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Dissertations / Theses on the topic 'Foreign Portfolio Investment Exchange Rate'

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1

Melku, Semere M. "Exchange Rate Volatility and Foreign Direct Investment : A Panel Data Analysis." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16995.

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This thesis examines both the long run and the short run impact of Exchange Rate Volatility on Foreign Direct Investment using an unbalanced panel data from three Sub-Saharan African countries of Kenya, Uganda and Tanzania. This is accomplished by generating Exchange Rate Volatility figures by the GARCH(1,1) methodology. The control variables included in this study include GDP, GDP growth, Economic Openness and Exchange rate. In order to capture the impact of economic openness on exchange rate volatility and thus foreign direct investment, different econometric specifications are adopted. The
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2

Kim, Chang Yong 1972. "The exchange rate effects on different types of foreign direct investment." Thesis, University of Oregon, 2010. http://hdl.handle.net/1794/11226.

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xii, 132 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.<br>Motivated by conflicting prior evidence for exchange rate effects on foreign direct investment (FDI), the first chapter of this dissertation explores theoretical evidence of the exchange rate effect on FDI in terms of different types of FDI. Based on a simple two-country model, I demonstrate that the profit function of a horizontal FDI investor is a decreasing function of the exchange rate, while the profit function for a vertical FDI investor
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3

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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4

Zeise, Carl Eric. "Analysis of trade dependence and correlation of market returns to hedge portfolio risk." CSUSB ScholarWorks, 2006. https://scholarworks.lib.csusb.edu/etd-project/3036.

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The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measur
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5

Idhenga, Salome Ngwedha. "Exchange rate and foreign direct investment inflows: a case of Namibia 1990-2014." Thesis, Nelson Mandela Metropolitan University, 2016. http://hdl.handle.net/10948/6762.

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Purpose - this study is aimed at to investigating the effects exchange rate and other variables on foreign direct investment (FDI) inflows have on the Namibian economy. Methodology -The model comprises of the unit root test, the co-integration test, the long run equation co-efficient, an error correction model, the normality test and the stability test, were employed to estimate and interpret the results. Finding and recommendations - The results of the study have revealed that a relationship exists between exchange rate and FDI. However, this relationship is said to be statistically insignifi
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6

McCarron, Sean. "Reducing exchange rate risk and exposure: The value of foreign exchange currency hedging strategies." CSUSB ScholarWorks, 2004. https://scholarworks.lib.csusb.edu/etd-project/2534.

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The topic researched for this project will be foreigh exchange hedging; the available forms, the uses, the procedures, and the value. This project will expand beyond the typical research and examine the value of hedging through the use of different foreign exchang currency trading strategies to small multinationational corporations.
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7

Adinugrahan, Sapto, and Mochamad Ridwan. "Efficiency of Foreign Debt Portfolio Management in Emerging Economies." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-26887.

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Fluctuation of exchange rate has affected the increasing burden of foreign debt payment in emerging economies. This issue has negatively influenced the economic growth. It has been a severe obstacle considering that governments have to issue public debt denominated in foreign currency to finance the budget deficit. Hence, there is an urgent necessity to implement an efficient public debt management to minimize the exchange rate exposure. This thesis analyses how efficient the foreign debt portfolio management is in the 14 emerging economies under examination in the period of 1990-2013. Panel D
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Masten, Callye R. M. "The impact of exchange rate volatility on U.S. foreign direct investment in Latin America." Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 77 p, 2008. http://proquest.umi.com/pqdweb?did=1456289961&sid=4&Fmt=2&clientId=8331&RQT=309&VName=PQD.

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9

Swonke, Christoph. "The new open economy macroeconomics of exchange rate pass-through and foreign direct investment." Frankfurt, M. Berlin Bern Bruxelles New York, NY Oxford Wien Lang, 2008. http://d-nb.info/994546327/04.

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10

Uneze, Eberechukwu F. "The impact of foreign aid on investment, growth and the exchange rate in West Africa." Thesis, University of Kent, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509629.

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Barrett, Stuart. "An investigation into the determinants of UK manufacturing foreign direct investment in the United States." Thesis, University of the West of England, Bristol, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365143.

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12

Rabana, Phomolo. "Integration between the South African and international bond markets : implications for portfolio diversification." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002681.

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International bond market linkages are examined using monthly bond yield data and total return indices on government bonds with ten years to maturity. The bond yield data covers a nineteen-year period from January 1990 to July 2008, while the bond total return index data covers a nine-year period from August 2000 to July 2008. The international bond markets included in the study are Australia, Canada, Germany, Japan, the United Kingdom, and the United States. The examination of international bond market linkages across these markets has important implications for the formulation of effective p
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13

Blignaut, Zelda. "Wisselkoersblootstelling van multinasionale ondernemings in Suid-Afrika / Z. Blignaut." Thesis, North-West University, 2004. http://hdl.handle.net/10394/545.

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Multinational enterprises (MNEs) are central drivers behind neo-liberal globalisation. These enterprises are usually centred in developed countries, with competitive operations in developing countries. The literature on MNEs and foreign direct investment usually focus on the motivation for investment, decisions on expansion, the structure of ownership of investment, the mode of entry, and the perception of risk. Fluctuation in the exchange rate is a source of uncertainty that affects MNEs' and other enterprises' market values. Enterprises' exposure to changes in the exchange rate has increased
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14

Oliveira, Maria da Conceição T. F. Monteiro H. "Multinational telecommunications operators : impact of market factors and foreign currency exchange rate variations in their stock returns." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/4312.

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Mestrado em Finanças<br>Firms are exposed to foreign exchange risk when the results of their projects depend on future exchange rates and those exchange rates can not be fully anticipated. Through the last 50 years, exchange risk management has received increasing attention in both corporate practice and literature. Firms are also exposed to other market factors, domestic and internationally, with a major impact on their stock returns. During the past decade the telecommunications sector has been under the impact of strong pressures that reshaped companies positioning in the marketplace and th
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Larlar, Selim. "Portfolio optimization analysis of federation of Euro-Asian stock exchances (FEAS)." CSUSB ScholarWorks, 2003. https://scholarworks.lib.csusb.edu/etd-project/2365.

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The results of this thesis suggest that investors should invest in portfolios consisting of the Standard and Poor's 500, the Ten Composite Index and the ten founding stock exchanges, rather than only invest in either the ten founding stock exchanges or Standard and Poor's 500.
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BO, C. F. M. DEL. "Esays on investment and growth in an international setting." Doctoral thesis, Università degli Studi di Milano, 2009. http://hdl.handle.net/2434/50063.

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17

Bonfim, Mariana Pereira. "Exposição cambial: o impacto do câmbio nas ações das empresas brasileiras internacionalizadas." Universidade do Estado do Rio de Janeiro, 2014. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=6411.

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O aumento da internacionalização das economias emergentes e a tendência de financeirização da economia mundial motivaram este estudo que tem como principal objetivo analisar estatisticamente o impacto das variações cambiais no retorno das ações das principais empresas brasileiras internacionalizadas, segundo o ranking realizado pela Fundação Dom Cabral, no período entre 2000 e 2012. Além disso, buscou-se, também, descrever o processo inicial de internacionalização dessas mesmas companhias. Para isso, foi realizada uma pesquisa descritiva e quantitativa, por meio da utilização do método estatís
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Amonov, Kholnazar. "Vytváření atraktivních investičních podmínek pro zahraniční investory na základě zdokonalování měnové politiky (problém Uzbekistánu)." Doctoral thesis, Vysoká škola ekonomická v Praze, 2003. http://www.nusl.cz/ntk/nusl-77124.

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Abstract Attracting foreign investments to the economy in a large scale pursues long-term strategic goals for creating civilized, socially-oriented society in Uzbekistan, which is characterized by a high standard of living based on mixed economy. For stabilizing the economy and for improving the investments climate, it is necessary to take a number of arrangements, which will target on forming general terms of development of civilized market relations as well as on special conditions relating directly to problem solving -- how to attract the foreign investments. When analyzing the investment p
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Suleman, Muhammad Tahir. "Risk Involved in International Debt Investment in Emerging Markets : A Case Study of India, Malaysia and Taiwan." Thesis, Skövde : University of Skövde. School of Technology and Society, 2008. http://www.diva-portal.org/smash/get/diva2:31145/FULLTEXT01.

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20

Miguel, João Tiago Franco. "A crise financeira e o impacto da taxa de câmbio em investimentos no mercado accionista." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10743.

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Mestrado em Finanças<br>Este trabalho tem como objectivo avaliar o impacto da taxa de câmbio na estrutura, rendibilidade e risco de carteiras óptimas de acções internacionais construídas com base num conjunto de índices de diversos países. Além disso, também se analisou o impacto da crise dos mercados financeiros de 2009 na constituição de carteiras óptimas. Para esse fim utilizou-se uma amostra constituída pelas cotações diárias de índices representativos de onze países da zona euro, Reino Unido, Suíça, Japão e EUA referente ao período compreendido entre Janeiro de 2007 e Junho de 2012. Como
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Dargytė, Eglė. "Rinkos rizikos analizė ir valdymas akcinėje bendrovėje Šiaulių bankas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2005. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2005~D_20050601_161929-48949.

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This master‘s final paper analyzes and systemizes theoretical and practical bank risk measurement and management analysis conducted by various Lithuanian and foreign authors; presents risk conception in banking sector. Comprehensively analyzes and evaluates bank’s market risk (interest rate, foreign currency and investment risk). The third part suggests market risk evaluation and management improvement opportunities in stock company Šiaulių bankas.
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22

Nahhas, Abdulkader. "Essays in international finance and banking." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/13160.

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In this thesis financial movements are considered in terms of foreign direct investment (FDI) and a related way to international banking. In Chapter 2 FDI is analysed in terms of the major G7 economies. Then this is further handled in Chapter 3 in terms of bilateral FDI (BFDI) data related to a broader group of economies and a main mode of analysis the Gravity model. Gravity models are then used in Chapter 4 to analyse bilateral cross border lending in a similar way. While the exchange rate effect is handled in terms of volatility and measured using models of conditional variance. The analysis
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23

Prost, Benjamin de. "Les deux formes d' IDE et l'investissement productif : l'impact du taux de change réel." Thesis, Paris 2, 2012. http://www.theses.fr/2012PA020096/document.

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Dans ce travail, nous analysons et comparons les comportements de localisation de trois différentes formes d'investissements durables (les greenfields seuls, les investissements directs étrangers totaux (IDE) et les investissements productifs intérieurs). Parmi un groupe de déterminants, dont une large partie est inspirée de la littérature empirique existante, nous étudions tout particulièrement le rôle que joue le taux de change réel sur l'attractivité des territoires vis-à-vis de chacun de ces investissements. Un tel examen est opéré à partir d'une économétrie de données de panel. Il consist
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24

Moura, Silvio. "A relação entre taxa de câmbio, investimento direto estrangeiro e taxa de juros." Pontifícia Universidade Católica de São Paulo, 2015. https://tede2.pucsp.br/handle/handle/9444.

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Made available in DSpace on 2016-04-26T20:52:38Z (GMT). No. of bitstreams: 1 Silvio Moura.pdf: 3104342 bytes, checksum: b7f112704d9906e75b491f46318f1c32 (MD5) Previous issue date: 2015-03-12<br>The exchange rate is a major key due to its myriad consequences it waves on the economy such as: effect on monetary policy, effects on economic growth, effects on the trade balance, among many others. Using a time series sample from January / December 2000/2013 and the variables exchange rate, interest rates and foreign direct investment, econometric tests were modeled trying to build relationships us
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25

Castañeda, Aliaga Diana Andrea. "Impacto del tipo de cambio real y su volatilidad en la Inversión Extranjera Directa en el Perú." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2020. http://hdl.handle.net/10757/653741.

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La inversión extranjera directa (IED) es uno de los elementos más importantes para el desarrollo de las economías emergentes por la transmisión de tecnología que genera. La literatura muestra que el tipo de cambio real y su volatilidad son unos de las principales determinantes de la entrada de IED. Asimismo, a pesar de que se ha investigado empíricamente la relación entre estas variables con la IED, la literatura no establece un signo claro, y los resultados varían según la economía que se analice. Por ello, considerando la importancia del tema, el presente estudio investiga la relación entre
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Tůmová, Kateřina. "Analýza výkonnosti investičních kovů a mincí." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-116482.

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This project deals with historical precious metals price development as gold, silver, platinum and palladium in connection to analysis of the precious metals investment benefits. There are discussed international market prices and retail prices as well. There is also mentioned the issue of price structure from the premium and other costs point of view, including possible risks coupled with investment. Approximated are also basic terms and forms of investment metals, alternative options of precious metals investment as well. The project also includes the issue of tax investment aspects and othe
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Rizvi, Syed Muhammad All-E.-Raza. "Three essays on conflict and economic performance in fragile countries." Electronic Thesis or Diss., Université Clermont Auvergne (2021-...), 2022. http://www.theses.fr/2022UCFAD013.

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Le premier chapitre fournit les faits et chiffres qui soulignent l'importance d'étudier le lien entre conflit et performance économique. Il propose un examen théorique et empirique afin d'identifier les facteurs qui peuvent contribuer à atténuer les conflits dans les pays fragiles. Nous suivons ce contexte théorique et empirique pour les deux chapitres suivants afin d'identifier les facteurs affectant les conflits dans les pays fragiles. Le deuxième chapitre utilise l'approche de cointégration Autoregressive Distributed Lag (ARDL) Bound Testing pour étudier la relation à long terme entre le co
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Hsiung, Chen Chia, and 陳家雄. "Exchange Rate Fluctuation and Foreign Portfolio Investment Using Markov-Switching Model." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/18236812084161591981.

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碩士<br>輔仁大學<br>金融研究所<br>93<br>The thesis mainly focuses on the properties of foreign exchange rate influenced by the international capital movements. Using two-state Markov switching model explores the relationship and their characteristics between exchange rate fluctuation and foreign portfolio investment. According to the financial crisis of Asia could inspire the structure change of NTD exchange rate, the research period of the thesis is classified as four parts, one of the parts is the overall sample period, else are, three sub-periods, the before, in, after period of the financial crisis o
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Maepa, Magdeline M. "The effects of exchange rate volatility on South African investments." Thesis, 2015. http://hdl.handle.net/10394/17036.

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This study analysed the short- and long-run interactions between the exchange rate and different types of investments in South Africa from 1970 to 2014. The study focussed on the portfolio theory, the life cycle of investment and the accelerator model of investment, which all found that investment plays an important part in the economic growth and development prospects of a country, thus a healthy investment environment needs to be present in order to attract investment inflows into the country. The conceptualisation of exchange rates focussed on the definitions and types of exchange rates tha
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Tsai, Hsiu-Hsia, and 蔡秀霞. "VaR Application-Foreign Exchange Investment Portfolio Research." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/05207699175321025620.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>94<br>This article regards a foreign exchange portfolio with six currencies against US Dollar as the research object. We apply the Exponential Weighted Moving average(EMWA)approach to compute the portfolio’s VaR, then calculate the individual and incremental VaR of each currency. By using the incremental and individual VaR, we investigate how to adjust the currency position to find the portfolio’s VaR most effectively. The evidence shows that:1.By cutting the greatest individual VaR position will reduce the portfolio VaR more effectively 2. The incremental VaR is
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31

Ma, Kuo-Wei, and 馬國維. "Exchange Rate and Foreign Directly Investment." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/67743675844541745598.

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碩士<br>國立清華大學<br>經濟學系<br>102<br>Abstract With economic globalization, the growth rate of foreign direct investment beyond export’s growth rate in recent years. Lots of macroeconomic factors affect the FDI decisions made by firms, in which exchange rate plays the most crucial role. This paper attempts to use dynamic stochastic general equilibrium (DSGE) model to explore the impact of the economic structure which exists FDI when exchange rate shock and the entry cost shock happened, contains the salary and FDI flows. Finally found that when currencies appreciate, domestic foreign investment incre
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Chen, I.-Chun, and 陳怡君. "The Evaluation of Performance and Risk on Foreign Exchange Rate Portfolio." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/20928683349720888773.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>102<br>This study take seven International Monetary Fund (IMF) reserve currency (COFER) currency and Renminbi as a foreign portfolio. We firsy apply Markowitz(1952)&apos;&apos;s MV model to establish the optimal currency portfolio. In addition, we compare its performance with an equal weighted protfolio model. Secondly, We use the Variance-Covariance model and DCC-GARCH model to measure the portfolio Value at Risk, and finally using the back-testing to test the performace of the two models. The results show that, DCC-GARCH-VaR is better than the VAR-COV-VaR model
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Tsai, Tung-Fa, and 蔡同法. "The Relationship Among Foreign Investment, Stock Price and Exchange Rate." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/16314076694190854235.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險研究所<br>99<br>This paper investigates dynamic interactions among foreign overbought/oversold, stock prices, and foreign exchange rates in the Bull market and Bear market. Stationarity of variables is confirmed by unit root tests before constructing this paper’s vector autoregressive model, in which the impulse response analysis, Granger causality tests, variance decomposition analysis are conducted. Several conclusions are achieved in this paper. First, in both Bull and Bear markets, the change in the foreign exchange rates is a leading variable that affects negat
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Hopkins, S. "The applicability of the portfolio balance model of exchange rate determination to the Australian dollar." Thesis, 1992. https://eprints.utas.edu.au/20294/7/whole_HopkinsSandra1994.pdf.

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Two issues represent a substantial and continuing challenge to the central bank of a small open economy. The first relates to the correct identification of the 'mix of domestic and external influences on the exchange rate. Correct identification is a first step toward the formulation of a coherent domestic commercial policy: one which provides desired domestic and external policy outcomes. The second requires a clear understanding of the mechanisms of control; the channels of influence open to the central bank if they are able to meet policy targets. In order to address these two issues
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王宣博. "The relationship between foreign investment, stock market and exchange market under the Central Bank foreign exchange rate intervention." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/00324279232191303198.

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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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"A study of renminbi exchange rate and foreign investment in China's real estate market." Chinese University of Hong Kong, 1997. http://library.cuhk.edu.hk/record=b5889040.

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by Liu Shiang Ling.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1997.<br>Includes bibliographical references (leaves 48).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iii<br>LIST OF TABLES --- p.v<br>CHAPTER<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- CHINA'S RENMINBI SYSTEM --- p.3<br>Overview and Historical Development --- p.3<br>1953-1972 --- p.3<br>1973-1978 --- p.4<br>1979-1993 --- p.4<br>1994-1996 --- p.6<br>The Exchange Rate Determination --- p.7<br>Demand & Supply --- p.7<br>The Balance of Payments --- p.8<br>Inflation --- p.10<br>Interest Rate -
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Chen, Miao-en, and 陳妙恩. "The Relationship between Taiwan 50 Index Returns and Exchange Rate、Interest Rate、The Total Rate of Foreign Investment." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/27766059381369525881.

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碩士<br>東吳大學<br>企業管理學系<br>99<br>Abstract Exchange Traded Fund (ETF) is stock investor’s favorite in recent 20~30 years. The first ETF in Taiwan is “Taiwan Top 50 Tracker Fund” (TTT) on June 30, 2003.The underlying index of TTT is the Taiwan 50 index, which is calculated using the trade prices of the largest 50 listed companies by total market value. To understand wheather the 3 variables impact TTT. Variables are decided by the important factor in the financial market. Three variables are exchange rate、interest rate and the total rate of foreign investment. It’s separate 3 periods that are whole
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Tang, Zhang Ching, and 張景棠. "Exchange rate foreign person direct investment influence - by Taiwanmanufacturing industry real diagnosis analysis." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/22770938586510587984.

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Yan, Chang-Yang, and 顏長揚. "The Credit Transaction,Foreign Investment And Exchange Rate on Taiwam Stock Market Return." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/95690717929426142171.

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Martins, José Filipe de Sousa. "Impact of real exchange rate volatility on foreign direct investment inflows in Brazil." Master's thesis, 2015. http://hdl.handle.net/10071/11412.

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JEL Classification System: C22; F21<br>This study aims to examine empirically the impact of the real effective exchange rate volatility on Brazilian foreign direct investment inflows from 1976 until 2013. Researches focusing on this relationship have been showing no consensus regarding how significant and what kind of influence (negative or positive) REER volatility has on alluring or keeping away foreign investors from investing in a specific country. It has not been subject of investigation for Brazil using aggregated data and a time series econometric analysis. By including 6 more determina
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Lee, Shih Chou, and 李詩周. "Foreign Exchange Rate Hedging via Currency Portfolio in Shipping Industry - A Case of Shipping Company." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/81448789925839694536.

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碩士<br>長庚大學<br>企業管理研究所<br>95<br>Abstract Rate of exchange was always moving quickly when global economic environment changed. Some of enterprises usually did some hedging by Forward and Options for keeping their profit. Of course, they had to pay cost for such activities. The shipping industry run a global business and always had cash flow with multiple currencies. Self-hedging should be another alternative for cash management. For testing the effect of self-hedging via currency portfolio in shipping industry, this study established a portfolio model using Microsoft Excel Solver. Sample comp
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Kou, Yung-Hsia, and 寇永夏. "A Study on Utilizing Currency Portfolio to Mitigate Foreign Exchange Rate Risk on Shopping Industry." Thesis, 1990. http://ndltd.ncl.edu.tw/handle/30922772380158776612.

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"The temporal pattern of RSI rule returns and exchange rate intervention." 2005. http://library.cuhk.edu.hk/record=b5892600.

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Shik Chun Sing.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.<br>Includes bibliographical references.<br>Abstracts in English and Chinese.<br>Abstract --- p.2<br>Acknowledgements --- p.4<br>Chapter Chapter 1 --- Introduction --- p.6<br>Chapter Chapter 2 --- Literature review --- p.11<br>Chapter Chapter 3 --- Data and methodology --- p.15<br>Chapter Chapter 4 --- Results of national currencies with the U.S. dollar --- p.25<br>Chapter Chapter 5 --- Results of cross-rates --- p.39<br>Chapter Chapter 6 --- Discussion and conclusion --- p.52<br>Appendix --- p.54<br>References
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Liao, Chia-chen, and 廖家甄. "The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/03197521011735950177.

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碩士<br>國立中興大學<br>企業管理學系<br>85<br>The impact of foreign investment opening policy on the volatility of NTdollar excange rate has been seriously debated recently. This paper uesesintervention model to investigate how the opening policy will affect exchangerate of NT to $US,Pounds, Yen,Mark and H.K. dollar. The conclusion are as follows: 1.Foreign investment holding ratio has influence on Yen with 5-period lagged effect. 2.Different opening periods have different long-term and short-term
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Li, Chung-Chu, and 李崇主. "A study on the relationships among the stock price,exchange rate and foreign investment." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/46433377766060132027.

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碩士<br>國立中興大學<br>企業管理學系<br>85<br>This paper applied different quantitative methods on different foreigninvestment data.Firstly,vector autoregressive model was used to study stockprice,vibration rate changes of foreign exchange and foreign investmentexcess of exchange cause effect. The daily data from Jan. 5,1994 to Dec. 31,1996,altogether 858 entries were collected.Secondly,this paper used integrationand error correction model to study stock price index,exchange rate and the amount of inflo
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Chen, Chia-Wei, and 陳佳葦. "Exchange Rate Volatility and Foreign Direct Investment: An Empirical Study of Real Options Approach." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/99457830072449195299.

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碩士<br>元智大學<br>國際企業學系<br>96<br>This study examines whether the volatility of exchange rate affects the level of FDI (foreign direct investment) by using data of Taiwanese firms. Based on the real options theory we expect a negative impact of exchange rate volatility on FDI. We construct a series of weighted exchange rate specifically for each firm from a sample of TSEC (Taiwan Stock Exchange Corporation) listed non-financial firms from 1999 to 2006. We employ the overseas sales and asset of individual firm as the weights and thus can also derive the exchange rate volatility for each firm. In th
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LIN, JHING-YI, and 林靜怡. "RELATIONSHIPS AMONG STOCK PRICE, EXCHANGE RATE, AND FOREIGN INVESTMENT: AN APPLICATION OF MULTIVARIATE THRESHOLD MODELS." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/60841173146515008475.

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碩士<br>國立臺北大學<br>經濟學系<br>93<br>In order to understand whether the relationships among stock price, exchange rate, and foreign investment involves threshold nonlinearity, this paper employs multivariate threshold statistic proposed by Tsay(1998) to perform the investigation. After finding that the threshold phenomenon is strongly suggested, a grid search method is adopted to discover suitable threshold values and models are divided into three intervals of low, medium, and high accordingly. Then, the interactions among stock price, exchange rate, and foreign investment can be examined under the s
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Yu, Wei-Chung, and 尤瑋鍾. "The Shock of Stock Market on Stock Price, Exchange Rate and Foreign Investment in Stock Market." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/90321038323210474113.

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碩士<br>逢甲大學<br>經濟學所<br>94<br>This text try to build and construct a dynamic model which links the commodity market, money market, stock market and foreign exchange market. We are in order to discuss the long-term influence about the shock of stock market on Stock Price, Exchange Rate and Foreign Investment in Stock Market and the dynamic adjustment route during that time .
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Pereira, Tiago Filipe Gonçalves. "The effects of the Exchange Rate on Foreign Direct Investment: the links between Europe and USA." Master's thesis, 2018. https://hdl.handle.net/10216/117497.

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