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

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Wulf, Jürgen. "Floating Exchange Rates in Developing Countries: the Case of Zambia." Journal of Modern African Studies 27, no. 3 (September 1989): 503–19. http://dx.doi.org/10.1017/s0022278x00020401.

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When Zambia introduced weekly foreign-exchange auctions in October 1985 in order to determine the value of the kwacha vis-à-vis the dollar, together with other measures aiming at liberalising external and internal trade and at restructuring the pattern of production, they were widely acclaimed as a model for reforms elsewhere in the continent. The Economist praised Zambia for ‘taking one of the bravest economic gambles that any African country has taken’,1 implying that even in the view of liberal commentators the Government ran a considerable risk in trying to implement this reform programme. The new measures enabled Zambia to reach a fresh stand-by agreement with the International Monetary Fund in early 1986, the previous one having broken down in 1985 because the authorities failed to meet the I.M.F.'s economic targets.

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2

Saungweme, Talknice, and Nicholas M. Odhiambo. "An Analysis of Public Debt Servicing in Zambia: Trends, Reforms and Challenges." Croatian International Relations Review 24, no. 81 (May 1, 2018): 113–36. http://dx.doi.org/10.2478/cirr-2018-0006.

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Abstract The main goal of this paper is to discuss the dynamics of public debt servicing – both domestic and foreign – in Zambia, tracing the trends, reforms and challenges over the period from 1964 to 2015. The paper shows that the exceptional rise in public debt servicing obligations in Zambia over the period under review has been principally due to high domestic and foreign interest rates, frequent debt rescheduling at commercial rates, and capitalisation of non-liquidated service obligations at commercial rates. Also revealed in the paper is the fact that prior to 2005, Zambia experienced severe public debt servicing problems which eased after 2006 owing to debt relief initiatives and an economic rebound. Among the government debt service reforms discussed in the paper are structural adjustments in foreign exchange management, fiscal and monetary reforms, and aggressive engagement of traditional creditors. Primary among the identified challenges of public debt servicing in Zambia was the insistent economic crises that dogged the country during the study period. Notwithstanding the current public debt service sustainability and remarkable economic performance that characterise the country today, the paper found that the recent contraction of nonconcessional loans by the state poses a threat to debt service sustainability in future. Hence, the paper recommends, among other things, for aligning of public sector infrastructure spending with revenues to ensure budget sustainability, and to continue diversifying the economy to minimise the impact of external commodity price shocks on the economy.

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3

Chipili, Jonathan Mpundu. "Foreign Exchange Intervention and Exchange Rate Volatility in Zambia." Journal of African Business 15, no. 2 (May 4, 2014): 114–21. http://dx.doi.org/10.1080/15228916.2014.921062.

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4

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

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5

Iyke, Bernard Njindan, and Nicholas M. Odhiambo. "Foreign exchange markets and the purchasing power parity theory." African Journal of Economic and Management Studies 8, no. 1 (March 13, 2017): 89–102. http://dx.doi.org/10.1108/ajems-03-2017-147.

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Purpose The purpose of this paper is to examine the validity of the purchasing power parity (PPP) hypothesis for two Southern African countries, namely: Lesotho and Zambia. Design/methodology/approach The authors utilized four econometric tests to examine the existence of the PPP hypothesis in Lesotho and Zambia. These tests include two unit root tests without structural breaks – the Dickey-Fuller generalized least squares (DF-GLS) test and the Ng-Perron test; and two unit root tests with structural breaks – the Perron test and the Zivot-Andrews test. The authors’ empirical analysis is based on an annual data set with varying time periods. The sample period spanned 1960-2010 and 1955-2010, for Lesotho and Zambia, respectively. Findings The authors found that the PPP hypothesis was supported in the case of Lesotho, but rejected in the case of Zambia. Originality/value This paper is the first to simultaneously explore the exchange rate policies, trends, and the PPP for these two countries. The implication of this finding is that Lesotho is unlikely to profit immensely from trade and investment arbitrages; whereas Zambia is more likely to profit immensely from trade and investment arbitrage by trading with the USA. Moreover, the authors’ findings indicate that the PPP doctrine may be a useful guide for the exchange rate and other macroeconomic adjustment policies in Lesotho but not in Zambia.

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6

Nathani, Navita, Jaspreet Kaur, and Pooja Shrivas. "Dynamics of Foreign Exchange Rates." Prestige International Journal of Management & IT - Sanchayan 04, no. 02 (December 15, 2015): 35–58. http://dx.doi.org/10.37922/pijmit.2015.v04i02.002.

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7

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 (April 1996): 191–220. http://dx.doi.org/10.1016/0261-5606(96)00001-0.

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8

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

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9

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

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10

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

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11

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

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12

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

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13

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

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14

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

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15

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

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16

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

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17

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

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18

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

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19

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

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20

Rahim, Muhammad Abdur, and Zahangin Alam. "Foreign Exchange Reserves." International Journal of Finance & Banking Studies (2147-4486) 2, no. 4 (October 21, 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 June 30, 2005 and quarterly data from July 01, 2005 to June 30, 2012. Findings of this study shows that out of the selected 16 factors affecting foreign exchange reserves, exchange rates occupy the first position, weighted average score (WAS) being 4.56. Foreign exchange reserves (FER) and current account balance (CAB) have increased by 502.9087% and 1451.218%, whereas capital and financial account (CFAB) has decreased by -649.024% on June 30, 2012 compared to June 30, 1997. The influence of other factors held constant, as ER changes by 285.6894 units due to one unit change in FER, on average in the same direction which represents that ER has positive effect on the FER and this relationship is statistically significant. 62.1526 percent of the variation in FER is explained by ER. The outcomes of Breusch-Godfrey test (LM test), ARCH test, and the Normality test are that there is a serial correlation among residuals, the variance of residuals is not constant, and the residuals are not normally distributed.

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21

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

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22

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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23

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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24

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

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25

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

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26

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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27

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

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28

MacDermott, Raymond. "Linking Exchange Rates to Foreign Direct Investment." International Trade Journal 22, no. 1 (February 12, 2008): 3–16. http://dx.doi.org/10.1080/08853900701784045.

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29

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

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30

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

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31

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

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32

Vandewalle, N., and M. Ausloos. "Sparseness and Roughness of Foreign Exchange Rates." International Journal of Modern Physics C 09, no. 05 (July 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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33

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

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34

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

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35

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

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36

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

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37

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

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38

EVANS, Martin D. D. "Exchange Rates and Liquidity Risk." Journal of Advanced Studies in Finance 11, no. 2 (December 23, 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 foreign currency returns: they account for approximately 34%, on average, of the variability in currency returns compared to the contribution of approximately 8% from the prices of carry and momentum risk.

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39

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 (May 2002): 207–27. http://dx.doi.org/10.1016/s1059-0560(01)00106-x.

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40

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

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41

Tucker, Alan L. "Foreign exchange option prices as predictors of equilibrium forward exchange rates." Journal of International Money and Finance 6, no. 3 (September 1987): 283–94. http://dx.doi.org/10.1016/0261-5606(87)90003-9.

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42

Hilgers, Angela, and Christian Beck. "Turbulent Behavior of Stock Exchange Indices and Foreign Currency Exchange Rates." International Journal of Bifurcation and Chaos 07, no. 08 (August 1997): 1855–59. http://dx.doi.org/10.1142/s0218127497001424.

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The time evolution of stock exchange indices and foreign currency exchange rates has many similarities with turbulent flows. In particular, the probability densities of price changes are non-Gaussian and develop stretched exponential tails, quite similar to the densities of velocity differences measured in fully developed hydrodynamical turbulence. We show that a simple cascade model, based on a self-similar, hierarchical dynamics of price changes, describes the observed probability densities of the financial indices in a quantitatively correct way.

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43

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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44

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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45

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

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46

Huang, Hongxuan, and Zhengjun Zhang. "Virtual Standard Currency for Approximating Foreign Exchange Rates." International Journal of Electronic Commerce 23, no. 1 (January 2, 2019): 33–62. http://dx.doi.org/10.1080/10864415.2018.1512273.

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47

Inoue, Jun-Ichi, and Naoya Sazuka. "Queueing theoretical analysis of foreign currency exchange rates." Quantitative Finance 10, no. 2 (June 25, 2009): 121–30. http://dx.doi.org/10.1080/14697680802665859.

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48

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

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49

ZIMMERMANN, GEORG, RALPH NEUNEIER, and RALPH GROTHMANN. "MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES." Advances in Complex Systems 04, no. 01 (March 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 structure, if we model the market through a multi-agent approach. The contribution of the mathematical theory of neural networks to the market price formation is mostly seen on the econometric side: neural networks allow the fitting of high dimensional nonlinear dynamic models. Furthermore, in our opinion, there is a close relationship between economics and the modeling ability of neural networks because a neuron can be interpreted as a simple model of decision making. With this in mind, a neural network models the interaction of many decisions and, hence, can be interpreted as the price formation mechanism of a market.

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50

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

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