Relevant bibliographies by topics / Exchange rates determination

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Exchange rates determination'

Author: Grafiati
Published: 4 June 2021
Last updated: 18 February 2022

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Journal articles on the topic "Exchange rates determination"

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Chehab, Adham, and Cuddalore Sundar. "Efficiency and determination of black market exchange rates." Atlantic Economic Journal 24, no. 3 (September 1996): 264. http://dx.doi.org/10.1007/bf02298513.

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Genberg, Hans, and Alexander K. Swoboda. "Policy and Current Account Determination under Floating Exchange Rates." Staff Papers - International Monetary Fund 36, no. 1 (March 1989): 1. http://dx.doi.org/10.2307/3867168.

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Love, Ryan, and Richard Payne. "Macroeconomic News, Order Flows, and Exchange Rates." Journal of Financial and Quantitative Analysis 43, no. 2 (June 2008): 467–88. http://dx.doi.org/10.1017/s0022109000003598.

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AbstractIn textbook models of exchange rate determination, the news contained in public information announcements is directly impounded into prices with there being no role for trading in this process of information assimilation. This paper directly tests this theoretical result using transaction level exchange rate return and trading data and a sample of scheduled macroeconomic announcements. The main result of the paper is that even information that is publicly and simultaneously released to all market participants is partially impounded into prices via the key micro level price determinant—order flow. We quantify the role that order flow plays and find that approximately one third of price-relevant information is incorporated via the trading process.
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Stavárek, Daniel, and Cynthia Miglietti. "Effective Exchange Rates in Central and Eastern European Countries: Cyclicality and Relationship with Macroeconomic Fundamentals." Review of Economic Perspectives 15, no. 2 (June 1, 2015): 157–77. http://dx.doi.org/10.1515/revecp-2015-0015.

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Abstract This paper examines the evolution of effective exchange rates in nine Central and Eastern European countries in terms of development trends, volatility and cyclicality. Consequently, it provides direct empirical evidence on the nature of the relationship between effective exchange rates and selected macroeconomic fundamentals, addressing a key precondition of numerous exchange rate determination models and theories that attempt to explain the role of exchange rates in the economy. The results suggest that flexible exchange rate arrangements are reflected in both nominal and real effective exchange rates having higher volatility and variability. Furthermore, the results provide mixed evidence in terms of intensity, direction and cyclicality, but show a weak correlation between exchange rates and fundamentals. Sufficiently high coefficients are found only for money supply. Consequently, using fundamentals for the determination of exchange rates and using the exchange rate to explain economic development may be of limited use for the countries analyzed.
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Harvey, John T. "Psychological and Institutional Forces and the Determination of Exchange Rates." Journal of Economic Issues 40, no. 1 (March 2006): 153–70. http://dx.doi.org/10.1080/00213624.2006.11506887.

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McClung, R. E. D., T. T. Nakashima, H. Yamamoto, and G. Kotovych. "Determination of proton exchange rates in aqueous solution using TOCSY." Canadian Journal of Chemistry 77, no. 11 (1999): 1728–33. http://dx.doi.org/10.1139/cjc-77-11-1728.

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Knüttel, Alexander, and Robert S. Balaban. "A novel approach for the determination of fast exchange rates." Journal of Magnetic Resonance (1969) 95, no. 2 (November 1991): 309–19. http://dx.doi.org/10.1016/0022-2364(91)90221-e.

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Ibhagui, Oyakhilome Wallace. "Monetary model of exchange rate determination under floating and non-floating regimes." China Finance Review International 9, no. 2 (May 20, 2019): 254–83. http://dx.doi.org/10.1108/cfri-10-2017-0204.

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Purpose The purpose of this paper is to empirically analyse how different exchange rate regimes affect the links between monetary fundamentals and exchange rates in Sub-Saharan Africa. Design/methodology/approach Using the Pedroni method for panel cointegration, mean group and pooled mean group and the panel vector autoregressive technique, this study empirically investigates whether monetary fundamentals impact exchange rates similarly in both regimes. Thus, the author acquires needed and credible empirical data. Findings The result suggests that the impact is dissimilar. In the floating regime, an increase in relative money supply and relative real output depreciates and appreciates the nominal exchange rate in the long run whereas in the non-floating regime, the evidence is mixed. Thus, exchange rates bear a theoretically consistent relationship with monetary fundamentals across SSA countries with floating regimes but fails under non-floating regimes. This provides evidence that regime choice is important if the relationship between monetary fundamentals and exchange rates in SSA are to be theoretically consistent. Originality/value This study empirically incorporates the dissimilarities in exchange rate regimes in a panel framework and study the links between exchange rates and monetary fundamentals. The focus on how exchange rate regimes might alter the equilibrium relationships between exchange rates and monetary fundamentals in SSA is a pioneering experiment.
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Cuestas, Juan Carlos, and Estefanía Mourelle. "Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk?" Applied Economics 43, no. 2 (January 2011): 243–58. http://dx.doi.org/10.1080/00036840802467065.

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Gabaix, Xavier, and Matteo Maggiori. "International Liquidity and Exchange Rate Dynamics *." Quarterly Journal of Economics 130, no. 3 (March 18, 2015): 1369–420. http://dx.doi.org/10.1093/qje/qjv016.

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Abstract We provide a theory of the determination of exchange rates based on capital flows in imperfect financial markets. Capital flows drive exchange rates by altering the balance sheets of financiers that bear the risks resulting from international imbalances in the demand for financial assets. Such alterations to their balance sheets cause financiers to change their required compensation for holding currency risk, thus affecting both the level and volatility of exchange rates. Our theory of exchange rate determination in imperfect financial markets not only helps rationalize the empirical disconnect between exchange rates and traditional macroeconomic fundamentals, it also has real consequences for output and risk sharing. Exchange rates are sensitive to imbalances in financial markets and seldom perform the shock absorption role that is central to traditional theoretical macroeconomic analysis. Our framework is flexible; it accommodates a number of important modeling features within an imperfect financial market model, such as nontradables, production, money, sticky prices or wages, various forms of international pricing-to-market, and unemployment.
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Dissertations / Theses on the topic "Exchange rates determination"

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Sun, Wei. "THREE ESSAYS ON EXCHANG RATES AND EXCHANGE RATE POLICY." Lexington, Ky. : [University of Kentucky Libraries], 2006. http://lib.uky.edu/ETD/ukyecon2006d00396/dissertationWS.pdf.

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Thesis (Ph. D.)--University of Kentucky, 2006.
Title from document title page (viewed on May 8, 2006). Document formatted into pages; contains vii, 143 p. : ill. Includes abstract and vita. Includes bibliographical references (p. 133-142).
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Almeida, Ramos Raquel. "Financialization and its Implications on the Determination of Exchange Rates of Emerging Market Economies." Thesis, Sorbonne Paris Cité, 2016. http://www.theses.fr/2016USPCD056/document.

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CCette thèse étudie les impacts de la financiarisation sur le taux de change des paysémergents. La financiarisation entraine la finance vers une logique patrimoniale et plusspéculative au niveau international comme l'indique l'utilisation de produits et pratiquesinnovantes par les gestionnaires de portefeuille internationaux. Parallèlement, on constateune volatilité élevée des taux de change dans certains pays émergents, notamment lors deturbulences sur les marchés financiers internationaux. La thèse analyse la relation entre la financiarisation et cette dynamique du taux de change et pourquoi le taux de change est plus volatile dans certains pays. La thèse émet l'hypothèse que l'inclusion d'actifs des pays émergents et de leur monnaie dans les stratégies innovantes de gestion de portefeuille soumet leurs taux de change aux décisions des money managers et les rend dépendant aux variations des marchés financiers mondiaux. Pour tester cette hypothèse, la thèse propose l'utilisation d'un indicateur d'intégration financiarisée et le compare aux caractéristiques de chaque taux de change. Les résultats démontrent une forte relation entre le niveau de financiarisation de l'intégration d'un pays et la volatilité de son taux de change, la fréquence des dépréciations extrêmes, la corrélation avec les conditions financières internationales ainsi qu'avec d'autres monnaies émergentes. La thèse propose une analyse dans une approche Minskyenne d'économie ouverte qui détaille les mécanismes sous-jacents à ces résultats et des modélisations des éléments importants pour la détermination du taux de change dans un cadre SFC
This thesis investigates the impacts of financialization on exchange rates of emerging marketeconomies (EMEs). With financialization, finance follows a patrimonial and increasinglyspeculative logic at the international level, reflecting innovations of products and practicessuch as FX derivatives and carry trading by money managers. Through their portfolioallocation decisions, these portfolio investors bridge markets and currencies across the globe, their decisions being key to exchange rate determination. Simultaneously, some EMEs have been facing high exchange rate volatility, especially in moments of turbulence in international financial markets. The thesis seeks to answer whether these dynamics are associated with financialization and why they are stronger in some EMEs. Specifically, it raises the hypothesis that the use of an EME's assets and currency in those innovative strategies increases emerging currencies' fragility to money managers' decisions, thus to conditions of financial markets worldwide. To test this hypothesis an indicator of financialized integration is suggested and compared to countries' exchange-rate features. Results demonstrate a strong association of financialization with higher exchange rate volatility, more frequent extreme depreciations, closer association with international financial conditions, and high correlation with other emerging currencies. Apart from scrutinizing emerging currencies' special dynamics and their reasons, the thesis suggests a Minskyan open-economy framework that details the underlying mechanisms and forms of modeling keyelements to explain exchange rate dynamics in the SFC framework
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Ziegler, Christina. "Exchange Rate Stability and Wage Determination in Central and Eastern Europe." Doctoral thesis, Universitätsbibliothek Leipzig, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-81237.

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In Folge der Osterweiterung der europäischen Union (EU) und der steigenden Arbeitsmarktintegration zwischen den EU15 und den neuen Mitgliedsstaaten ist die Lohnfindung in Mittel- und Osteuropa zu einem Schwerpunkt der europäischer Wirtschaftspolitik geworden. Zugleich wird das optimale Wechselkursregime für mittel- und osteuropäische Staaten kontrovers diskutiert. Die Dissertation befasst sich mit der Fragestellung, welche Wechselkursstrategie in Mittel- und Osteuropa vorzuziehen ist, um zum einen den Lohnfindungsprozess zu optimieren und zum anderen den Anpassungsprozess (Konvergenzprozess) an europäische Lohnstandards zu beschleunigen. Diese kumulierte Arbeit besteht aus vier unabhängigen Fachaufsätzen. Zuerst wird der Frage nachgegangen, welche Wechselkursstrategie einen optimalen Rahmen für die Lohnsetzung während des Aufholprozesses mittel- und osteuropäischer Staaten ermöglicht (Kapitel zwei). Im Kapitel drei wird die Rolle der Geldpolitik in Bezug auf die Lohnfindung in Staaten mit flexiblen Wechselkursen untersucht. Die Evaluierung der Prognosefähigkeit alternativer Konjunkturindikatoren für die Euro Zone sowie deren Implikationen für den Lohnverhandlungsprozess in Mittel-und Osteuropa ist Gegenstand der Analyse in Kapitel vier. Im fünften Kapitel wird der Rolle der Lohnpolitik auf Leistungsbilanz(un)gleichgewichte in Mittel- und Osteuropa nachgegangen
After the Eastern enlargement of the European Union (EU) and increasing participation of labor between the EU15 and the new member states, wage determination in Central and Eastern Europe (CEE) has become a key issue in European economic policy making. At the same time there are controversial discussions regarding the appropriate exchange rate regime for the CEE countries. In this thesis it is examined which exchange rate strategy provides a more favorable framework for wage setting in CEE and leads to faster wage convergence in Europe. This thesis has four parts. First, it is analyzed which exchange rate strategy provides a more favorable framework for wage setting during the economic catch-up process of CEE (section two). Second, the role of monetary policy in wage determination in countries with flexible exchange rate regimes is examined in section three. Third, the predictive power of different euro area business cycle indicators is analyzed in section four. Fourth, the impact of wage determination on the balance of payments in CEE is scrutinized (section five)
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Ahmed, Najeer. "Addressing the Post-Keynesian Critique: Exchange Rate Determination with an Extended Mundell-Fleming Model." Scholarship @ Claremont, 2016. http://scholarship.claremont.edu/cmc_theses/1335.

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The assertion that financial flows are the primary drivers of exchange rates may be considered as financial markets become increasingly large and sophisticated. However, the Post-Keynesian critique leaves little room for the real economy to impact exchange rates. This paper aims to extend the Mundell-Fleming model to address the Post-Keynesian critique of mainstream models, by incorporating wealth effects, expectations, and Taylor-rule interest targeting. Discussion of significant financial events affecting the USDJPY exchange rate finds that wealth effects are significant considerations, and that the real economy cannot be discounted completely. Empirical results find that the real interest rate is a significant factor in exchange rate determination, tying into the discussion over the relationship between savings and consumption.
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Bukat, Michał Aleksander. "Purchasing Power Parity - Theory and Practice." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206079.

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The thesis explains the theory of purchasing power parity and related concepts. It shows differences in prices and wages all around the globe and gives theoretical explanation of existing disparities. The goal is to find out how prices differ in reality, where costs of living are the highest or the lowest and what makes some products more or less expensive in different countries. In order to answer the questions the thesis deals with, the variety of sources was used, starting from economics textbooks, academic journals, literature reviews, the Economist website, a study of UBS 'Prices and Earnings', International Monetary Fund database and others.
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Lyons, Richard K. "Three essays on exchange rate determination." Thesis, Massachusetts Institute of Technology, 1988. http://hdl.handle.net/1721.1/14706.

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Chiang, Yao Chye. "Exchange rate determination : the case of Singapore /." Title page, contents and introduction only, 1988. http://web4.library.adelaide.edu.au/theses/09EC/09ecc5328.pdf.

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Zhuang, Yaqin. "Aspects of exchange rate determination : empirical evidence." Thesis, University of Hull, 1994. http://hydra.hull.ac.uk/resources/hull:8029.

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The presence of a risk premium in foreign exchange markets for the floating exchange rate period has been examined by some researchers and the results obtained were not successful. In this thesis, we analyse a number of exchange rate models and assess their empirical performance. Using the data from the Group-S members in the post Bretton Woods period, we investigate the presence of the risk premium among different models. Our results are remarkably satisfactory. A 'new' random walk model is tested. It has been found that the null hypothesis of a unit coefficient with or without a constant cannot be rejected for several pairs of the countries. The statistically non-zero constant indicates the existence of the risk premium and/or transaction costs in the foreign exchange markets. Results of testing long run Real Interest Parity (RIP) show that such a condition holds in several cases, and this is explained by the existence of capital and exchange rate controls, and thus by the risk premium, rather than PPP and UIP conditions. One way to detect the existence of the risk premium is to test the significance of the semi-elasticity of bond supplies in a portfolio balance model. It has been shown that such a premium does exist in many cases. Thus the results support the view that the exchange rate is mainly determinated by investors' portfolio behaviour. Finally, a synthesis of monetary and portfolio balance models is also studied. We have been able to uncover evidence in support of the long run model of exchange rate determination for the floating exchange rate period. The evidence supports the synthesis model and a policy reaction function that manages the exchange rate by fully or partially offsetting systematic fluctuations in interest rate differentials.
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Caldron-Morales, Camilo. "Microstructure markets, strategy and exchange rate determination." Thesis, Bournemouth University, 2016. http://eprints.bournemouth.ac.uk/25042/.

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The main contribution of this empirical research is to demonstrate that agents’ strategies are important in the exchange rate determination. This research shows that strategic objectives are heterogeneous particularly when they are related to the expectations with respect to volatility. Trading strategies contribute to solving the empirical problem of explaining exchange rates. In this connection, the main research question addresses how far strategies are important in the exchange rates determination. The concept of strategy includes a) the strategic objectives, b) the trading strategies and c) the strategic content (agents preferred variables). This research departs from the Microstructure Markets Models used by Evans (2002, 2010). Unlike the literature, this empirical research includes a survey approach, combined with recently developed techniques in panel time series estimation, such as the Pooled mean-group (Pesaran and Smith 1995, Pesaran and Shin 1999, and Pesaran 2004), and especially the panel second step least squares with time-invariant variables (Panel 2SLS) (Atkinson 2014). The strategic objectives are extracted from the economic literature. Trading strategy characteristics are taken from the strategic management literature, and the strategic content (variables) from the microstructure literature. Among the findings are that: (a) strategic objectives comprise more than the traditional objective ‘profiting from investments’; (b) the effect of planning and learning strategies on the exchange rates is both important and statistically significant; and (c) market homogeneity is related to the strategic information used by market agents.
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Lin, Jigeng. "Forward market efficiency and foreign exchange rate determination." Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186807.

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This dissertation studies the simple efficiency hypothesis, which states that the forward exchange rate is an unbiased and efficient predictor of the future spot exchange rate. This hypothesis has been extensively tested, and is overwhelmingly rejected. However, researchers are unable to determine the exact cause of rejections since it is the result of joint assumptions of risk neutrality and rational expectations. An interest rate differential model is developed assuming that the spot rate follows a random walk process and the covered interest rate parity condition holds. In this model, the spot rate is equal to the sum of the lagged forward rate and the interest rate differential, and a random error term. This model shows that the interest rate differential term belongs to the relationship between the spot and lagged forward rates, but it is not accounted for by the simple efficiency hypothesis. Therefore, the simple efficiency hypothesis is rejected because the interest rate differential term belongs to the spot and forward relationship rather than because of assumptions of risk neutrality or rational expectations. Empirical evidence supports this model using the exchange rates of the United Kingdom, Canada, Germany, Japan, and Switzerland versus the United States. Furthermore, the time series properties of interest rate differentials are sensitive to changes in monetary and fiscal policies. The interest rate differential is non-stationary, and the spot and forward rates are not cointegrated for samples between 1982 to 1993, which is a strong indication that the simple efficiency hypothesis is rejected because of interest rate differentials.
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Books on the topic "Exchange rates determination"

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Exchange rate determination and control. London: Routledge, 1995.

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Llopart, Iñigo Delgado. A financial prices model of exchange rate determination. Dublin: University College Dublin, 1993.

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Exchange-rate determination: Models and strategies for exchange rate forecasting. New York: McGraw-Hill, 2003.

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Bacchetta, Philippe. Can information heterogeneity explain the exchange rate determination puzzle? Cambridge, Mass: National Bureau of Economic Research, 2003.

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Browne, F. X. Exchange controls and interest rate determination with traded and non-traded assets. Dublin: Central Bank of Ireland, 1988.

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N, Agarwal R. Exchange rate determination in India endogenising foreign capital flows and some entities of the monetary sector. Delhi: Institute of Economic Growth, 2000.

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Ayogu, Melvin D. Empirical studies of Nigeria's foreign exchange parallel market I: Price behaviour and rate determination. Nairobi: African Economic Research Consortium, 1995.

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Rosenberg, Michael Roy. Currency forecasting: A guide to fundamental and technicalmodels of exchange rate determination. Chicago: Irwin Professional, 1996.

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Mole, David. An error correction approach to exchange rate determination in S.E. Asian economies. Kowloon, Hong Kong: City Polytechnic of Hong Kong, Department of Economics and Finance, 1993.

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Rosenberg, Michael Roy. Currency forecasting: A guide to fundamental and technical models of exchange rate determination. Chicago, Ill: Irwin Professional Publishing, 1996.

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Book chapters on the topic "Exchange rates determination"

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Söylemez, Arif Orçun. "Prominent structural models for exchange rate determination." In Foreign Exchange Rates, 6–12. Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge focus on economics and finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003102809-2.

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Floyd, John E. "Issues Regarding Exchange Rate Determination." In Interest Rates, Exchange Rates and World Monetary Policy, 99–112. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_7.

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Chinn, Menzie. "Macro Approaches to Foreign Exchange Determination." In Handbook of Exchange Rates, 45–71. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch2.

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Evans, Martin D. D., and Dagfinn Rime. "Micro Approaches to Foreign Exchange Determination." In Handbook of Exchange Rates, 73–110. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch3.

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Kallianiotis, John N. "Foreign Exchange Rate Determination." In Exchange Rates and International Financial Economics, 83–141. New York: Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137318886_3.

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Sawyer, W. Charles, and Richard L. Sprinkle. "Exchange rates and their determination." In Applied International Economics, 307–44. 5th Edition. | New York : Routledge, 2020. | Revised edition of the authors’ Applied international economics, 2015.: Routledge, 2020. http://dx.doi.org/10.4324/9780429425547-14.

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Jacque, Laurent L. "Determination of Spot Exchange Rates." In Management and Control of Foreign Exchange Risk, 1–40. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1806-1_1.

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Jacque, Laurent L. "Determination of Forward Exchange Rates." In Management and Control of Foreign Exchange Risk, 41–71. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1806-1_2.

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Krelle, Wilhelm, and Heinz Welsch. "Determination of Exchange Rates and Capital Flows for OECD Countries." In European Factor Mobility, 233–50. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-10044-6_14.

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Krelle, Wilhelm, and Hermann Sarrazin. "Simultaneous Determination of Capital Flows, the Exchange Rate and Interest Rates in the Bonn Forecasting Model 11." In Contributions to Econometrics and Statistics Today, 146–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-70189-4_14.

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Conference papers on the topic "Exchange rates determination"

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Br.Ginting, Ayu Putri Sumada, Dede Ruslan, and Mrs Fitrawaty. "Analysis The Determination of The Stability of Exchange Rates In Indonesia." In 1st Economics and Business International Conference 2017 (EBIC 2017). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/ebic-17.2018.6.

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Santosa, Agus Budi, Agung Nusantara, and Sri Nawatmi. "The Portofolio Model of Exchange Rate Determination: The case of Rupiah exchange rate." In Proceedings of the International Conference on Banking, Accounting, Management, and Economics (ICOBAME 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icobame-18.2019.31.

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"Owner-Used Capital Goods and the Exchange Rate Determination." In 2005 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2005. ERES, 2005. http://dx.doi.org/10.15396/eres2005_190.

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Sole, J. D., and M. W. Ellis. "Development of a Method for Determining the Two-Phase Relative Permeability Relationships in the Gas Diffusion Layers of PEM Fuel Cells." In ASME 2009 7th International Conference on Fuel Cell Science, Engineering and Technology. ASMEDC, 2009. http://dx.doi.org/10.1115/fuelcell2009-85242.

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A new method is demonstrated for the simultaneous determination of both the liquid phase relative permeability and the gas phase relative permeability as a function of compression in thin porous materials such as those used as gas diffusion layers (GDLs) in proton exchange membrane fuel cells (PEMFCs). In this method, multiple layers of the material of interest are inserted into the test section and the desired compression is achieved via pneumatic cylinders. The compression of the sample is maintained while both liquid and gas are forced through the medium at a known rate until a steady pressure differential across the compressed medium is achieved. Upon achieving a steady pressure differential, the pneumatic cylinders are retracted and the center layer of the sample material is released and suspended from an analytical balance. The mass measurement yields the liquid saturation of the material, while the flow rate of each component and the common pressure drop are used to determine the relative permeability of each phase. The process is repeated at different flow rates until the dependence of the relative permeability on saturation is established. The relative permeability of liquid water in GDL materials has long been assumed to follow a cubic relationship with saturation similar to what has been observed in packed sand. However, it is shown in this work for a variety of macroporous GDL materials including both carbon fiber paper and carbon fiber cloth, that the relative permeability function is actually a linear function of liquid water saturation. The slope of the linear function is highly dependent on the substrate type, the level of wetproofing that has been applied to the substrate, and the compression of the material. Results are presented for carbon paper and carbon cloth materials that are untreated (no wetproofing) and that have been treated with a wetproofing agent to a level of 20 wt%.
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Fakheri, Ahmad. "Arithmetic Mean Temperature Difference and the Concept of Heat Exchanger Efficiency." In ASME 2003 Heat Transfer Summer Conference. ASMEDC, 2003. http://dx.doi.org/10.1115/ht2003-47360.

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In this paper, it is shown that the Arithmetic Mean Temperature Difference, which is the difference between the average temperatures of hot and cold fluids, can be used instead of the Log Mean Temperature Difference (LMTD) in heat exchanger analysis. For a given value of AMTD, there exists an optimum heat transfer rate, Qopt, given by the product of UA and AMTD such that the rate of heat transfer in the heat exchanger is always less than this optimum value. The optimum heat transfer rate takes place in a balanced counter flow heat exchanger and by using this optimum rate of heat transfer, the concept of heat exchanger efficiency is introduced as the ratio of the actual to optimum heat transfer rate. A general algebraic expression as well as a chart is presented for the determination of the efficiency and therefore the rate of heat transfer for parallel flow, counter flow, single stream, as well as shell and tube heat exchangers with any number of shells and even number of tube passes per shell. In addition to being more intuitive, the use of AMTD and the heat exchanger efficiency allow the direct comparison of the different types of heat exchangers.
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Fakheri, Ahmad. "The Shell and Tube Heat Exchanger Efficiency and Its Relation to Effectiveness." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-41633.

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The heat exchanger efficiency is defined as the ratio of the actual heat transfer in a heat exchanger to the optimum heat transfer rate. The optimum heat transfer rate, qopt, is given by the product of UA and the Arithmetic Mean Temperature Difference, which is the difference between the average temperatures of hot and cold fluids. The actual rate of heat transfer in a heat exchanger is always less than this optimum value, which takes place in a balanced counter flow heat exchanger. It is shown that for parallel flow, counter flow, and shell and tube heat exchanger the efficiency is only a function of a single nondimensional parameter called Fin Analogy Number. Remarkably, the functional dependence of the efficiency of these heat exchangers on this parameter is identical to that of a constant area fin with an insulated tip. Also a general algebraic expression as well as a generalized chart is presented for the determination of the efficiency of shell and tube heat exchangers with any number of shells and even number of tube passes per shell, when the Number of Transfer Units (NTU) and the capacity ratio are known. Although this general expression is a function of the number of shells and another nondimensional group, it turns out to be almost independent of the number of shells over a wide range of practical interest. The same general expression is also applicable to parallel and counter flow heat exchangers.
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7

Klacsánová, Kitty, and Mária Bohdalová. "THE ROLE OF THE VISEGRAD GROUP’S MACROECONOMIC DEVELOPMENT IN EXCHANGE RATE DETERMINATION." In Fifth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2019. http://dx.doi.org/10.31410/limen.s.p.2019.61.

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8

Mohamed, Bassel Y., Mohamed A. Hamdy, and Tamer I. Eid. "Determination of Temperature Limits for Heat Exchanger Joint Assembled of Solid Stainless Tubesheet With Girth Flanges." In ASME 2017 Pressure Vessels and Piping Conference. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/pvp2017-65826.

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Although heat exchangers are built according to international codes and proved to be leak tight by hydrotesting at ambient temperature, leak of stainless steel heat exchangers girth flanges at the tubesheet gaskets likely occurs during startup and operation at high temperatures. Accordingly, evaluation of the design to assure leak free operation considering anticipated thermal events is required. WRC 510 bulletin [4] introduces a simplified analytical method to address this issue and provides safe guarding against leakage. This study is performed on solid 300 series stainless stationary tubesheet flanged with girth flanges having the same or different material of construction. A thermal finite element analysis is performed to obtain the transient temperature distribution through a girth flanges and stationary tubesheet assembly of a heat exchanger using SOLIDWORKS® SIMULATION [7]. The model of the flanged joint consists of two girth flanges with a tubesheet and gaskets in between. Thermal time dependent transient analysis of the above model is conducted to compute the temperature distribution in the flanged joint assembly for different time steps. Further, these temperature distributions are used to compute the expansion, deflection and rotation for the flanged joint parts using WRC 510 bulletin [4] equations. The study determines both the permissible heating rates during startup and the temperature limits, for the example studied, which are suitable for using solid 300 series stainless tubesheet for both material types of the girth flanges to have the most leak tight & economical assembly when the minimum design metal temperature allows these materials.
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9

De Paepe, Ward, Alessio Pappa, Diederik Coppitters, Marina Montero Carrerro, Panagiotis Tsirikoglou, and Francesco Contino. "Recuperator Performance Assessment in Humidified Micro Gas Turbine Applications Using Experimental Data Extended With Preliminary Support Vector Regression Model Analysis." In ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-15634.

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Abstract Cycle humidification applied to micro Gas Turbines (mGTs) offers a solution to overcome their limited operational flexibility in terms of variable electrical and thermal power production when used in a Combined Heat and Power (CHP) application. Although the positive impact of this cycle humidification on the performance has already been proven numerically and experimentally, very detailed modeling of the system performance remains challenging, especially the determination of the recuperator effectiveness, which has the highest impact on the final cycle performance. Indeed, the recuperator performance depends strongly on the mass flow rate of the air stream and its humidification level, two parameters that are difficult to measure accurately. Accurate modeling of the recuperator performance under both dry and humidified conditions is thus essential for correct assessment of the potential of humidified mGT cycles in Decentralized Energy Systems (DES). In this paper, we present a detailed analysis of the recuperator performance under humidified conditions using averaged experimental data, extended with the application of a Support Vector Regression (SVR) on a time series to improve noise-modeling of the output signal, and thus enhance the accuracy of the monitoring process. In a first step, the missing experimental parameters, air mass flow rate and humidity level, were obtained indirectly, using rotational speed, fuel flow rate, exhaust gas composition and pressure level measurements in combination with the compressor map. Despite the low accuracy, some general trends regarding the recuperator performance could be observed based on these experimental data, indicating that the recuperator, despite having an increased total exchanged heat flux, is actually too small to exploit the full potential of the humidification. In a second step, by means of the SVR model, a first attempt was made to improve the accuracy and reduce the scatter on the recuperator performance determination. The predicted results with the SVR indicated indeed a reduced scatter on the determinations of the air mass flow rate and the amount of introduced water, opening a pathway towards online recuperator performance prediction.
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Kumar, Pramod, Hamsa Lakshmi, and Pradip Dutta. "Determination of Solid Fraction Evolution During Solidification of Aluminum Alloy in Presence of Linear Electromagnetic Stirring." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-12751.

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In many industrial casting processes, knowledge of the solid fraction evolution during the solidification process is a key factor in determining the process parameters such as cooling rate, stirring intensity and in estimating the total solidification time. In the present work, a new method of estimating solid fraction is presented, which is based on calorimetric principles. In this method, the cooling curve data at each point in the melt, along with the thermal boundary conditions, are used to perform energy balance in the mould, from which solid fraction generation during any time interval can be estimated. This method is applied to the case of a rheocasting process, in which Al-Si alloy (A356 alloy) is solidified by stirring in a cylindrical mould placed in the annulus of a linear electromagnetic stirrer. The metal in the mould is simultaneously cooled and stirred to produce a cylindrical billet with non-dendritic globular microstructure. Temperature is measured at key locations in the mould to assess the various heat exchange processes prevalent in the mould and to monitor the solidification rate. The results obtained by energy balance method are compared with those by the conventional procedure of calculating solid fraction using the Schiel equation.
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Reports on the topic "Exchange rates determination"

1

Fair, Ray. Interest Rate and Exchange Rate Determination. Cambridge, MA: National Bureau of Economic Research, December 1986. http://dx.doi.org/10.3386/w2105.

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2

van Wincoop, Eric, and Philippe Bacchetta. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? Cambridge, MA: National Bureau of Economic Research, February 2003. http://dx.doi.org/10.3386/w9498.

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3

Ahn, Byung Chan. Monetary Policy and the Determination of the Interest Rate and Exchange Rate in a Small Open Economy with Increasing. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.024.

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4

Grinols, Earl, and Stephen Turnovsky. Stochastic Equilibrium and Exchange Rate Determination in a Small Open Economy with Risk Averse Optimizing Agents. Cambridge, MA: National Bureau of Economic Research, March 1991. http://dx.doi.org/10.3386/w3651.

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5

Asano, Ethan, Fredrick Dolislager, Karessa Manning, Debra Stewart, Katie Noto, Hayden Ringer, Caleigh Samuels, Leslie Galloway, Anthony Armstrong, and Michael Bellamy. Air Exchange Rate Impact on Actinon, Thoron, and Radon Activity Equilibrium Factor and Inhalation Fractional Equilibrium Factor Determination in Vapor Intrusion Risk and Dose Models. Office of Scientific and Technical Information (OSTI), November 2019. http://dx.doi.org/10.2172/1607007.

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