Essays about: "dealing with exchange rate"

Found 5 essays containing the words dealing with exchange rate.

  1. 1. Can the Endogenization of Regimes Lead to Improved Forecasting of the UIP?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonas Andersson; Anders Johansson; [2010]
    Keywords : Exchange Rate; Forecasting; UIP; Markov Switching; Logit Regression;

    Abstract : Understanding exchange rate movements is key to making positive returns and good decisions when dealing with the currency markets. We try to increase that understanding by using a Markov switching approach to describe deviations from the Uncovered Interest rate Parity (UIP), before investigating what factors that are driving the transitions across regimes. READ MORE

  3. 2. The influence of financial markets and institutions on the economical growth. (The interest rate spread) Chile and Taiwan

    University essay from Institutionen för teknik och samhälle

    Author : Erik Olguin Alvarez; Fred Sabah; [2008]
    Keywords : IRS interest rate spread ; Economy growth; Correlation; Solow growth model; OLS regression; Nationalekonomi; Finansiell ekonomi;

    Abstract : The purpose of this thesis is to examine the role of financial markets and institutions on the economical growth of a developing country. The IRS (interest rate spread) is used as the main tool, to examine Chile and Taiwan regarding their economical growth between 1988 and 2007. READ MORE

  4. 3. A comparison of the prediction performances by the linear models and the ARIMA model : Take AUD/JPY as an example

    University essay from Handelshögskolan vid Umeå universitet

    Author : Ying Zhang; Hailun Wu; [2007]
    Keywords : Foreign exchange market; AUD JPY; regression model; ARIMA model;

    Abstract : With the development of the financial markets, the foreign exchange market has become more and more important for investors. The daily volume of business dealt with on the foreign exchange markets in 1998 was estimated to be over $2.5 trillion dollars (the daily volume on New York Stock Exchanges is about $20 billion). READ MORE

  5. 4. Intelligent decision support system for transport infrastructure investment with emphasis on joint logistic

    University essay from Blekinge Tekniska Högskola/Avdelningen för för interaktion och systemdesign

    Author : Jean-Yves Yamben; [2007]
    Keywords : public transport policy-making; infrastructure investments; supply chain management; key performance indicators; joint logistics; intelligent decision support system;

    Abstract : The aim of this thesis is to provide to the governmental decision-maker/user, an instrument that can assist him/her in improving the infrastructure investment decision in the economical, environmental and sustainable aspects. This means that, the Return on Investment (ROI) of the concerned transport infrastructure, satisfying environmental and sustainable constraints must be positive, and corresponding to an optimal investment cost. READ MORE

  6. 5. Identifying the determinants of exchange rate movements : Evaluating the real interest differential model

    University essay from IHH, Nationalekonomi

    Author : Annsofie Petersson; [2005]
    Keywords : Exchange rate volatility; interest rate differential; money supply; inflation; industrial production;

    Abstract : Trying to find explanations to movements in the exchange rate is something that econo-mists have been dealing with to a great extend lately. Especially since the break down of the Bretton Wood system in the early 1970’s, when many countries introduced a floating sys-tem instead. One of the most famous and often tested models is Jeffery A. READ MORE