金融學系<br>91<br>We always neglect cointegrated effect in Granger causality. If cointegration exist in time series and we don’t consider it, using differential series do the Granger causality straightforwardly, or even consider it but using ECM does, it maybe have some problems. This studies using another method to do the Granger causality developed by Toda and Yamamoto (1995). According to Toda and Yamamoto, needn’t under unit root and cointegration test, Wald test statistics still asymptotic distribution. According to Hatemi-J and Irandoust (2000), exchange rate and
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CHANG, MING-PIN, and 張銘彬. "The Relationship between Interest Rate, Exchange Rate Fluctuation and Overseas Capital Investment." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/scg2v7.

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碩士<br>國立中正大學<br>企業管理學系碩士在職專班<br>105<br>This study mainly discusses the relationship between interest rate and exchange rate to overseas investment. Because the United States rate hike, began to have a lot of large enterprises to invest in the United States. The quantitative easing of Europe and the United States leads to drastic fluctuations in the exchange rate of developing countries. So many factors in Taiwan enterprises, how to do? This paper uses qualitative research on the depth of the interview. For the Listing and OTC companies of Taiwan, according to different industry categories of e
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Lien, Ching-wen, and 連清文. "THE Sensitivity of Bank Stock Returns to Interest rate and Exchange rate." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/18030190176737037750.

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碩士<br>銘傳大學<br>管理科學研究所<br>87<br>The objective of this paper is to employ the autoregressive conditionally heteroskedastic (ARCH) model to investigate the effect of interest rate and exchange rate. The ARCH model discards the assumptions of linearity and constant conditional variance in modeling bank stock returns. Additionally, this paper will explore if the bank stock returns will be affected after the establishment of new commercial banks. The empirical results are as follows: 1. Interest rate has a negative and significant impact on the mid-small business bank stock
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Chuang, Tzu-wei, and 莊子緯. "Empirical Testing of Exchange Rate and Interest Rate Transmission Channel in China." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/34192786465663082666.

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碩士<br>靜宜大學<br>財務金融研究所<br>98<br>The exchange rate and interest rate volatility transmission channels at China are examined in this paper. At the exchange rate channel, exchange rate and Shanghai composite index return pass-through to import and export are also studied. However, at the interest rate channel, we test the deposit rate, lending rate, and Shanghai composite index return pass-through to Producer Price Index (PPI). Monthly data from January 2000 to September 2009 (except for exchange rate, where the sample starts from July 2005 to September 2009), obtained from Taiwan Economics Journa
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Hsu, Cherng-shun, and 許澄舜. "The relationship among oil price, interest rate, exchange rate and gold price." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/45490768615685164513.

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碩士<br>國立高雄第一科技大學<br>金融研究所<br>102<br>This paper analyzes the relationship among gold price, oil price, U.S. dollar index, interest rates and money supply from January, 2001 to September, 2013. Unit root test, vector auto regression, Granger causality test, forecast error variance decomposition, and impulse response function are used for the analysis. The results show that treasury bill rates have the greatest impact on gold price. In addition, treasury bill rates and oil prices have a negative effect on gold price, while the U.S. dollar index and money supply have a positive impact. The paper c
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Uyen, Nguyen Le Nhu, and 阮梨如鴛. "Dynamic Linkages between Exchange Rate, Interest Rate and Stock Price in Vietnam." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/86415000425602997528.

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碩士<br>樹德科技大學<br>金融與風險管理系碩士班<br>99<br>A procedure is analyzing the dynamic linkages between exchange rate, interest rate and stock price in Vietnam by an empirical approach using daily data from July 2005 to December 2010 with Multi-variable Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) model. The results reveal that the prior stock return positively impact on stock return in the future, conversely, the prior interest return negatively influence the later one. Furthermore, in the variance-covariance equations, the significance of coefficients of stock and interest return fo
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Chen, Huiju, and 陳慧儒. "Using VAR To Investigate Association Among Stock Prices, Exchange Rate And Interest Rate Before And After The Interest Rate Cut." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/76956662336955805181.

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碩士<br>義守大學<br>財務金融學系<br>100<br>This study focus on the stock price, exchange rate of NTD and interest rate in the macroeconomics as the variables. First, using the Johansen's cointegration analysis to examine whether there are cointegrating relationships and using the Granger causal to verify and clarify the interaction between the three variables before and after the interest rate cut. In addition, applying the impulse responses of one variable to the others in order to find out the interaction between stock price, exchange rate and interest rate. Hoped that the empirical results can provide
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Chung, Jui-shiung, and 鍾瑞雄. "Interest Rate and Bank Foreign Exchange Risk-taking." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/68509236274222042622.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>102<br>After financial crisis, whole world enter a low interest-rate environment. And the spread between depositing rate and lending rate which is on behalf of bank profit decreases. This paper tries to know that how do banks react in Taiwan under this situation. Will they take more foreign exchange risk to pursue profit? Based on above motivation, this paper uses approximately 200 quarterly observations on 27 banks in Taiwan over the period 2007.09-2013.06 and attempts to provide empirical research on the relation between interest rate and foreign exchange risk. W
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Hung, Li-Chuan, and 洪麗娟. "The Variation of Interest rate, Exchange rate for the Efficiency Evaluation of Banks." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/28836129190982871323.

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碩士<br>國立中興大學<br>高階經理人碩士在職專班<br>105<br>Volatility Risks of interest rate and exchange rate have greatly affected the business performance of the banks since the global financial crisis in 2008. In this study, we estimate the volatility risks of the interest rate and ex-change rate with the GARCH model, then analyze how volatility risk influence the performance of the banks with the multi factor line regression method. By doing this, we expect to clarify what degrees the banks are able to suffer from the volatility. Realizing the dominants and disadvantages of ourselves, we may be able to a
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Wang-Hang, Bi-Won, and 王洪必文. "The Study of Interest Rate and Exchange Rate toward Foreign Currency Insurance Policies." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/52103753081549574773.

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碩士<br>國立高雄第一科技大學<br>金融研究所<br>102<br>With mutual influences of the global economy, the finance and insurance industries meet severe challenges from the market competitions. Therefore, most of the domestic insurance industries constantly develop a variety of new products to satisfy customer needs and to sustain from the market competitions. However, consumers find the traditional insurance policies, which turn to be more and more expensive with the era of the low interest rates of Taiwan dollar unacceptable. By comparison, higher interest rates and cheaper charges of foreign currency policies be
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Wei-Ting, Hsu, and 許瑋庭. "Volatility spillovers in precious metals, exchange rate and interest rate: Multivariate GARHC models." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/9zwcyg.

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碩士<br>國立臺北商業大學<br>財務金融研究所<br>104<br>This study use two multivariate GARCH models to examine the volatility transmissions and volatility spillovers for four precious metals (gold, silver, platinum and palladium), while accounting for 2008 financial crisis within a multivariate system. Furthermore, these results become more pervasive when the U.S. dollar/Euro exchange rate and U.S. T-bond interest rate are included. The AR-GARCH model result shows that GARCH effect dominating the ARCH effect, implying that conditional volatility is predictable from past data, and all precious metals are sensitiv
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Chen, Lin-Chen, and 陳玲珍. "The Study of Relationship among Taiwan 50 Index,Interest Rate and Exchange Rate." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/m2qy4c.

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碩士<br>國立高雄應用科技大學<br>國際企業系碩士在職專班<br>105<br>This study explores the relationship among FTSE TWSE Taiwan 50 Index (Taiwan 50 Index), Interest Rate and Exchange Rate. The empirical approach to the results of this study was analyzed by using Unit Root Test, Johansen Co-Integration Test, Vector Error Correction Model, Granger Causality Test, Impulse Response Analysis and Variance Decomposition, with all results as the following: Firstly, Unit Root Test of ADF and PP found that the three variables of the original data were non-stationary, all data belong to stationary state after difference of first-
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BA, CHIA-CHUN, and 巴家駿. "Effect of Exchange Rate Fluctuations on the Stock Market Returns and Interest Rate." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/35462890288020495291.

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碩士<br>東吳大學<br>財務工程與精算數學系<br>104<br>Given the changes in the current U.S. monetary policy from the interest rate cut cycle that started in 2008 to the current rate hike cycle, interest rates are now an indicator of monetary policy and a factor affecting the rate of economic growth, as well as a measure that is highly correlated with the rates of return in the stock markets. Based on monthly data collected between January 2000 and January 2016, this study investigated the effects of exchange rate fluctuations on stock market returns and interest rates. Empirical work has been carried out on the
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吳盈賢. "The Price Level, Stock Price and Interest Rate to the Exchange Rate Fluctuation." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/50339572594463505419.

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YUNIARSA, SHERLINDA OCTA, and 夏琳達. "Exploring the Relationships among Interest Rate, Exchange Rate and Stock Price in Indonesia." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/05101749724545031690.

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碩士<br>國立嘉義大學<br>全英文授課觀光暨管理碩士學位學程<br>102<br>The purpose of this research is to explore the relationships among interest rate, exchange rate, and stock price in Indonesia. This study used data from the Central Bank of Indonesia to empirically test a proposed model of interest rate, exchange rate, and stock price. The findings confirmed that there are positive volatility spillovers from exchange rate and negative volatility spillovers from interest rate. The relationships among interest rate, exchange rate, and stock market volatility a little bit strengthen during economic crises, a study that a
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Chen, Po-Fang, and 陳柏芳. "Return and Volatility Relationships between Gold,Stock,Exchange Rate,Interest Rate,Oil Price." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/81020227394306133748.

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碩士<br>輔仁大學<br>金融與國際企業學系金融碩士班<br>100<br>This study is to adopt GARCH model to look into the relationship between the return rate and volatility of gold, stock index, currency exchange rate, interest rate, petroleum, and establish the best GARCH prediction model. The data duration is 2000/01/03~2011/12/23.The empirical result indicates that there is inverse relationship between the current return rate of gold and the return rate of t-6 period spot gold return rate, the return rate of previous period US dollar index, the return rate of previous period US 10-year bond yield. There is positive rela
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Ho, Kevin, and 何奇峰. "A Study of the Relationship Between Money Supply, Foreign Exchange Reserves, Interest Rate and Foreign Exchange Rate." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/65572742117603661749.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>93<br>This study explored the relations between foreign exchange rate, interest rate, money supply, and foreign exchange reserve utilizing Granger causality test and auto regression. Data series are from January 1981 to December 2004 total 96 quarterly data points. The conclusions are summarized below. Granger Causality Test 1.The inclusion of foreign exchange rate enhances the prediction of foreign exchange reserve and interest rate. 2.The inclusion of money supply enhances the prediction of foreign exchange rate. 3.The inclusion of foreign exchange reserve
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46

Hsu, I.-Wan, and 許意婉. "The Interactive Relation of Stock Price of Financial HoldingCompany,Interest Rate, and Exchange Rate." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/93955662839909725572.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>93<br>As the Financial Holding Company Law has been published in Taiwan, every banking institution in order to respond with the change of financial environment, they turn into large-sized, global by invest or merger & cquisition. And the law is also advantageous to banking and insurance companies and securities firms. Owing to Financial Holding Company have huge firm structure and diversifying managemen, so in this study we use Granger causality test and Johansen testing for cointegration, to reconsider the interactive relation of Stock price of Financial Holding C
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CHUN-TSUNG, LIN, and 林君宗. "The Relationship Between Real Exchange Rate and Real Interest Rate Differential -Taiwan Emperical Research." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/51144716746508600784.

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48

Yow, Chyng Liao, and 廖宥晴. "Linkage among Stock Price Index, Gold Price,Interest Rate and Exchange Rate in Taiwan." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/f9ty78.

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Hsu, Chia-Tsai, and 許家財. "The Empirical Study of Relationships among TAIEX, Interest Rate, Exchange Rate and Macroeconomic Variables." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/22nda5.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>102<br>In this paper, we focus on the study of relationships among TAIEX, interest rate exchange rate and macroeconomic variables－Consumer Price Index (CPI), M1B End of Month (money supply), Export Order Index and Industrial Production Index, etc. Moreover, the data were selected for 166 months in the period from Jan. 2000 to October 2013. In this study, unit root test is adopted, and Vector Auto-Regression Model (Impulse Response Function and Variance Decomposition) is used to test how a variable will affect other variable when it meets external impact or change
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Wang, Chau-Kuang, and 王朝廣. "The Relationship between Interest Rate and Exchange Rate – Comparing PID Control and Autoregressive model." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/4ddj4g.

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碩士<br>中原大學<br>企業管理研究所<br>105<br>There are various investment instruments and investment targets in the global financial markets, in which the monetary policies of the Central Banks of various countries should affect the capital inflows and outflows. So the investors and corporate managers must evaluate the exchange rate risk and adopt the related configurations. The emphasis of the portfolio and its exchange rate risk will be very important for investment. This study combines the interest rate theory with engineering application of the PID control system to forecast the exchange rate from Dece
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