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Journal articles on the topic 'Foreign exchange rates Foreign exchange rates'

Author: Grafiati

Published: 4 June 2021

Last updated: 16 February 2022

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1

Havenner, Arthur, and Bagher Modjtahedi. "Foreign exchange rates." Journal of Econometrics 37, no. 2 (1988): 251–64. http://dx.doi.org/10.1016/0304-4076(88)90005-x.

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2

JÜTTNER, D. JOHANNES, and BERND P. LUEDECKE. "Interest Rates, Exchange Rates and Foreign Debt." Economic Record 67, no. 2 (1991): 139–46. http://dx.doi.org/10.1111/j.1475-4932.1991.tb02537.x.

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3

Nathani, Navita, Jaspreet Kaur, and Pooja Shrivas. "Dynamics of Foreign Exchange Rates." Prestige International Journal of Management & IT - Sanchayan 04, no. 02 (2015): 35–58. http://dx.doi.org/10.37922/pijmit.2015.v04i02.002.

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4

van de Gucht, Linda M., Marnik G. Dekimpe, and Chuck C. Y. Kwok. "Persistence in foreign exchange rates." Journal of International Money and Finance 15, no. 2 (1996): 191–220. http://dx.doi.org/10.1016/0261-5606(96)00001-0.

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5

Sideris, Dimitrios A. "Foreign exchange intervention and equilibrium real exchange rates." Journal of International Financial Markets, Institutions and Money 18, no. 4 (2008): 344–57. http://dx.doi.org/10.1016/j.intfin.2007.04.001.

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6

LOWE, PHILIP, and ALISON TARDITI. "Interest Rates, Exchange Rates and Foreign Debt: Comment*." Economic Record 69, no. 1 (1993): 77–79. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01800.x.

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7

JÜTTNER, D. JOHANNES. "Interest Rates, Exchange Rates and Foreign Debt: Rejoinder." Economic Record 69, no. 1 (1993): 80–81. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01801.x.

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8

Cheung, Yin-Wong. "Long Memory in Foreign-Exchange Rates." Journal of Business & Economic Statistics 11, no. 1 (1993): 93. http://dx.doi.org/10.2307/1391309.

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9

Mahajan, Arvind, and Andrew J. Wagner. "Nonlinear dynamics in foreign exchange rates." Global Finance Journal 10, no. 1 (1999): 1–23. http://dx.doi.org/10.1016/s1044-0283(99)00002-2.

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10

Stevens, Guy V. G. "Exchange Rates and Foreign Direct Investment." Journal of Policy Modeling 20, no. 3 (1998): 393–401. http://dx.doi.org/10.1016/s0161-8938(97)00007-0.

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11

Cheung, Yin-Wong. "Long Memory in Foreign-Exchange Rates." Journal of Business & Economic Statistics 11, no. 1 (1993): 93–101. http://dx.doi.org/10.1080/07350015.1993.10509935.

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12

Bollen, Nicolas P. B., Stephen F. Gray, and Robert E. Whaley. "Regime switching in foreign exchange rates:." Journal of Econometrics 94, no. 1-2 (2000): 239–76. http://dx.doi.org/10.1016/s0304-4076(99)00022-6.

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13

HUANG, GUOBO, and CLEMENT YUK-PANG WONG. "UNIFICATION OF CHINA'S FOREIGN EXCHANGE RATES." Contemporary Economic Policy 14, no. 4 (1996): 42–57. http://dx.doi.org/10.1111/j.1465-7287.1996.tb00632.x.

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14

Strauch, Bruce, and Katina Strauch. "Foreign exchange rates and journal pricing." Library Acquisitions: Practice & Theory 13, no. 4 (1989): 417–22. http://dx.doi.org/10.1016/0364-6408(89)90052-5.

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15

Wolff, Christian C. P. "Forward foreign exchange rates and expected future spot rates." Applied Financial Economics 10, no. 4 (2000): 371–77. http://dx.doi.org/10.1080/09603100050031499.

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16

Vandewalle, N., and M. Ausloos. "Sparseness and Roughness of Foreign Exchange Rates." International Journal of Modern Physics C 09, no. 05 (1998): 711–19. http://dx.doi.org/10.1142/s0129183198000613.

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An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H1 which characterizes the excursion of the exchange rate has been numerically measured. The degree of intermittency C1 has been also estimated. In the (H1,C1) phase diagram, the currency exchange rates are dispersed in a wide region around the Brownian motion value (H1=0.5,C1=0) and have a significantly intermittent component (C1≠0).

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17

Hsieh, David A. "Modeling Heteroscedasticity in Daily Foreign-Exchange Rates." Journal of Business & Economic Statistics 7, no. 3 (1989): 307. http://dx.doi.org/10.2307/1391528.

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18

Gonçalves, Fernando M. "Accumulating Foreign Reserves Under Floating Exchange Rates." IMF Working Papers 08, no. 96 (2008): 1. http://dx.doi.org/10.5089/9781451869576.001.

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19

Brenner, Menachem, Young Ho Eom, and Yoram Landskroner. "Implied foreign exchange rates using options prices." International Review of Financial Analysis 5, no. 3 (1996): 171–83. http://dx.doi.org/10.1016/s1057-5219(96)90012-5.

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20

Hsieh, David A. "Modeling Heteroscedasticity in Daily Foreign-Exchange Rates." Journal of Business & Economic Statistics 7, no. 3 (1989): 307–17. http://dx.doi.org/10.1080/07350015.1989.10509740.

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21

Bhawnani, Vijay, and K. Rao Kadiyala. "Forecasting foreign exchange rates in developing economies." Applied Economics 29, no. 1 (1997): 51–62. http://dx.doi.org/10.1080/000368497327399.

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22

Suzuki, Tomoya, Tohru Ikeguchi, and Masuo Suzuki. "Multivariable nonlinear analysis of foreign exchange rates." Physica A: Statistical Mechanics and its Applications 323 (May 2003): 591–600. http://dx.doi.org/10.1016/s0378-4371(03)00052-9.

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23

Guerard, John B. "Composite model building for foreign exchange rates." Journal of Forecasting 8, no. 3 (1989): 315–29. http://dx.doi.org/10.1002/for.3980080313.

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24

MacDermott, Raymond. "Linking Exchange Rates to Foreign Direct Investment." International Trade Journal 22, no. 1 (2008): 3–16. http://dx.doi.org/10.1080/08853900701784045.

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25

So, Jacky C. "The Behavior of Foreign Exchange Rates – Comment." Journal of International Business Studies 17, no. 3 (1986): 165–75. http://dx.doi.org/10.1057/palgrave.jibs.8490806.

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26

Calderón-Rossell, Jorge R., and Moshe Ben-Horim. "The Behavior of Foreign Exchange Rates – Reply." Journal of International Business Studies 17, no. 3 (1986): 177–80. http://dx.doi.org/10.1057/palgrave.jibs.8490807.

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27

Aczel, Amir D., and Norman H. Josephy. "The Chaotic Behavior of Foreign Exchange Rates." American Economist 35, no. 2 (1991): 16–24. http://dx.doi.org/10.1177/056943459103500203.

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28

Guo, Hui, and Robert Savickas. "Forecasting foreign exchange rates using idiosyncratic volatility." Journal of Banking & Finance 32, no. 7 (2008): 1322–32. http://dx.doi.org/10.1016/j.jbankfin.2007.11.006.

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29

Das, Atin, and Pritha Das. "Chaotic analysis of the foreign exchange rates." Applied Mathematics and Computation 185, no. 1 (2007): 388–96. http://dx.doi.org/10.1016/j.amc.2006.06.106.

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30

Sewell, Martin, and John Shawe-Taylor. "Forecasting foreign exchange rates using kernel methods." Expert Systems with Applications 39, no. 9 (2012): 7652–62. http://dx.doi.org/10.1016/j.eswa.2012.01.026.

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31

Baek, In-Mee, and Tamami Okawa. "Foreign exchange rates and Japanese foreign direct investment in Asia." Journal of Economics and Business 53, no. 1 (2001): 69–84. http://dx.doi.org/10.1016/s0148-6195(00)00038-2.

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32

Rahim, Muhammad Abdur, and Zahangin Alam. "Foreign Exchange Reserves." International Journal of Finance & Banking Studies (2147-4486) 2, no. 4 (2013): 1–12. http://dx.doi.org/10.20525/ijfbs.v2i4.159.

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This study is about foreign exchange reserves of Bangladesh. The main purpose of this study is to the influence of exchange rateson foreign exchange reserves to the Bangladesh context. Both the primary and secondary data has been used in this study. The primary data has been collected through a structured questionnaire from 50 respondents. The secondary data, namely Bangladesh foreign exchange reserves (FER), Bangladesh current account balance (CAB), Bangladesh capital and financial account balance (CFAB), and BDT/USD exchange rates (ER). This study covers yearly data from July 01, 1996 to Jun

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33

Pinto, Brian. "Black markets for foreign exchange, real exchange rates and inflation." Journal of International Economics 30, no. 1-2 (1991): 121–35. http://dx.doi.org/10.1016/0022-1996(91)90008-t.

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34

EVANS, Martin D. D. "Exchange Rates and Liquidity Risk." Journal of Advanced Studies in Finance 11, no. 2 (2020): 159. http://dx.doi.org/10.14505//jasf.v11.2(22).08.

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I use Forex trading data to study how risks associated with the lack of liquidity contribute to the dynamics of 17 spot exchange rates through their time-varying contributions to risk premia. I find that liquidity risk matters. All the foreign exchange risk premia compensate investors for exposure to liquidity risk; and, for many currencies, exposure to liquidity risk appears to be more important than exposure to the traditional carry and momentum risk factors. I also find that variations in the price of liquidity risk make economically important contributions to the behavior of individual for

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35

Baek, H. Young, and Chuck C. Y. Kwok. "Foreign exchange rates and the corporate choice of foreign entry mode." International Review of Economics & Finance 11, no. 2 (2002): 207–27. http://dx.doi.org/10.1016/s1059-0560(01)00106-x.

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36

Pozo, Catalina Amuedo-Dorantes, Susan. "FOREIGN EXCHANGE RATES AND FOREIGN DIRECT INVESTMENT IN THE UNITED STATES." International Trade Journal 15, no. 3 (2001): 323–43. http://dx.doi.org/10.1080/088539001753228018.

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37

Choi, Hyelin, and Hyo Sang Kim. "Exchange Rates and Firm Exports: The Role of Foreign Ownership and Foreign Subsidiaries." Asian Economic Papers 19, no. 2 (2020): 103–18. http://dx.doi.org/10.1162/asep_a_00776.

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This paper examines the role of global production linkages on exchange rate elasticities by using Korean firm-level data. Firms with foreign ownership or with foreign subsidiaries, which are linked to global production, tend to weaken the effects of exchange rate movements on firm exports. We find the exchange rate elasticities of firm exports are significant and tend to have a negative effect on domestic firms or firms with no foreign subsidiary. In contrast, the results show an insignificant effect on foreign-owned firms or firms with foreign subsidiaries. After controlling for the export to

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38

Stevens, Guy V. G. "Exchange Rates and Foreign Direct Investment : A Note." International Finance Discussion Paper 1993, no. 444 (1993): 1–13. http://dx.doi.org/10.17016/ifdp.1993.444.

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39

Xing, Yuqing, and Laixun Zhao. "Reverse Imports, Foreign Direct Investment and Exchange Rates." International Economy 2004, no. 55 (2004): 207. http://dx.doi.org/10.5652/kokusaikeizai.2004.207.

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40

Beran, Jan, and Dirk Ocker. "SEMIFAR forecasts, with applications to foreign exchange rates." Journal of Statistical Planning and Inference 80, no. 1-2 (1999): 137–53. http://dx.doi.org/10.1016/s0378-3758(98)00247-x.

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41

Huang, Hongxuan, and Zhengjun Zhang. "Virtual Standard Currency for Approximating Foreign Exchange Rates." International Journal of Electronic Commerce 23, no. 1 (2019): 33–62. http://dx.doi.org/10.1080/10864415.2018.1512273.

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42

Inoue, Jun-Ichi, and Naoya Sazuka. "Queueing theoretical analysis of foreign currency exchange rates." Quantitative Finance 10, no. 2 (2009): 121–30. http://dx.doi.org/10.1080/14697680802665859.

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43

Tenti, Paolo. "Forecasting foreign exchange rates using recurrent neural networks." Applied Artificial Intelligence 10, no. 6 (1996): 567–82. http://dx.doi.org/10.1080/088395196118434.

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44

ZIMMERMANN, GEORG, RALPH NEUNEIER, and RALPH GROTHMANN. "MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES." Advances in Complex Systems 04, no. 01 (2001): 29–43. http://dx.doi.org/10.1142/s021952590100005x.

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A market mechanism is basically driven by a superposition of decisions of many agents optimizing their profit. The macroeconomic price dynamic is a consequence of the cumulated excess demand/supply created on this micro level. The behavior analysis of a small number of agents is well understood through the game theory. In case of a large number of agents one may use the limiting case that an individual agent does not have an influence on the market, which allows the aggregation of agents by statistic methods. In contrast to this restriction, we can omit the assumption of an atomic market struc

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45

Roberts, John. "Liberalizing Foreign-Exchange Rates in Sub-Saharan Africa." Development Policy Review 7, no. 2 (1989): 115–42. http://dx.doi.org/10.1111/j.1467-7679.1989.tb00123.x.

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46

Blair, Andrew R., Robert Nachtmann, Josephine E. Olson, and Thomas L. Saaty. "Forecasting foreign exchange rates: an expert judgment approach." Socio-Economic Planning Sciences 21, no. 6 (1987): 363–69. http://dx.doi.org/10.1016/0038-0121(87)90010-3.

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47

Bleaney, M., and M. Tian. "Net foreign assets and real exchange rates revisited." Oxford Economic Papers 66, no. 4 (2014): 1145–58. http://dx.doi.org/10.1093/oep/gpu014.

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48

Xing, Yuqing, and Laixun Zhao. "Reverse imports, foreign direct investment and exchange rates." Japan and the World Economy 20, no. 2 (2008): 275–89. http://dx.doi.org/10.1016/j.japwor.2006.11.004.

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49

Liu, Chen, Weiyan Hou, and Deyin Liu. "Foreign Exchange Rates Forecasting with Convolutional Neural Network." Neural Processing Letters 46, no. 3 (2017): 1095–119. http://dx.doi.org/10.1007/s11063-017-9629-z.

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50

Bernoth, Kerstin, and Helmut Herwartz. "Exchange rates, foreign currency exposure and sovereign risk." Journal of International Money and Finance 117 (October 2021): 102454. http://dx.doi.org/10.1016/j.jimonfin.2021.102454.

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